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 | |
|---|---|---|---|---|---|---|
2476
Napco Security Technologies
NSSC
$1.27B
| $5.45M | ﹤0.01% |
1,800,164
-800
| -0% | -$2.32K |
|
|
FFKT
2477
DELISTED
Farmers Capital Bank Corp
FFKT
| $5.45M | ﹤0.01% |
219,113
+17,386
| +9% | +$462K |
|
|
HZN
2478
DELISTED
Horizon Global Corporation
HZN
| $5.44M | ﹤0.01% |
+617,083
| New | +$6.9M |
|
|
GTY
2479
Getty Realty Corp
GTY
$1.87B
| $5.43M | ﹤0.01% |
348,191
+38,792
| +13% | +$622K |
|
2480
Horizon Bancorp
HBNC
$1.01B
| $5.43M | ﹤0.01% |
514,424
+109,257
| +27% | +$1.19M |
|
|
YELL
2481
DELISTED
Yellow Corporation Common Stock
YELL
| $5.43M | ﹤0.01% |
409,447
+142,896
| +54% | +$2.24M |
|
|
ANCX
2482
DELISTED
Access National Corp
ANCX
| $5.43M | ﹤0.01% |
266,535
-15,762
| -6% | -$314K |
|
|
CTLT
2483
DELISTED
CATALENT, INC.
CTLT
| $5.43M | ﹤0.01% |
+223,263
| New | +$6.78M |
|
2484
Eastern Company
EML
$147M
| $5.42M | ﹤0.01% |
334,833
| – | – |
|
|
HZNP
2485
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $5.41M | ﹤0.01% |
273,413
+80,630
| +42% | +$2.55M |
|
2486
Marchex
MCHX
$59M
| $5.41M | ﹤0.01% |
1,341,289
+107,353
| +9% | +$456K |
|
|
CAVM
2487
DELISTED
Cavium, Inc.
CAVM
| $5.4M | ﹤0.01% |
88,108
+2,590
| +3% | +$173K |
|
2488
Riverview Bancorp
RVSB
$114M
| $5.4M | ﹤0.01% |
1,136,560
-1,900
| -0.2% | -$8.23K |
|
|
CLDT
2489
Chatham Lodging
CLDT
$606M
| $5.39M | ﹤0.01% |
250,951
+105,999
| +73% | +$2.63M |
|
2490
Bar Harbor Bankshares
BHB
$682M
| $5.37M | ﹤0.01% |
251,846
| – | – |
|
|
PRCP
2491
DELISTED
Perceptron Inc
PRCP
| $5.37M | ﹤0.01% |
707,161
+3,064
| +0.4% | +$30.1K |
|
2492
CareTrust REIT
CTRE
$9.06B
| $5.36M | ﹤0.01% |
471,845
-48,204
| -9% | -$584K |
|
2493
Smith & Wesson
SWBI
$600M
| $5.35M | ﹤0.01% |
412,789
+165,850
| +67% | +$2.16M |
|
|
CPHD
2494
DELISTED
Cepheid Inc
CPHD
| $5.31M | ﹤0.01% |
117,578
+3,288
| +3% | +$175K |
|
|
MSON
2495
DELISTED
Misonix Inc
MSON
| $5.3M | ﹤0.01% |
483,015
-11,671
| -2% | -$116K |
|
2496
Aware
AWRE
$26M
| $5.29M | ﹤0.01% |
1,577,794
| – | – |
|
|
SPLK
2497
DELISTED
Splunk Inc
SPLK
| $5.28M | ﹤0.01% |
95,364
+18,511
| +24% | +$1.21M |
|
2498
AmeriServ Financial
ASRV
$79.1M
| $5.27M | ﹤0.01% |
1,625,567
-1,100
| -0.1% | -$3.62K |
|
|
SUNE
2499
SUNation Energy
SUNE
$18.5M
| $5.27M | ﹤0.01% |
1
| – | – |
|
2500
Workday
WDAY
$47.7B
| $5.27M | ﹤0.01% |
76,430
+8,810
| +13% | +$681K |
|
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.