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 | |
|---|---|---|---|---|---|---|
|
ABAX
1951
DELISTED
Abaxis Inc
ABAX
| $15.6M | 0.01% |
354,099
+7,611
| +2% | +$374K |
|
|
USAK
1952
DELISTED
USA Truck Inc
USAK
| $15.6M | 0.01% |
902,609
-1,830
| -0.2% | -$36.5K |
|
|
MCHB
1953
Mechanics Bancorp
MCHB
$3.42B
| $15.5M | 0.01% |
671,430
+158,535
| +31% | +$3.58M |
|
|
MDVN
1954
DELISTED
MEDIVATION, INC.
MDVN
| $15.5M | 0.01% |
364,248
+20,818
| +6% | +$1.03M |
|
|
AMAG
1955
DELISTED
AMAG Pharmaceuticals
AMAG
| $15.5M | 0.01% |
389,381
-1,842
| -0.5% | -$114K |
|
1956
Insteel Industries
IIIN
$582M
| $15.4M | 0.01% |
960,749
+11,741
| +1% | +$202K |
|
1957
BioMarin Pharmaceuticals
BMRN
$12.6B
| $15.4M | 0.01% |
146,397
-852
| -0.6% | -$114K |
|
|
TRNX
1958
DELISTED
TORNIER N V SHARES (NLD)
TRNX
| $15.3M | 0.01% |
750,540
-195
| -0% | -$4.69K |
|
1959
National Fuel Gas
NFG
$7.59B
| $15.2M | 0.01% |
304,947
+31,664
| +12% | +$1.71M |
|
1960
ResMed
RMD
$33B
| $15.2M | 0.01% |
298,882
+8,141
| +3% | +$438K |
|
|
STR
1961
DELISTED
QUESTAR CORP
STR
| $15.2M | 0.01% |
784,731
+2,557
| +0.3% | +$52.2K |
|
|
GOV
1962
DELISTED
Government Properties Income Trust
GOV
| $15.2M | 0.01% |
950,355
+34,431
| +4% | +$583K |
|
|
LION
1963
DELISTED
Fidelity Southern Corporation
LION
| $15.2M | 0.01% |
719,208
+160,081
| +29% | +$3.09M |
|
|
RPT
1964
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $15.2M | 0.01% |
1,011,515
+28,649
| +3% | +$464K |
|
1965
Unitil
UTL
$969M
| $15.2M | 0.01% |
411,401
+12,821
| +3% | +$453K |
|
|
NATI
1966
DELISTED
National Instruments Corp
NATI
| $15.1M | 0.01% |
544,357
+65,331
| +14% | +$1.86M |
|
|
LMNX
1967
DELISTED
Luminex Corp
LMNX
| $15.1M | 0.01% |
891,513
+231,795
| +35% | +$4.19M |
|
1968
Park-Ohio Holdings
PKOH
$669M
| $15M | 0.01% |
520,644
+2,279
| +0.4% | +$91.4K |
|
1969
Jazz Pharmaceuticals
JAZZ
$15.8B
| $15M | 0.01% |
112,953
+14,952
| +15% | +$2.57M |
|
|
TBRG
1970
DELISTED
TruBridge
TBRG
| $15M | 0.01% |
355,881
+3,881
| +1% | +$187K |
|
1971
Gartner
IT
$11.9B
| $15M | 0.01% |
178,617
-12,033
| -6% | -$1.05M |
|
|
BEAT
1972
DELISTED
BioTelemetry, Inc.
BEAT
| $14.9M | 0.01% |
1,218,529
-20,192
| -2% | -$257K |
|
|
SCNB
1973
DELISTED
Suffolk Bancorp
SCNB
| $14.9M | 0.01% |
545,595
+8,628
| +2% | +$237K |
|
1974
Enviri
NVRI
$579M
| $14.9M | 0.01% |
1,641,032
+83,866
| +5% | +$1.06M |
|
|
ULTI
1975
DELISTED
Ultimate Software Group Inc
ULTI
| $14.9M | 0.01% |
83,037
+2,905
| +4% | +$519K |
|
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.