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 | |
|---|---|---|---|---|---|---|
|
TEF
2251
DELISTED
Telefonica
TEF
| $9.35M | 0.01% |
1,029,383
+6,043
| +0.6% | +$64.3K |
|
|
VTLE
2252
DELISTED
Vital Energy
VTLE
| $9.35M | 0.01% |
49,571
-10,272
| -17% | -$2.03M |
|
|
SHYF
2253
DELISTED
The Shyft Group
SHYF
| $9.31M | 0.01% |
2,255,480
+13,704
| +0.6% | +$59.8K |
|
|
CSG
2254
DELISTED
CHAMBERS STR PPTYS COM
CSG
| $9.29M | 0.01% |
1,431,626
+490,691
| +52% | +$3.5M |
|
2255
Alkermes
ALKS
$7.84B
| $9.29M | 0.01% |
158,413
-26,941
| -15% | -$1.78M |
|
2256
Preferred Bank
PFBC
$1.25B
| $9.28M | 0.01% |
293,741
+14,380
| +5% | +$442K |
|
2257
Lennar Class B
LEN.B
$18.9B
| $9.28M | 0.01% |
251,364
-1,972
| -0.8% | -$79.1K |
|
2258
Weyco Group
WEYS
$425M
| $9.24M | 0.01% |
341,566
+5,336
| +2% | +$149K |
|
|
SJR
2259
DELISTED
Shaw Communications Inc.
SJR
| $9.22M | 0.01% |
475,195
+23,695
| +5% | +$482K |
|
|
GCAP
2260
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $9.19M | 0.01% |
1,262,051
+121,948
| +11% | +$950K |
|
|
DXYN
2261
DELISTED
Dixie Group Inc
DXYN
| $9.14M | 0.01% |
1,093,503
+3,861
| +0.4% | +$39.7K |
|
2262
Enova International
ENVA
$4.46B
| $9.14M | 0.01% |
894,104
-55,395
| -6% | -$798K |
|
|
CTO
2263
CTO Realty Growth
CTO
$765M
| $9.13M | 0.01% |
675,391
+13,295
| +2% | +$200K |
|
2264
Rocky Brands
RCKY
$326M
| $9.12M | 0.01% |
642,573
+1,414
| +0.2% | +$25.3K |
|
|
EXAC
2265
DELISTED
Exactech Inc
EXAC
| $9.1M | 0.01% |
522,161
+16,251
| +3% | +$313K |
|
2266
Titan Machinery
TITN
$565M
| $9.09M | 0.01% |
791,359
-64,755
| -8% | -$880K |
|
|
TESS
2267
DELISTED
Tessco Technologies Inc
TESS
| $9.09M | 0.01% |
431,792
+6,706
| +2% | +$150K |
|
2268
Sprouts Farmers Market
SFM
$6.49B
| $9.08M | 0.01% |
430,458
+1,749
| +0.4% | +$40.2K |
|
|
IMS
2269
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
| $9.07M | 0.01% |
311,833
+61,648
| +25% | +$1.89M |
|
|
NBBC
2270
DELISTED
NEWBRIDGE BANCORP CLASS A COM STK (NC)
NBBC
| $9.02M | 0.01% |
1,057,838
+30,103
| +3% | +$255K |
|
2271
Casella Waste Systems
CWST
$5.65B
| $8.99M | 0.01% |
1,550,517
+30,538
| +2% | +$187K |
|
2272
World Acceptance Corp
WRLD
$861M
| $8.99M | 0.01% |
334,992
-1,746
| -0.5% | -$74.3K |
|
|
KMG
2273
DELISTED
KMG Chemicals Inc
KMG
| $8.98M | 0.01% |
465,502
+50,394
| +12% | +$1.1M |
|
|
ZEUS
2274
DELISTED
Olympic Steel
ZEUS
| $8.95M | 0.01% |
899,549
-10,548
| -1% | -$133K |
|
|
HDNG
2275
DELISTED
Hardinge Inc
HDNG
| $8.88M | 0.01% |
966,986
-1,210
| -0.1% | -$11.5K |
|
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.