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 | |
|---|---|---|---|---|---|---|
|
PPBI
2076
DELISTED
Pacific Premier Bancorp
PPBI
| $12.7M | 0.01% |
625,683
+56,164
| +10% | +$1.07M |
|
|
GSH
2077
DELISTED
Guangshen Railway Co. Ltd
GSH
| $12.7M | 0.01% |
635,863
-30,861
| -5% | -$698K |
|
|
ISLE
2078
DELISTED
Isle of Capri Casinos Inc
ISLE
| $12.7M | 0.01% |
727,970
-383,976
| -35% | -$7.11M |
|
2079
National Presto Industries
NPK
$1.09B
| $12.7M | 0.01% |
150,626
| – | – |
|
2080
Bio-Techne
TECH
$11.4B
| $12.7M | 0.01% |
549,076
+18,392
| +3% | +$461K |
|
2081
Hawkins
HWKN
$2.54B
| $12.7M | 0.01% |
658,224
+26,502
| +4% | +$501K |
|
|
GLF
2082
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $12.6M | 0.01% |
2,068,252
-104,025
| -5% | -$886K |
|
2083
Banco de Chile
BCH
$20.9B
| $12.6M | 0.01% |
647,924
-17,907
| -3% | -$349K |
|
|
FSP
2084
Franklin Street Properties
FSP
$32.8M
| $12.6M | 0.01% |
1,175,368
+26,000
| +2% | +$290K |
|
|
UTIW
2085
DELISTED
UTI WORLDWIDE INC
UTIW
| $12.6M | 0.01% |
2,751,436
+39,119
| +1% | +$291K |
|
2086
iShares MSCI India ETF
INDA
$6.51B
| $12.6M | 0.01% |
440,590
+214,590
| +95% | +$6.3M |
|
|
ATML
2087
DELISTED
ATMEL CORP
ATML
| $12.6M | 0.01% |
1,558,138
-3,152
| -0.2% | -$26.1K |
|
2088
Trimble
TRMB
$13.4B
| $12.6M | 0.01% |
764,813
+290,268
| +61% | +$5.86M |
|
|
IHC
2089
DELISTED
Independence Holding Company
IHC
| $12.4M | 0.01% |
960,046
-936
| -0.1% | -$12K |
|
|
FNBC
2090
DELISTED
First NBC Bank Holding Company
FNBC
| $12.4M | 0.01% |
354,486
+127,676
| +56% | +$4.61M |
|
|
PIR
2091
DELISTED
Pier 1 Imports, Inc.
PIR
| $12.4M | 0.01% |
89,965
-230
| -0.3% | -$50.2K |
|
|
AUD
2092
DELISTED
Audacy, Inc.
AUD
| $12.4M | 0.01% |
1,221,661
+26,576
| +2% | +$281K |
|
|
UNTD
2093
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $12.4M | 0.01% |
1,240,825
+17,098
| +1% | +$216K |
|
2094
CEVA Inc
CEVA
$840M
| $12.4M | 0.01% |
668,121
+32,713
| +5% | +$603K |
|
2095
Palo Alto Networks
PANW
$307B
| $12.4M | 0.01% |
432,708
+19,932
| +5% | +$588K |
|
|
CCF
2096
DELISTED
Chase Corporation
CCF
| $12.4M | 0.01% |
314,710
-925
| -0.3% | -$36.1K |
|
|
FLOW
2097
DELISTED
SPX FLOW, Inc.
FLOW
| $12.4M | 0.01% |
+359,371
| New | +$12.2M |
|
2098
Bruker
BRKR
$9.61B
| $12.3M | 0.01% |
748,530
+128,741
| +21% | +$2.5M |
|
|
CDI
2099
DELISTED
CDI Corp.
CDI
| $12.3M | 0.01% |
1,438,066
-3,685
| -0.3% | -$39.2K |
|
|
DLA
2100
DELISTED
Delta Apparel Inc.
DLA
| $12.3M | 0.01% |
697,182
| – | – |
|
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.