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 | |
|---|---|---|---|---|---|---|
|
RENX
2576
DELISTED
RELX N.V.
RENX
| $4.23M | ﹤0.01% |
256,928
+76
| +0% | +$1.21K |
|
|
HGG
2577
DELISTED
hhgregg Inc.
HGG
| $4.21M | ﹤0.01% |
864,260
-64,806
| -7% | -$283K |
|
2578
Crawford & Co Class A
CRD.A
$594M
| $4.2M | ﹤0.01% |
752,110
+7,742
| +1% | +$50.7K |
|
2579
Ionis Pharmaceuticals
IONS
$7.82B
| $4.2M | ﹤0.01% |
103,922
-8,883
| -8% | -$460K |
|
2580
OneSpan
OSPN
$660M
| $4.19M | ﹤0.01% |
246,048
| – | – |
|
2581
NetEase
NTES
$74.8B
| $4.18M | ﹤0.01% |
+174,000
| New | +$4.48M |
|
|
CNBKA
2582
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $4.17M | ﹤0.01% |
102,347
+204
| +0.2% | +$8.35K |
|
|
N
2583
DELISTED
Netsuite Inc
N
| $4.17M | ﹤0.01% |
49,707
+784
| +2% | +$72K |
|
|
TSC
2584
DELISTED
TriState Capital Holdings, Inc.
TSC
| $4.16M | ﹤0.01% |
333,883
+32,466
| +11% | +$411K |
|
|
BIN
2585
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
| $4.15M | ﹤0.01% |
157,129
+1,627
| +1% | +$43.3K |
|
|
APEX
2586
DELISTED
Apex Global Brands Inc. Common Stock
APEX
| $4.14M | ﹤0.01% |
8,889
+853
| +11% | +$630K |
|
2587
Caesars Entertainment
CZR
$6.04B
| $4.11M | ﹤0.01% |
456,042
-56,268
| -11% | -$507K |
|
|
DYAX
2588
DELISTED
DYAX CORPORATION
DYAX
| $4.09M | ﹤0.01% |
214,605
+25,092
| +13% | +$599K |
|
|
HMNF
2589
DELISTED
HMN Financial Inc
HMNF
| $4.08M | ﹤0.01% |
350,079
-884
| -0.3% | -$10.2K |
|
2590
CNB Financial Corp
CCNE
$1.01B
| $4.08M | ﹤0.01% |
224,459
+5,639
| +3% | +$100K |
|
2591
Nektar Therapeutics
NKTR
$2.34B
| $4.05M | ﹤0.01% |
+24,658
| New | +$4.36M |
|
|
RSE
2592
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
| $4.05M | ﹤0.01% |
259,827
+18,257
| +8% | +$305K |
|
|
BSFT
2593
DELISTED
BroadSoft, Inc.
BSFT
| $4.05M | ﹤0.01% |
+135,092
| New | +$4.4M |
|
2594
Fresenius Medical Care
FMS
$11.9B
| $4.04M | ﹤0.01% |
103,682
+8,221
| +9% | +$335K |
|
2595
PAR Technology
PAR
$666M
| $4.04M | ﹤0.01% |
763,392
| – | – |
|
|
REXX
2596
DELISTED
Rex Energy Corporation
REXX
| $4.02M | ﹤0.01% |
194,144
-2,125
| -1% | -$61.4K |
|
|
IVAC
2597
DELISTED
Intevac Inc
IVAC
| $4.02M | ﹤0.01% |
872,943
-59,766
| -6% | -$303K |
|
2598
Methanex
MEOH
$4.71B
| $4M | ﹤0.01% |
120,622
-2,293
| -2% | -$98.2K |
|
|
EPE
2599
DELISTED
EP Energy Corporation
EPE
| $3.99M | ﹤0.01% |
774,686
+15,204
| +2% | +$115K |
|
2600
Groupon
GRPN
$794M
| $3.98M | ﹤0.01% |
60,993
-620
| -1% | -$55.1K |
|
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.