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 | |
|---|---|---|---|---|---|---|
2126
ArcelorMittal
MT
$56.6B
| $11.7M | 0.01% |
996,872
-17,996
| -2% | -$334K |
|
|
TUP
2127
DELISTED
Tupperware Brands Corporation
TUP
| $11.7M | 0.01% |
237,137
+47,295
| +25% | +$2.65M |
|
|
VOLT
2128
DELISTED
Volt Information Sciences, Inc.
VOLT
| $11.7M | 0.01% |
1,285,064
-29,066
| -2% | -$273K |
|
|
CHA
2129
DELISTED
China Telecom Corporation, LTD
CHA
| $11.7M | 0.01% |
240,450
-17,656
| -7% | -$951K |
|
2130
FMC
FMC
$1.28B
| $11.6M | 0.01% |
396,075
-2,763
| -0.7% | -$107K |
|
|
CSR
2131
Centerspace
CSR
$955M
| $11.6M | 0.01% |
150,290
+20,785
| +16% | +$1.49M |
|
2132
MDU Resources
MDU
$3.94B
| $11.5M | 0.01% |
1,761,200
+590,662
| +50% | +$4.02M |
|
|
WMGI
2133
DELISTED
Wright Medical Group Inc
WMGI
| $11.5M | 0.01% |
547,272
-32,583
| -6% | -$813K |
|
2134
Toronto Dominion Bank
TD
$200B
| $11.5M | 0.01% |
291,056
+38,714
| +15% | +$1.54M |
|
|
ARC
2135
DELISTED
ARC Document Solutions, Inc.
ARC
| $11.4M | 0.01% |
1,920,892
+2,003
| +0.1% | +$13.5K |
|
|
STRP
2136
DELISTED
Straight Path Communications Inc.
STRP
| $11.4M | 0.01% |
282,608
| – | – |
|
|
PES
2137
DELISTED
Pioneer Energy Services Corp.
PES
| $11.4M | 0.01% |
5,432,236
-10,182
| -0.2% | -$34.6K |
|
2138
lululemon athletica
LULU
$11B
| $11.3M | 0.01% |
223,964
+14,824
| +7% | +$904K |
|
|
GMCR
2139
DELISTED
KEURIG GREEN MTN INC
GMCR
| $11.3M | 0.01% |
217,222
+2,947
| +1% | +$181K |
|
2140
CRA International
CRAI
$1.04B
| $11.3M | 0.01% |
524,580
| – | – |
|
2141
Camden National
CAC
$971M
| $11.3M | 0.01% |
419,757
+3,264
| +0.8% | +$87K |
|
|
WIFI
2142
DELISTED
Boingo Wireless, Inc.
WIFI
| $11.3M | 0.01% |
1,365,226
+187,967
| +16% | +$1.61M |
|
|
RNWK
2143
DELISTED
RealNetworks Inc
RNWK
| $11.3M | 0.01% |
2,762,531
-46,775
| -2% | -$212K |
|
|
IBA
2144
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $11.3M | 0.01% |
184,792
+10,133
| +6% | +$583K |
|
2145
Tronox
TROX
$682M
| $11.3M | 0.01% |
2,582,365
-27,893
| -1% | -$259K |
|
|
OB
2146
DELISTED
Onebeacon Insurance Group Ltd
OB
| $11.3M | 0.01% |
803,106
+19,947
| +3% | +$291K |
|
|
SHLO
2147
DELISTED
Shiloh Industries Inc
SHLO
| $11.2M | 0.01% |
1,387,352
+28,126
| +2% | +$311K |
|
|
SRDX
2148
DELISTED
Surmodics
SRDX
| $11.2M | 0.01% |
513,164
+10,944
| +2% | +$257K |
|
|
ITIC
2149
Investors Title Co
ITIC
$559M
| $11.2M | 0.01% |
154,408
| – | – |
|
|
JMG
2150
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
| $11.2M | 0.01% |
1,491,306
-43,874
| -3% | -$325K |
|
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.