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 | |
|---|---|---|---|---|---|---|
1876
United Therapeutics
UTHR
$21.3B
| $17.6M | 0.01% |
134,042
-54,047
| -29% | -$8.67M |
|
|
FNHC
1877
DELISTED
FedNat Holding Company Common Stock
FNHC
| $17.6M | 0.01% |
730,642
+14,456
| +2% | +$338K |
|
|
CTCT
1878
DELISTED
CONSTANT CONTACT, INC COM
CTCT
| $17.5M | 0.01% |
723,674
+7,672
| +1% | +$201K |
|
1879
Booz Allen Hamilton
BAH
$9.49B
| $17.5M | 0.01% |
666,805
-7,891
| -1% | -$211K |
|
|
SCLN
1880
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $17.4M | 0.01% |
2,505,195
+50,589
| +2% | +$433K |
|
|
EOCC
1881
DELISTED
Enel Generacion Chile S.A.
EOCC
| $17.4M | 0.01% |
707,751
-37,956
| -5% | -$1.01M |
|
1882
Ericsson
ERIC
$33.6B
| $17.3M | 0.01% |
1,766,303
+21,159
| +1% | +$214K |
|
1883
Winmark
WINA
$1.06B
| $17.3M | 0.01% |
167,781
+306
| +0.2% | +$31.1K |
|
1884
Viavi Solutions
VIAV
$8.57B
| $17.3M | 0.01% |
3,215,083
-1,962,215
| -38% | -$11.5M |
|
1885
American Homes 4 Rent
AMH
$11.3B
| $17.3M | 0.01% |
1,073,560
+662,651
| +161% | +$10.6M |
|
|
DNB
1886
DELISTED
Dun & Bradstreet
DNB
| $17.2M | 0.01% |
164,243
+12,985
| +9% | +$1.48M |
|
|
CSFL
1887
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $17.2M | 0.01% |
1,172,194
+197,012
| +20% | +$2.75M |
|
|
LGF
1888
DELISTED
Lions Gate Entertainment
LGF
| $17.2M | 0.01% |
468,009
+98,306
| +27% | +$3.71M |
|
|
TAST
1889
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $17.2M | 0.01% |
1,443,281
+118,373
| +9% | +$1.41M |
|
1890
Entravision Communication
EVC
$717M
| $17.1M | 0.01% |
2,581,237
+140,158
| +6% | +$1.07M |
|
1891
American Vanguard Corp
AVD
$64.3M
| $17.1M | 0.01% |
1,482,389
+269,847
| +22% | +$3.31M |
|
1892
1-800-Flowers.com
FLWS
$167M
| $17.1M | 0.01% |
1,880,980
+17,801
| +1% | +$169K |
|
1893
Stoneridge
SRI
$205M
| $17.1M | 0.01% |
1,386,748
-32,858
| -2% | -$390K |
|
|
PNK
1894
DELISTED
Pinnacle Entertainment Inc.
PNK
| $17.1M | 0.01% |
505,121
-81,093
| -14% | -$3.07M |
|
|
DEG
1895
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
| $17.1M | 0.01% |
771,988
| – | – |
|
|
DSPG
1896
DELISTED
DSP Group Inc
DSPG
| $17.1M | 0.01% |
1,872,178
+9,510
| +0.5% | +$84.7K |
|
1897
LSB Industries
LXU
$811M
| $17M | 0.01% |
1,445,989
+82,349
| +6% | +$1.83M |
|
|
ASCMA
1898
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
| $17M | 0.01% |
622,373
+16,442
| +3% | +$550K |
|
1899
Semtech
SMTC
$16.6B
| $17M | 0.01% |
1,124,127
+28,091
| +3% | +$483K |
|
|
SIR
1900
DELISTED
SELECT INCOME REIT
SIR
| $17M | 0.01% |
2,030,563
+504,652
| +33% | +$4.38M |
|
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.