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 | |
|---|---|---|---|---|---|---|
|
OUTR
1776
DELISTED
OUTERWALL INC
OUTR
| $19.6M | 0.01% |
344,493
-626
| -0.2% | -$43K |
|
1777
Spok Holdings
SPOK
$217M
| $19.6M | 0.01% |
1,188,742
+39,803
| +3% | +$659K |
|
|
PHIIK
1778
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $19.5M | 0.01% |
1,033,364
-5,473
| -0.5% | -$142K |
|
1779
Robert Half
RHI
$3.73B
| $19.5M | 0.01% |
380,894
+6,411
| +2% | +$345K |
|
|
WSTC
1780
DELISTED
West Corporation
WSTC
| $19.5M | 0.01% |
868,601
+125,708
| +17% | +$3.31M |
|
|
AVID
1781
DELISTED
Avid Technology Inc
AVID
| $19.4M | 0.01% |
2,442,938
-20,055
| -0.8% | -$206K |
|
|
HSII
1782
DELISTED
Heidrick & Struggles
HSII
| $19.4M | 0.01% |
998,655
+52,362
| +6% | +$1.13M |
|
|
CKEC
1783
DELISTED
Carmike Cinemas Inc
CKEC
| $19.4M | 0.01% |
966,869
+81,262
| +9% | +$1.96M |
|
|
IHS
1784
DELISTED
IHS INC CL-A COM STK
IHS
| $19.4M | 0.01% |
167,478
+5,933
| +4% | +$719K |
|
1785
Cooper Companies
COO
$10.3B
| $19.4M | 0.01% |
521,016
-180,464
| -26% | -$7.48M |
|
|
NXGN
1786
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $19.4M | 0.01% |
1,553,241
+89,173
| +6% | +$1.22M |
|
|
PAY
1787
DELISTED
Verifone Systems Inc
PAY
| $19.4M | 0.01% |
699,121
+85,871
| +14% | +$2.68M |
|
|
SC
1788
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $19.4M | 0.01% |
948,209
+329,842
| +53% | +$7.59M |
|
|
BFX
1789
DELISTED
BowFlex Inc.
BFX
| $19.3M | 0.01% |
1,289,659
+35,368
| +3% | +$634K |
|
1790
Polaris
PII
$3.12B
| $19.3M | 0.01% |
160,835
+2,729
| +2% | +$370K |
|
|
IIP
1791
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $19.3M | 0.01% |
3,141,415
-86,693
| -3% | -$531K |
|
|
UTEK
1792
DELISTED
Ultratech Inc.
UTEK
| $19.2M | 0.01% |
1,199,214
+262,054
| +28% | +$4.37M |
|
1793
US Physical Therapy
USPH
$1.23B
| $19.2M | 0.01% |
427,633
+18,921
| +5% | +$943K |
|
|
HTO
1794
H2O America
HTO
$2.59B
| $19.2M | 0.01% |
624,101
+19,660
| +3% | +$584K |
|
|
CBR
1795
DELISTED
CIBER Inc.
CBR
| $19.2M | 0.01% |
6,032,624
-46,719
| -0.8% | -$154K |
|
|
UNT
1796
DELISTED
UNIT Corporation
UNT
| $19.2M | 0.01% |
1,703,010
-104,205
| -6% | -$1.77M |
|
|
BBOX
1797
DELISTED
Black Box Corp
BBOX
| $19.2M | 0.01% |
1,300,076
-11,842
| -0.9% | -$194K |
|
|
ELRC
1798
DELISTED
ELECTRO RENT CORP
ELRC
| $19.2M | 0.01% |
1,845,613
-12,081
| -0.7% | -$126K |
|
|
VASC
1799
DELISTED
Vascular Solutions Inc
VASC
| $19.2M | 0.01% |
591,003
+32,394
| +6% | +$1.16M |
|
|
CPLA
1800
DELISTED
Capella Education Company
CPLA
| $19.1M | 0.01% |
386,584
-506
| -0.1% | -$25.8K |
|
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.