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 | |
|---|---|---|---|---|---|---|
|
ARMH
2226
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $9.65M | 0.01% |
223,214
+4,658
| +2% | +$208K |
|
|
STBZ
2227
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $9.61M | 0.01% |
464,882
+127,921
| +38% | +$2.64M |
|
|
GSIG
2228
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
| $9.61M | 0.01% |
754,710
-18,872
| -2% | -$255K |
|
|
DFRG
2229
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $9.6M | 0.01% |
691,017
+16,513
| +2% | +$251K |
|
2230
KVH Industries
KVHI
$130M
| $9.6M | 0.01% |
959,724
+10,954
| +1% | +$125K |
|
|
P
2231
DELISTED
Pandora Media Inc
P
| $9.59M | 0.01% |
449,498
+89,586
| +25% | +$1.57M |
|
|
IRC
2232
DELISTED
INLAND REAL ESTATE CORP
IRC
| $9.57M | 0.01% |
1,181,353
+35,915
| +3% | +$327K |
|
2233
BlackBerry
BB
$4.65B
| $9.56M | 0.01% |
1,559,650
+506,754
| +48% | +$3.78M |
|
2234
Preformed Line Products
PLPC
$2.02B
| $9.56M | 0.01% |
257,277
-71
| -0% | -$2.46K |
|
2235
Perdoceo Education
PRDO
$2.05B
| $9.52M | 0.01% |
2,531,454
-143,808
| -5% | -$524K |
|
2236
Reading International Class A
RDI
$46.5M
| $9.51M | 0.01% |
750,357
+16,440
| +2% | +$212K |
|
2237
Energizer
ENR
$1.49B
| $9.51M | 0.01% |
+245,464
| New | +$9.83M |
|
2238
Crown Castle
CCI
$31.4B
| $9.5M | 0.01% |
120,435
+48
| +0% | +$3.9K |
|
|
AVHI
2239
DELISTED
A V Homes, Inc.
AVHI
| $9.47M | 0.01% |
700,393
-15,952
| -2% | -$224K |
|
2240
Teekay Tankers
TNK
$3.5B
| $9.47M | 0.01% |
171,494
+87,598
| +104% | +$4.73M |
|
|
PULB
2241
DELISTED
PULASKI FINANCIAL CORP
PULB
| $9.45M | 0.01% |
697,707
| – | – |
|
2242
Mistras Group
MG
$632M
| $9.45M | 0.01% |
735,548
+26,081
| +4% | +$416K |
|
2243
Strategy Inc
MSTR
$52.5B
| $9.45M | 0.01% |
480,930
+442,130
| +1,140% | +$8.76M |
|
|
PCTI
2244
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $9.43M | 0.01% |
1,568,309
-13,707
| -0.9% | -$86.4K |
|
2245
MaxLinear
MXL
$6.8B
| $9.4M | 0.01% |
755,962
-55,620
| -7% | -$613K |
|
2246
Guidewire Software
GWRE
$11.9B
| $9.4M | 0.01% |
178,722
+4,243
| +2% | +$235K |
|
2247
ASML
ASML
$626B
| $9.37M | 0.01% |
106,534
+1,217
| +1% | +$115K |
|
|
LMOS
2248
DELISTED
Lumos Networks Corp
LMOS
| $9.36M | 0.01% |
769,855
+15,073
| +2% | +$197K |
|
|
TNAV
2249
DELISTED
Telenav Inc.
TNAV
| $9.36M | 0.01% |
1,198,276
+105,140
| +10% | +$764K |
|
|
IPHI
2250
DELISTED
INPHI CORPORATION
IPHI
| $9.36M | 0.01% |
389,208
-1,200
| -0.3% | -$27.5K |
|
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.