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 | |
|---|---|---|---|---|---|---|
|
MFSF
2276
DELISTED
MutualFirst Financial Inc
MFSF
| $8.87M | 0.01% |
374,869
| – | – |
|
2277
Universal Display
OLED
$3.55B
| $8.85M | 0.01% |
261,050
+153,904
| +144% | +$6.43M |
|
2278
Key Tronic
KTCC
$25.8M
| $8.84M | 0.01% |
882,322
+2,778
| +0.3% | +$28.4K |
|
2279
United States Lime & Minerals
USLM
$3.28B
| $8.84M | 0.01% |
968,355
-1,580
| -0.2% | -$16.9K |
|
|
ASEI
2280
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
| $8.83M | 0.01% |
248,338
+11,522
| +5% | +$468K |
|
|
WIN
2281
DELISTED
Windstream Holdings Inc
WIN
| $8.77M | 0.01% |
285,807
-24,291
| -8% | -$758K |
|
|
CLMS
2282
DELISTED
Calamos Asset Management, Inc.
CLMS
| $8.75M | 0.01% |
922,576
-477
| -0.1% | -$5.3K |
|
|
LNW
2283
DELISTED
Light & Wonder
LNW
| $8.73M | 0.01% |
835,330
-8,394
| -1% | -$110K |
|
|
POT
2284
DELISTED
Potash Corp Of Saskatchewan
POT
| $8.71M | 0.01% |
424,000
+179,304
| +73% | +$4.7M |
|
2285
PDF Solutions
PDFS
$1.85B
| $8.7M | 0.01% |
869,815
+14,253
| +2% | +$179K |
|
|
SNBC
2286
DELISTED
Sun Bancorp Inc
SNBC
| $8.65M | 0.01% |
451,000
-7,226
| -2% | -$144K |
|
|
QTS
2287
DELISTED
QTS REALTY TRUST, INC.
QTS
| $8.64M | 0.01% |
197,764
+130,922
| +196% | +$5.34M |
|
|
BFS
2288
Saul Centers
BFS
$749M
| $8.63M | 0.01% |
166,751
+533
| +0.3% | +$27.2K |
|
|
PHX
2289
DELISTED
PHX Minerals
PHX
| $8.63M | 0.01% |
533,726
+39,571
| +8% | +$702K |
|
|
PCBK
2290
DELISTED
Pacific Continental Corp
PCBK
| $8.61M | 0.01% |
646,883
+11,113
| +2% | +$147K |
|
2291
Omega Flex
OFLX
$261M
| $8.61M | 0.01% |
257,686
| – | – |
|
|
SLI
2292
DELISTED
S L INDUSTRIES INC (DELAWARE)
SLI
| $8.61M | 0.01% |
253,159
| – | – |
|
|
MCF
2293
DELISTED
Contango Oil & Gas Co.
MCF
| $8.57M | 0.01% |
1,128,117
-23,868
| -2% | -$221K |
|
|
KATE
2294
DELISTED
Kate Spade & Company
KATE
| $8.51M | 0.01% |
445,418
-6,146
| -1% | -$123K |
|
2295
Wheaton Precious Metals
WPM
$69.1B
| $8.51M | 0.01% |
708,532
+461,780
| +187% | +$6.03M |
|
|
WCIC
2296
DELISTED
WCI Communities, Inc.
WCIC
| $8.48M | 0.01% |
374,938
+322,360
| +613% | +$7.75M |
|
2297
PetMed Express
PETS
$35.1M
| $8.44M | 0.01% |
524,463
| – | – |
|
2298
Hyatt Hotels
H
$14.6B
| $8.44M | 0.01% |
179,270
-2,916
| -2% | -$156K |
|
2299
Smith & Nephew
SNN
$11.6B
| $8.38M | 0.01% |
239,565
+17,405
| +8% | +$621K |
|
2300
RCI Hospitality Holdings
RICK
$218M
| $8.37M | 0.01% |
803,131
+18,661
| +2% | +$208K |
|
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.