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 | |
|---|---|---|---|---|---|---|
2526
Acadia Pharmaceuticals
ACAD
$4.73B
| $4.92M | ﹤0.01% |
148,927
+6,797
| +5% | +$283K |
|
|
CMLS
2527
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $4.92M | ﹤0.01% |
873,278
-22,346
| -2% | -$253K |
|
2528
Cumberland Pharmaceuticals
CPIX
$110M
| $4.92M | ﹤0.01% |
851,964
-1,683
| -0.2% | -$10.5K |
|
2529
Harmony Gold Mining
HMY
$12.5B
| $4.9M | ﹤0.01% |
8,117,405
-127,515
| -2% | -$122K |
|
|
PGEM
2530
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $4.88M | ﹤0.01% |
416,668
+44,638
| +12% | +$599K |
|
2531
Baidu
BIDU
$30.8B
| $4.85M | ﹤0.01% |
+35,300
| New | +$5.82M |
|
2532
Weyerhaeuser
WY
$15.7B
| $4.85M | ﹤0.01% |
177,263
+1,370
| +0.8% | +$40.4K |
|
2533
Magnachip Semiconductor
MX
$104M
| $4.84M | ﹤0.01% |
734,034
-112,907
| -13% | -$934K |
|
|
BZC
2534
DELISTED
BREEZE-EASTERN CORPORATION COM
BZC
| $4.82M | ﹤0.01% |
344,804
+4,647
| +1% | +$61K |
|
|
CTG
2535
DELISTED
Computer Task Group, Inc.
CTG
| $4.79M | ﹤0.01% |
773,587
+51,758
| +7% | +$356K |
|
|
NTK
2536
DELISTED
NORTEK INC COM NEW (DE)
NTK
| $4.78M | ﹤0.01% |
75,577
+1,395
| +2% | +$109K |
|
|
POZN
2537
DELISTED
POZEN INC
POZN
| $4.78M | ﹤0.01% |
818,754
-6,600
| -0.8% | -$64.6K |
|
2538
eHealth
EHTH
$27.5M
| $4.77M | ﹤0.01% |
372,651
| – | – |
|
2539
Graham Corp
GHM
$989M
| $4.76M | ﹤0.01% |
269,924
+5,086
| +2% | +$92.2K |
|
|
NTLS
2540
DELISTED
NTELOS HLDGS CORP COM
NTLS
| $4.75M | ﹤0.01% |
526,548
+72,719
| +16% | +$549K |
|
|
ICA
2541
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
| $4.75M | ﹤0.01% |
2,843,573
-32,892
| -1% | -$73.3K |
|
|
PINC
2542
DELISTED
Premier
PINC
| $4.74M | ﹤0.01% |
137,819
-15,261
| -10% | -$550K |
|
2543
Restaurant Brands International
QSR
$25.9B
| $4.73M | ﹤0.01% |
131,801
+41,261
| +46% | +$1.64M |
|
2544
Terreno Realty
TRNO
$7.23B
| $4.73M | ﹤0.01% |
240,943
+43,983
| +22% | +$901K |
|
|
GBL
2545
DELISTED
GAMCO Investors, Inc.
GBL
| $4.73M | ﹤0.01% |
160,068
+3,090
| +2% | +$104K |
|
|
CRR
2546
DELISTED
Carbo Ceramics Inc.
CRR
| $4.7M | ﹤0.01% |
247,387
-1,400
| -0.6% | -$40.7K |
|
2547
Vera Bradley
VRA
$120M
| $4.69M | ﹤0.01% |
371,998
+50,533
| +16% | +$586K |
|
|
SPNE
2548
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
| $4.69M | ﹤0.01% |
+289,466
| New | +$4.73M |
|
|
NPTN
2549
DELISTED
NEOPHOTONICS CORP
NPTN
| $4.68M | ﹤0.01% |
687,086
+402,972
| +142% | +$3.12M |
|
2550
Dawson Geophysical
DWSN
$102M
| $4.68M | ﹤0.01% |
1,289,062
-37,845
| -3% | -$156K |
|
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.