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 | |
|---|---|---|---|---|---|---|
|
ESIO
2201
DELISTED
Electro Scientific Industries
ESIO
| $10.1M | 0.01% |
2,180,623
-79,833
| -4% | -$371K |
|
|
TLMR
2202
DELISTED
TALMER BANCORP INC (MI)
TLMR
| $10.1M | 0.01% |
606,977
+378,875
| +166% | +$6.28M |
|
|
TMX
2203
DELISTED
Terminix Global Holdings, Inc.
TMX
| $10.1M | 0.01% |
+449,039
| New | +$10.7M |
|
|
ENOC
2204
DELISTED
EnerNOC, Inc.
ENOC
| $10.1M | 0.01% |
1,277,108
+35,868
| +3% | +$312K |
|
2205
Capital City Bank Group
CCBG
$859M
| $10.1M | 0.01% |
675,810
-318
| -0% | -$4.81K |
|
2206
Middlesex Water
MSEX
$1.06B
| $10.1M | 0.01% |
422,481
+9,676
| +2% | +$222K |
|
|
ZVO
2207
DELISTED
Zovio Inc. Common Stock
ZVO
| $10.1M | 0.01% |
1,321,004
+86,184
| +7% | +$737K |
|
2208
Pathward Financial
CASH
$1.61B
| $10.1M | 0.01% |
722,808
+81,054
| +13% | +$1.24M |
|
|
WBK
2209
DELISTED
Westpac Banking Corporation
WBK
| $10.1M | 0.01% |
477,371
+523
| +0.1% | +$12.2K |
|
|
REXI
2210
DELISTED
RESOURCE AMERICA INC CL-A
REXI
| $10M | 0.01% |
1,503,179
+2,785
| +0.2% | +$21.2K |
|
2211
Global Industrial
GIC
$1.54B
| $9.99M | 0.01% |
1,333,978
-9,977
| -0.7% | -$81.9K |
|
|
CDK
2212
DELISTED
CDK Global, Inc.
CDK
| $9.98M | 0.01% |
208,929
+28,333
| +16% | +$1.44M |
|
2213
Onto Innovation
ONTO
$12.3B
| $9.98M | 0.01% |
822,167
+570
| +0.1% | +$8.07K |
|
|
TFM
2214
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $9.97M | 0.01% |
441,171
| – | – |
|
2215
Fortinet
FTNT
$127B
| $9.95M | 0.01% |
1,171,220
+11,720
| +1% | +$104K |
|
2216
Alico
ALCO
$287M
| $9.92M | 0.01% |
244,344
+9,908
| +4% | +$431K |
|
2217
FRP Holdings
FRPH
$408M
| $9.91M | 0.01% |
657,330
-770
| -0.1% | -$11.8K |
|
2218
Alnylam Pharmaceuticals
ALNY
$32.9B
| $9.75M | 0.01% |
121,316
-5,929
| -5% | -$659K |
|
|
KSPN
2219
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
| $9.73M | 0.01% |
129,079
| – | – |
|
2220
Arrow Financial
AROW
$706M
| $9.71M | 0.01% |
460,876
+5,223
| +1% | +$111K |
|
2221
NWPX Infrastructure Inc
NWPX
$993M
| $9.71M | 0.01% |
743,454
-16,923
| -2% | -$282K |
|
2222
LeMaitre Vascular
LMAT
$1.82B
| $9.71M | 0.01% |
796,190
+43,045
| +6% | +$552K |
|
|
PLNR
2223
DELISTED
PLANAR SYSTEMS INC
PLNR
| $9.68M | 0.01% |
1,669,514
-12,554
| -0.7% | -$63.1K |
|
2224
RELX
RELX
$59.8B
| $9.66M | 0.01% |
555,621
+8,317
| +2% | +$139K |
|
|
LIOX
2225
DELISTED
Lionbridge Technologies
LIOX
| $9.66M | 0.01% |
1,955,803
+128,923
| +7% | +$719K |
|
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.