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 | |
|---|---|---|---|---|---|---|
2101
Autodesk
ADSK
$45.7B
| $12.3M | 0.01% |
278,201
+8,283
| +3% | +$416K |
|
2102
Vishay Precision Group
VPG
$827M
| $12.3M | 0.01% |
1,059,213
-10,199
| -1% | -$130K |
|
|
XCRA
2103
DELISTED
Xcerra Corporation
XCRA
| $12.3M | 0.01% |
1,951,107
+36,919
| +2% | +$236K |
|
2104
LSI Industries
LYTS
$756M
| $12.3M | 0.01% |
1,451,562
+126,382
| +10% | +$1.19M |
|
|
GRUB
2105
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $12.2M | 0.01% |
250,953
+65,367
| +35% | +$3.81M |
|
2106
Northrim BanCorp
NRIM
$567M
| $12.1M | 0.01% |
1,676,808
+40,656
| +2% | +$271K |
|
2107
Core Molding Technologies
CMT
$209M
| $12.1M | 0.01% |
653,820
+26,170
| +4% | +$519K |
|
2108
Willis Lease Finance
WLFC
$1.16B
| $12M | 0.01% |
2,222,502
| – | – |
|
|
RATE
2109
DELISTED
Bankrate Inc
RATE
| $12M | 0.01% |
1,163,066
-3,464
| -0.3% | -$34.7K |
|
2110
Seneca Foods Class A
SENEA
$1.24B
| $12M | 0.01% |
456,474
+17,337
| +4% | +$499K |
|
|
FCH
2111
DELISTED
Felcor Lodging Trust
FCH
| $12M | 0.01% |
1,699,707
+99,259
| +6% | +$881K |
|
2112
West Bancorporation
WTBA
$504M
| $12M | 0.01% |
640,641
+1,471
| +0.2% | +$28.2K |
|
|
SGY
2113
DELISTED
Stone Energy
SGY
| $12M | 0.01% |
42,596
-10,226
| -19% | -$3.9M |
|
2114
Mesa Laboratories
MLAB
$711M
| $11.9M | 0.01% |
106,838
+293
| +0.3% | +$31K |
|
2115
German American Bancorp
GABC
$1.85B
| $11.9M | 0.01% |
609,018
+9,433
| +2% | +$184K |
|
|
CBPX
2116
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $11.9M | 0.01% |
578,409
+281,253
| +95% | +$5.9M |
|
|
TGH
2117
DELISTED
Textainer Group Holdings limited
TGH
| $11.9M | 0.01% |
720,425
-6,141
| -0.8% | -$122K |
|
|
NILE
2118
DELISTED
Blue Nile, Inc.
NILE
| $11.9M | 0.01% |
353,920
+37,712
| +12% | +$1.23M |
|
2119
Western New England Bancorp
WNEB
$277M
| $11.8M | 0.01% |
1,546,852
-9,865
| -0.6% | -$73.6K |
|
|
PE
2120
DELISTED
PARSLEY ENERGY INC
PE
| $11.8M | 0.01% |
+784,908
| New | +$12.2M |
|
|
FFNW
2121
DELISTED
First Financial Northwest, Inc
FFNW
| $11.8M | 0.01% |
977,826
+2,837
| +0.3% | +$35.1K |
|
2122
ENI
E
$79.6B
| $11.8M | 0.01% |
376,370
-6,178
| -2% | -$207K |
|
|
BAS
2123
DELISTED
Basis Energy Services, Inc.
BAS
| $11.8M | 0.01% |
6,256
-86
| -1% | -$261K |
|
|
FSL
2124
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $11.8M | 0.01% |
321,860
+636
| +0.2% | +$23.8K |
|
|
LUB
2125
DELISTED
Luby's Inc.
LUB
| $11.8M | 0.01% |
2,365,135
-4,500
| -0.2% | -$22.2K |
|
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.