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 | |
|---|---|---|---|---|---|---|
1926
American Water Works
AWK
$27.5B
| $16.1M | 0.01% |
292,446
+3,347
| +1% | +$175K |
|
|
MFLX
1927
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
| $16.1M | 0.01% |
964,201
+147,616
| +18% | +$2.57M |
|
1928
Braskem
BAK
$713M
| $16.1M | 0.01% |
1,911,559
+72,835
| +4% | +$562K |
|
1929
Cameco
CCJ
$40.4B
| $16.1M | 0.01% |
1,322,446
+361,614
| +38% | +$4.89M |
|
|
BMTC
1930
DELISTED
Bryn Mawr Bank Corp
BMTC
| $16.1M | 0.01% |
516,903
+39,044
| +8% | +$1.16M |
|
1931
Central Garden & Pet Co
CENT
$2.53B
| $16M | 0.01% |
1,296,525
-1,966
| -0.2% | -$18.8K |
|
1932
Tesla
TSLA
$1.45T
| $16M | 0.01% |
967,635
+39,975
| +4% | +$679K |
|
|
AAT
1933
American Assets Trust
AAT
$1.36B
| $16M | 0.01% |
391,974
+62,480
| +19% | +$2.51M |
|
|
EXAR
1934
DELISTED
Exar Corporation
EXAR
| $16M | 0.01% |
2,685,343
-59,289
| -2% | -$417K |
|
1935
STRATTEC Security
STRT
$273M
| $16M | 0.01% |
253,193
+3,694
| +1% | +$248K |
|
|
POWR
1936
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
| $15.8M | 0.01% |
1,374,223
+30,566
| +2% | +$411K |
|
|
PSTB
1937
DELISTED
Park Sterling Corp.
PSTB
| $15.8M | 0.01% |
2,326,438
-3,462
| -0.1% | -$24.6K |
|
1938
Eagle Bancorp
EGBN
$860M
| $15.8M | 0.01% |
347,527
+118,917
| +52% | +$5.23M |
|
1939
Stock Yards Bancorp
SYBT
$2.48B
| $15.8M | 0.01% |
652,236
+28,218
| +5% | +$685K |
|
1940
MGP Ingredients
MGPI
$308M
| $15.8M | 0.01% |
986,414
+9,073
| +0.9% | +$142K |
|
1941
Lifetime Brands
LCUT
$193M
| $15.8M | 0.01% |
1,129,469
+15,299
| +1% | +$223K |
|
|
MNTA
1942
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $15.8M | 0.01% |
961,474
-89,024
| -8% | -$1.82M |
|
|
MRLN
1943
DELISTED
Marlin Business Services Corp
MRLN
| $15.7M | 0.01% |
1,022,494
+5,702
| +0.6% | +$87.3K |
|
1944
SiriusXM
SIRI
$9.35B
| $15.7M | 0.01% |
420,396
+1,805
| +0.4% | +$69.2K |
|
1945
Johnson Outdoors
JOUT
$464M
| $15.7M | 0.01% |
744,827
-1,154
| -0.2% | -$26.5K |
|
1946
Waterstone Financial
WSBF
$371M
| $15.7M | 0.01% |
1,165,433
+96,338
| +9% | +$1.26M |
|
|
BEAV
1947
DELISTED
B/E Aerospace Inc
BEAV
| $15.7M | 0.01% |
357,550
-85,107
| -19% | -$4.24M |
|
1948
RPC Inc
RES
$1.31B
| $15.7M | 0.01% |
1,772,868
+100,777
| +6% | +$1.15M |
|
|
LORL
1949
DELISTED
Loral Space and Communications, Inc.
LORL
| $15.7M | 0.01% |
332,972
-59,569
| -15% | -$3.51M |
|
|
BKMU
1950
DELISTED
Bank Mutual Corp
BKMU
| $15.6M | 0.01% |
2,037,427
+68,163
| +3% | +$498K |
|
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.