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 | |
|---|---|---|---|---|---|---|
|
CJES
2426
DELISTED
C&J ENERGY SVCS LTD
CJES
| $6.09M | ﹤0.01% |
1,728,217
-26,843
| -2% | -$196K |
|
|
AFOP
2427
DELISTED
Alliance Fiber Optic Prod Inc
AFOP
| $6.08M | ﹤0.01% |
355,828
+153,607
| +76% | +$2.89M |
|
|
KYO
2428
DELISTED
Kyocera Adr
KYO
| $6.07M | ﹤0.01% |
131,871
-8,060
| -6% | -$402K |
|
2429
RadNet
RDNT
$6.1B
| $6.06M | ﹤0.01% |
1,092,224
-134,186
| -11% | -$865K |
|
2430
iShares S&P India Nifty 50 Index Fund
INDY
$533M
| $6.05M | ﹤0.01% |
217,005
+1,756
| +0.8% | +$50.8K |
|
2431
Clean Energy Fuels
CLNE
$377M
| $6.03M | ﹤0.01% |
1,339,642
-500
| -0% | -$2.59K |
|
|
BBRG
2432
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $6.03M | ﹤0.01% |
534,842
-12,539
| -2% | -$159K |
|
|
BLUE
2433
DELISTED
bluebird bio
BLUE
| $6.02M | ﹤0.01% |
5,433
+1,948
| +56% | +$3.55M |
|
|
PFBI
2434
DELISTED
Premier Financial Bancorp
PFBI
| $6M | ﹤0.01% |
579,338
+929
| +0.2% | +$10.2K |
|
|
XHR
2435
Xenia Hotels & Resorts
XHR
$1.63B
| $5.98M | ﹤0.01% |
+342,252
| New | +$6.82M |
|
|
ICPT
2436
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $5.97M | ﹤0.01% |
36,032
+9,443
| +36% | +$2.08M |
|
|
HWCC
2437
DELISTED
Houston Wire & Cable Company
HWCC
| $5.97M | ﹤0.01% |
941,702
-7,500
| -0.8% | -$61.8K |
|
|
CDR
2438
DELISTED
Cedar Realty Trust, Inc
CDR
| $5.94M | ﹤0.01% |
144,967
+3,547
| +3% | +$153K |
|
2439
Universal Logistics Holdings
ULH
$477M
| $5.94M | ﹤0.01% |
381,264
+7,786
| +2% | +$157K |
|
|
TWTR
2440
DELISTED
Twitter, Inc.
TWTR
| $5.93M | ﹤0.01% |
220,236
+37,943
| +21% | +$1.14M |
|
2441
InterContinental Hotels
IHG
$22.4B
| $5.92M | ﹤0.01% |
129,533
+7,912
| +7% | +$405K |
|
2442
Coty
COTY
$2.18B
| $5.9M | ﹤0.01% |
218,203
+106,622
| +96% | +$3.03M |
|
2443
CGI
GIB
$14.7B
| $5.85M | ﹤0.01% |
161,558
+1,902
| +1% | +$71.3K |
|
|
NXH
2444
Neighborhood Intelligence Inc
NXH
$326M
| $5.83M | ﹤0.01% |
452,445
| – | – |
|
|
DOC
2445
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $5.83M | ﹤0.01% |
386,212
+234,138
| +154% | +$3.6M |
|
|
RENT
2446
DELISTED
RENTRAK CORP
RENT
| $5.8M | ﹤0.01% |
107,351
-926
| -0.9% | -$52K |
|
|
NSR
2447
DELISTED
Neustar Inc
NSR
| $5.79M | ﹤0.01% |
212,600
| – | – |
|
|
GFA
2448
DELISTED
Gafisa S.A.
GFA
| $5.78M | ﹤0.01% |
443,847
-11,217
| -2% | -$198K |
|
|
FAC
2449
DELISTED
First Acceptance Corp.
FAC
| $5.78M | ﹤0.01% |
2,139,979
+5,713
| +0.3% | +$16.9K |
|
|
CIVI
2450
DELISTED
Civitas Resources
CIVI
| $5.77M | ﹤0.01% |
12,705
-774
| -6% | -$720K |
|
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.