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 | |
|---|---|---|---|---|---|---|
|
TIS
2351
DELISTED
Orchids Paper Products, Inc.
TIS
| $7.47M | ﹤0.01% |
286,333
+7,362
| +3% | +$186K |
|
|
RNET
2352
DELISTED
RigNet, Inc.
RNET
| $7.47M | ﹤0.01% |
292,799
+23,545
| +9% | +$642K |
|
2353
Ribbon Communications
RBBN
$299M
| $7.43M | ﹤0.01% |
1,299,432
-7,599
| -0.6% | -$51.2K |
|
|
YDKN
2354
DELISTED
Yadkin Financial Corporation
YDKN
| $7.4M | ﹤0.01% |
344,555
+37,029
| +12% | +$788K |
|
|
SPPI
2355
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $7.39M | ﹤0.01% |
1,235,158
-2,844
| -0.2% | -$19.7K |
|
|
EGIO
2356
DELISTED
Edgio, Inc. Common Stock
EGIO
| $7.28M | ﹤0.01% |
95,284
+4,056
| +4% | +$497K |
|
2357
Compañía de Cervecerías Unidas
CCU
$2.1B
| $7.26M | ﹤0.01% |
328,017
-7,532
| -2% | -$165K |
|
2358
Frequency Electronics
FEIM
$945M
| $7.25M | ﹤0.01% |
698,163
+326
| +0% | +$3.54K |
|
|
SGEN
2359
DELISTED
Seagen Inc. Common Stock
SGEN
| $7.21M | ﹤0.01% |
186,935
+5,200
| +3% | +$234K |
|
|
JMBA
2360
DELISTED
Jamba, Inc.
JMBA
| $7.19M | ﹤0.01% |
504,370
+22,470
| +5% | +$331K |
|
|
UHT
2361
Universal Health Realty Income Trust
UHT
$564M
| $7.15M | ﹤0.01% |
152,392
+5,107
| +3% | +$243K |
|
|
EDGW
2362
DELISTED
Edgewater Technology Inc
EDGW
| $7.15M | ﹤0.01% |
977,251
-1,434
| -0.1% | -$10.3K |
|
|
LMIA
2363
DELISTED
LMI Aerospace Inc
LMIA
| $7.15M | ﹤0.01% |
695,636
-44,241
| -6% | -$478K |
|
|
EMKR
2364
DELISTED
Emcore Corp
EMKR
| $7.15M | ﹤0.01% |
105,143
+11,185
| +12% | +$740K |
|
|
ESSA
2365
DELISTED
ESSA Bancorp
ESSA
| $7.13M | ﹤0.01% |
546,852
+3,113
| +0.6% | +$40.1K |
|
|
LGTY
2366
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $7.09M | ﹤0.01% |
752,886
+6,592
| +0.9% | +$61.2K |
|
2367
Orion Group Holdings
ORN
$366M
| $7.08M | ﹤0.01% |
1,183,757
+10,673
| +0.9% | +$74.5K |
|
|
ZINC
2368
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $7.06M | ﹤0.01% |
2,322,713
-257,173
| -10% | -$1.94M |
|
2369
SAP
SAP
$247B
| $7.05M | ﹤0.01% |
108,789
+9,857
| +10% | +$680K |
|
|
ALOT
2370
DELISTED
AstroNova
ALOT
| $7.04M | ﹤0.01% |
506,849
| – | – |
|
|
GBNK
2371
DELISTED
Guaranty Bancorp
GBNK
| $7.04M | ﹤0.01% |
427,475
-7,027
| -2% | -$114K |
|
2372
Genie Energy
GNE
$431M
| $7M | ﹤0.01% |
850,970
-1,652
| -0.2% | -$16.1K |
|
2373
DNOW Inc
DNOW
$2.88B
| $6.99M | ﹤0.01% |
471,913
-20,611
| -4% | -$359K |
|
|
AWAY
2374
DELISTED
HOMEAWAY INC COM
AWAY
| $6.98M | ﹤0.01% |
263,081
+1,596
| +0.6% | +$47K |
|
|
CFNB
2375
DELISTED
California First National Banc
CFNB
| $6.96M | ﹤0.01% |
521,123
| – | – |
|
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.