Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$315M |
| 2 |
WRK
WestRock Company
WRK
|
+$175M |
| 3 |
Intel
INTC
|
+$142M |
| 4 |
Procter & Gamble
PG
|
+$122M |
| 5 |
ENH
Endurance Specialty Holdings Ltd
ENH
|
+$116M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GE Aerospace
GE
|
+$219M |
| 2 |
SUSQ
SUSQUEHANNA BANCSHARES INC
SUSQ
|
+$206M |
| 3 |
OCR
OMNICARE INC
OCR
|
+$203M |
| 4 |
MWV
MEADWESTVACO CORP
MWV
|
+$164M |
| 5 |
MRH
MONTPELIER RE HOLDINGS LTD
MRH
|
+$159M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.66% |
| 2 | Industrials | 13.66% |
| 3 | Technology | 12.27% |
| 4 | Consumer Discretionary | 10.44% |
| 5 | Healthcare | 9.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1651
AeroVironment
AVAV
$8.23B
| $21.8M | 0.01% |
1,088,870
+72,733
| +7% | +$1.77M |
|
1652
Acadia Healthcare
ACHC
$2.67B
| $21.8M | 0.01% |
329,004
-74,603
| -18% | -$5.74M |
|
1653
Forum Energy Technologies
FET
$935M
| $21.8M | 0.01% |
89,254
+35,345
| +66% | +$10.8M |
|
1654
Cohu
COHU
$2.66B
| $21.8M | 0.01% |
2,206,503
+63,196
| +3% | +$664K |
|
1655
HealthStream
HSTM
$891M
| $21.7M | 0.01% |
995,452
+501,168
| +101% | +$13.3M |
|
1656
Synopsys
SNPS
$73.1B
| $21.7M | 0.01% |
469,690
+4,576
| +1% | +$225K |
|
|
ORBC
1657
DELISTED
ORBCOMM, Inc.
ORBC
| $21.7M | 0.01% |
3,885,817
+236,355
| +6% | +$1.42M |
|
1658
WSFS Financial
WSFS
$4B
| $21.7M | 0.01% |
752,305
+69,034
| +10% | +$1.94M |
|
|
GTLS
1659
DELISTED
Chart Industries
GTLS
| $21.6M | 0.01% |
1,126,965
+339,136
| +43% | +$8.94M |
|
1660
Hooker Furnishings Corp
HOFT
$141M
| $21.6M | 0.01% |
918,721
+1,682
| +0.2% | +$41.6K |
|
1661
Great Southern Bancorp
GSBC
$852M
| $21.6M | 0.01% |
499,457
+24,669
| +5% | +$1.02M |
|
1662
Timken Company
TKR
$8.08B
| $21.6M | 0.01% |
786,753
-36,398
| -4% | -$1.16M |
|
|
VRE
1663
DELISTED
Veris Residential
VRE
| $21.6M | 0.01% |
1,142,346
+67,620
| +6% | +$1.33M |
|
1664
Protolabs
PRLB
$2.03B
| $21.6M | 0.01% |
321,774
| – | – |
|
1665
Cadence Design Systems
CDNS
$77.7B
| $21.6M | 0.01% |
1,042,308
+3,713
| +0.4% | +$75.7K |
|
1666
Southside Bancshares
SBSI
$931M
| $21.5M | 0.01% |
841,384
+20,677
| +3% | +$522K |
|
|
ITG
1667
DELISTED
Investment Technology Group Inc
ITG
| $21.5M | 0.01% |
1,614,072
-8,732
| -0.5% | -$162K |
|
|
GLOG
1668
DELISTED
GASLOG LTD
GLOG
| $21.5M | 0.01% |
2,237,643
+199,603
| +10% | +$2.88M |
|
|
CLR
1669
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $21.5M | 0.01% |
742,508
+116,623
| +19% | +$3.79M |
|
|
CBB
1670
DELISTED
Cincinnati Bell Inc.
CBB
| $21.5M | 0.01% |
1,376,241
+74,471
| +6% | +$1.35M |
|
1671
TransDigm Group
TDG
$59.9B
| $21.5M | 0.01% |
101,056
-3,108
| -3% | -$711K |
|
|
NVO
1672
Novo Nordisk
NVO
$190B
| $21.5M | 0.01% |
791,208
| – | – |
|
1673
Atmos Energy
ATO
$27.1B
| $21.4M | 0.01% |
368,439
+6,567
| +2% | +$361K |
|
|
RDUS
1674
DELISTED
Radius Recycling
RDUS
| $21.4M | 0.01% |
1,582,334
-83,415
| -5% | -$1.36M |
|
1675
Entergy
ETR
$48.7B
| $21.4M | 0.01% |
658,164
+26,570
| +4% | +$902K |
|
Similar funds
Dimensional Fund Advisors's Q3 2015 Portfolio in Review
As of Q3 2015, Dimensional Fund Advisors held 3,447 positions worth $152B, down 6.7% from $163B the previous quarter. Its ten largest holdings account for 8.7% of the portfolio.
Dimensional Fund Advisors deployed $5.01B of net new capital in Q3 2015, opening 84 new positions and adding to 2,042 existing holdings. Its largest new stake was WestRock Company: 3,262,936 shares worth $151M.
By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 19% a quarter earlier, followed by Industrials and Technology.
On the sell side, the largest reduction was GE Aerospace, an estimated $219M trimmed.
- Dimensional Fund Advisors's largest Q3 2015 buy was WestRock Company: 3,262,936 shares worth $151M.
- Dimensional Fund Advisors added most to ExxonMobil in Q3 2015, an estimated $315M increase.
- Dimensional Fund Advisors's biggest Q3 2015 reduction was GE Aerospace, cutting an estimated $219M.
- Dimensional Fund Advisors fully exited SUSQUEHANNA BANCSHARES INC in Q3 2015, selling an estimated $206M.
- Dimensional Fund Advisors's ten largest holdings make up 8.7% of its $152B portfolio in Q3 2015.
- Dimensional Fund Advisors opened 84 new positions and closed 79 in Q3 2015.
- Dimensional Fund Advisors's portfolio value fell 6.7% quarter-over-quarter to $152B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2015, filed 13 Nov 2015.