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 | |
|---|---|---|---|---|---|---|
|
SMRT
1901
DELISTED
Stein Mart Inc
SMRT
| $16.9M | 0.01% |
1,748,595
-95,440
| -5% | -$984K |
|
1902
Enterprise Financial Services Corp
EFSC
$2.25B
| $16.8M | 0.01% |
668,168
+31,837
| +5% | +$763K |
|
|
PKY
1903
DELISTED
Parkway, Inc.
PKY
| $16.8M | 0.01% |
1,080,684
+93,163
| +9% | +$1.57M |
|
1904
Columbus McKinnon
CMCO
$454M
| $16.8M | 0.01% |
924,422
+30,732
| +3% | +$644K |
|
|
RAD
1905
DELISTED
Rite Aid Corporation
RAD
| $16.7M | 0.01% |
137,299
+11,501
| +9% | +$1.92M |
|
|
GXP
1906
DELISTED
Great Plains Energy Incorporated
GXP
| $16.7M | 0.01% |
616,554
+2,529
| +0.4% | +$64.7K |
|
1907
Harte-Hanks
HHS
$34.6M
| $16.7M | 0.01% |
471,706
-1,935
| -0.4% | -$87.3K |
|
|
RAX
1908
DELISTED
Rackspace Hosting Inc
RAX
| $16.6M | 0.01% |
671,226
+9,343
| +1% | +$301K |
|
1909
Republic Bancorp
RBCAA
$1.84B
| $16.5M | 0.01% |
673,979
+10,528
| +2% | +$264K |
|
|
TMH
1910
DELISTED
Team Health Holdings Inc
TMH
| $16.5M | 0.01% |
304,901
-410
| -0.1% | -$25.6K |
|
1911
VeriSign
VRSN
$27.3B
| $16.4M | 0.01% |
233,119
+3,548
| +2% | +$242K |
|
|
EVRI
1912
DELISTED
Everi Holdings
EVRI
| $16.4M | 0.01% |
3,205,232
+148,636
| +5% | +$852K |
|
|
CSCD
1913
DELISTED
CASCADE MICROTECH, INC.
CSCD
| $16.4M | 0.01% |
1,161,422
+42,564
| +4% | +$621K |
|
1914
Banco Bilbao Vizcaya Argentaria
BBVA
$159B
| $16.4M | 0.01% |
2,040,456
+58,544
| +3% | +$529K |
|
|
HALL
1915
DELISTED
Hallmark Financial Services, Inc.
HALL
| $16.4M | 0.01% |
142,463
+1,388
| +1% | +$156K |
|
|
SXCL
1916
DELISTED
STEEL EXCEL INC. COMMON STOCK
SXCL
| $16.3M | 0.01% |
+818,229
| New | +$17.2M |
|
1917
Morningstar
MORN
$7.61B
| $16.3M | 0.01% |
202,894
+25,369
| +14% | +$2.07M |
|
1918
Calix
CALX
$2.21B
| $16.3M | 0.01% |
2,088,326
+101,614
| +5% | +$772K |
|
|
SWFT
1919
DELISTED
Swift Transportation Company
SWFT
| $16.3M | 0.01% |
1,081,786
+33,135
| +3% | +$698K |
|
|
TESO
1920
DELISTED
Tesco Corp
TESO
| $16.2M | 0.01% |
2,274,467
+162,073
| +8% | +$1.4M |
|
1921
AES
AES
$10.6B
| $16.2M | 0.01% |
1,657,064
+16,142
| +1% | +$195K |
|
1922
Commault Systems
CVLT
$6.17B
| $16.2M | 0.01% |
476,721
+49,789
| +12% | +$1.86M |
|
1923
Kratos Defense & Security Solutions
KTOS
$8.95B
| $16.2M | 0.01% |
3,831,178
+337,476
| +10% | +$1.7M |
|
1924
PTC
PTC
$14.6B
| $16.1M | 0.01% |
507,827
-23,972
| -5% | -$858K |
|
|
EBSB
1925
DELISTED
Meridian Bancorp, Inc.
EBSB
| $16.1M | 0.01% |
1,178,295
+228,399
| +24% | +$2.98M |
|
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.