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 | |
|---|---|---|---|---|---|---|
1751
Superior Group of Companies
SGC
$198M
| $20M | 0.01% |
1,114,817
-23,483
| -2% | -$414K |
|
|
CHSP
1752
DELISTED
Chesapeake Lodging Trust
CHSP
| $20M | 0.01% |
766,986
+86,658
| +13% | +$2.62M |
|
|
ALX
1753
Alexander's
ALX
$1.26B
| $20M | 0.01% |
53,424
-438
| -0.8% | -$170K |
|
1754
Core Laboratories
CLB
$519M
| $20M | 0.01% |
200,164
+46,019
| +30% | +$5.01M |
|
1755
Franklin Covey
FC
$198M
| $20M | 0.01% |
1,242,997
+23,146
| +2% | +$399K |
|
|
REIS
1756
DELISTED
Reis, Inc.
REIS
| $19.9M | 0.01% |
879,654
-12,645
| -1% | -$305K |
|
1757
DHI Group
DHX
$212M
| $19.8M | 0.01% |
2,714,852
+70,625
| +3% | +$569K |
|
|
CXP
1758
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $19.8M | 0.01% |
854,855
+302,269
| +55% | +$7.09M |
|
1759
MSC Industrial Direct
MSM
$6.73B
| $19.8M | 0.01% |
324,755
+65,660
| +25% | +$4.47M |
|
1760
Motorola Solutions
MSI
$75.6B
| $19.8M | 0.01% |
289,869
-35,148
| -11% | -$2.22M |
|
1761
NewMarket
NEU
$8.13B
| $19.8M | 0.01% |
55,497
+1,991
| +4% | +$807K |
|
1762
Encompass Health
EHC
$12.1B
| $19.8M | 0.01% |
648,685
-158,401
| -20% | -$5.51M |
|
|
DTSI
1763
DELISTED
DTS, Inc.
DTSI
| $19.8M | 0.01% |
741,033
+40,655
| +6% | +$1.14M |
|
|
VEDL
1764
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $19.8M | 0.01% |
3,815,038
+6,549
| +0.2% | +$46.9K |
|
1765
HCI Group
HCI
$2.32B
| $19.8M | 0.01% |
510,022
+54,217
| +12% | +$2.25M |
|
1766
CMS Energy
CMS
$20.5B
| $19.8M | 0.01% |
559,549
+11,212
| +2% | +$378K |
|
1767
Flexsteel Industries
FLXS
$321M
| $19.8M | 0.01% |
632,190
+3,700
| +0.6% | +$134K |
|
|
ROIC
1768
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $19.8M | 0.01% |
1,194,049
+77,168
| +7% | +$1.27M |
|
1769
Buckle
BKE
$2.07B
| $19.7M | 0.01% |
534,111
+693
| +0.1% | +$29.2K |
|
1770
Peoples Bancorp
PEBO
$1.4B
| $19.7M | 0.01% |
948,701
+48,059
| +5% | +$1.05M |
|
|
SIGM
1771
DELISTED
Sigma Designs Inc
SIGM
| $19.7M | 0.01% |
2,859,860
+142,398
| +5% | +$1.38M |
|
|
CKP
1772
DELISTED
CHECKPOINT SYSTEMS INC
CKP
| $19.7M | 0.01% |
2,717,230
+24,269
| +0.9% | +$203K |
|
|
WR
1773
DELISTED
Westar Energy Inc
WR
| $19.7M | 0.01% |
512,485
+27,961
| +6% | +$1.03M |
|
1774
Hilton Worldwide
HLT
$68.4B
| $19.7M | 0.01% |
285,726
+28,237
| +11% | +$2.18M |
|
1775
HEICO Corp
HEI
$41.3B
| $19.7M | 0.01% |
981,714
+152,778
| +18% | +$3.33M |
|
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.