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 | 18.98% |
| 2 | Industrials | 13.26% |
| 3 | Technology | 11.58% |
| 4 | Consumer Discretionary | 9.95% |
| 5 | Healthcare | 9.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2926
LGI Homes
LGIH
$1.35B
| $1.36M | ﹤0.01% |
+50,056
| New | +$1.18M |
|
|
EGAS
2927
DELISTED
Gas Natural Inc.
EGAS
| $1.36M | ﹤0.01% |
152,129
+9,296
| +7% | +$86.7K |
|
|
PACD
2928
DELISTED
Pacific Drilling S A
PACD
| $1.36M | ﹤0.01% |
108,506
-1,138
| -1% | -$23K |
|
|
CETV
2929
DELISTED
Central European Media Enterprises Ltd
CETV
| $1.35M | ﹤0.01% |
626,920
-179,111
| -22% | -$384K |
|
2930
Moelis & Co
MC
$4.85B
| $1.35M | ﹤0.01% |
51,534
+42,775
| +488% | +$1.21M |
|
|
TRQ
2931
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $1.35M | ﹤0.01% |
52,894
-14,702
| -22% | -$468K |
|
2932
Open Text
OTEX
$6.28B
| $1.33M | ﹤0.01% |
59,260
-4,238
| -7% | -$91.7K |
|
|
PBIP
2933
DELISTED
Prudential Bancorp, Inc.
PBIP
| $1.32M | ﹤0.01% |
91,450
+2,920
| +3% | +$42.5K |
|
|
HDSN
2934
Hudson Technologies
HDSN
$246M
| $1.31M | ﹤0.01% |
441,944
+398,647
| +921% | +$1.25M |
|
|
TAX
2935
DELISTED
Liberty Tax, Inc. Class A
TAX
| $1.31M | ﹤0.01% |
56,373
+1,380
| +3% | +$33.6K |
|
|
NVEE
2936
DELISTED
NV5 Global
NVEE
| $1.3M | ﹤0.01% |
280,644
+112,472
| +67% | +$641K |
|
|
FLNA
2937
Filana Therapeutics
FLNA
$42M
| $1.29M | ﹤0.01% |
101,069
-2,063
| -2% | -$26K |
|
2938
McEwen Inc
MUX
$1B
| $1.29M | ﹤0.01% |
147,930
-9,715
| -6% | -$80.4K |
|
2939
Innodata
INOD
$1.81B
| $1.29M | ﹤0.01% |
554,817
| – | – |
|
|
AAMC
2940
DELISTED
Altisource Asset Management Corp
AAMC
| $1.29M | ﹤0.01% |
91,496
-1,027
| -1% | -$49.7K |
|
|
CGG
2941
DELISTED
CGG
CGG
| $1.28M | ﹤0.01% |
11,473
-419
| -4% | -$61.6K |
|
|
TAHO
2942
DELISTED
Tahoe Resources Inc
TAHO
| $1.28M | ﹤0.01% |
+164,918
| New | +$1.47M |
|
2943
Angi Inc
ANGI
$247M
| $1.27M | ﹤0.01% |
25,281
+15,280
| +153% | +$779K |
|
|
BONT
2944
DELISTED
Bon-Ton Stores Inc/The
BONT
| $1.27M | ﹤0.01% |
404,518
-12,079
| -3% | -$51K |
|
|
WLB
2945
DELISTED
Westmoreland Coal Company
WLB
| $1.26M | ﹤0.01% |
89,724
-90,402
| -50% | -$1.33M |
|
|
TNGO
2946
DELISTED
Tangoe, Inc.
TNGO
| $1.26M | ﹤0.01% |
175,614
+126,324
| +256% | +$1.18M |
|
2947
Limoneira
LMNR
$244M
| $1.24M | ﹤0.01% |
73,885
| – | – |
|
|
UNIT
2948
Uniti Group
UNIT
$2.52B
| $1.21M | ﹤0.01% |
67,709
-1,136,417
| -94% | -$24.4M |
|
2949
Ohio Valley Banc Corp
OVBC
$196M
| $1.21M | ﹤0.01% |
49,858
| – | – |
|
2950
Mannatech
MTEX
$9.3M
| $1.2M | ﹤0.01% |
63,195
-1,203
| -2% | -$21.8K |
|
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 19% of assets, up from 18% 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.