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 | |
|---|---|---|---|---|---|---|
|
FPO
2301
DELISTED
First Potomac Realty Trust
FPO
| $8.37M | 0.01% |
760,682
+21,235
| +3% | +$233K |
|
|
CACB
2302
DELISTED
Cascade Bancorp
CACB
| $8.36M | 0.01% |
1,546,074
+57,480
| +4% | +$307K |
|
2303
Peapack-Gladstone Financial
PGC
$805M
| $8.36M | 0.01% |
395,000
+16,399
| +4% | +$353K |
|
|
STRS
2304
DELISTED
STRATUS PPTYS INC
STRS
| $8.35M | 0.01% |
538,721
| – | – |
|
2305
Banc of California
BANC
$2.93B
| $8.31M | 0.01% |
677,368
+183,337
| +37% | +$2.34M |
|
|
BREW
2306
DELISTED
Craft Brew Alliance, Inc.
BREW
| $8.31M | 0.01% |
1,042,970
+7,706
| +0.7% | +$69.5K |
|
|
INWK
2307
DELISTED
InnerWorkings, Inc.
INWK
| $8.31M | 0.01% |
1,329,758
+156,374
| +13% | +$1.1M |
|
|
FRM
2308
DELISTED
FURMANITE CORPORATION COM
FRM
| $8.31M | 0.01% |
1,366,682
| – | – |
|
|
VWTR
2309
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $8.28M | 0.01% |
855,749
-18,458
| -2% | -$231K |
|
2310
ASE Group
ASX
$104B
| $8.27M | 0.01% |
1,509,263
-114,069
| -7% | -$627K |
|
2311
Coeur Mining
CDE
$20.5B
| $8.26M | 0.01% |
2,930,573
-23,093
| -0.8% | -$83.9K |
|
|
SKUL
2312
DELISTED
SKULLCANDY INC
SKUL
| $8.25M | 0.01% |
1,492,320
+17,273
| +1% | +$122K |
|
|
NGHC
2313
DELISTED
National General Holdings Corp
NGHC
| $8.24M | 0.01% |
427,369
+313,022
| +274% | +$6.43M |
|
2314
Oil-Dri
ODC
$1.27B
| $8.24M | 0.01% |
719,852
| – | – |
|
2315
Utah Medical Products
UTMD
$236M
| $8.23M | 0.01% |
152,807
+395
| +0.3% | +$21.5K |
|
2316
KT
KT
$9.28B
| $8.23M | 0.01% |
630,992
+35,100
| +6% | +$441K |
|
2317
Shutterstock
SSTK
$181M
| $8.22M | 0.01% |
271,969
-6,968
| -2% | -$280K |
|
2318
Seacoast Banking Corp of Florida
SBCF
$3.26B
| $8.16M | 0.01% |
555,947
+150,980
| +37% | +$2.32M |
|
2319
Metallus
MTUS
$804M
| $8.16M | 0.01% |
806,260
+22,944
| +3% | +$415K |
|
|
AHT
2320
Ashford Hospitality Trust
AHT
$18.6M
| $8.14M | 0.01% |
1,351
+66
| +5% | +$526K |
|
2321
AMC Entertainment Holdings
AMC
$2.42B
| $8.14M | 0.01% |
32,316
+11,198
| +53% | +$3.28M |
|
2322
Monarch Casino & Resort
MCRI
$2.2B
| $8.09M | 0.01% |
450,380
-32,031
| -7% | -$603K |
|
|
TBNK
2323
DELISTED
Territorial Bancorp Inc.
TBNK
| $7.98M | 0.01% |
306,310
+19,786
| +7% | +$506K |
|
2324
ServiceNow
NOW
$143B
| $7.95M | 0.01% |
572,040
+63,655
| +13% | +$951K |
|
|
DNR
2325
DELISTED
Denbury Resources, Inc.
DNR
| $7.93M | 0.01% |
3,249,815
-282,160
| -8% | -$1.09M |
|
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.