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 | |
|---|---|---|---|---|---|---|
|
ABMD
2451
DELISTED
Abiomed Inc
ABMD
| $5.76M | ﹤0.01% |
+62,077
| New | +$5.47M |
|
2452
Inogen
INGN
$135M
| $5.75M | ﹤0.01% |
+118,532
| New | +$5.63M |
|
2453
Option Care Health
OPCH
$3.61B
| $5.71M | ﹤0.01% |
763,695
-146,077
| -16% | -$1.48M |
|
2454
Sabesp
SBS
$18.5B
| $5.71M | ﹤0.01% |
7,604,943
-598,945
| -7% | -$538K |
|
2455
York Water
YORW
$538M
| $5.71M | ﹤0.01% |
271,635
+9,590
| +4% | +$204K |
|
|
SALM
2456
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $5.69M | ﹤0.01% |
929,879
+30,858
| +3% | +$188K |
|
|
UBA
2457
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $5.69M | ﹤0.01% |
303,426
+14,389
| +5% | +$269K |
|
2458
Acacia Research
ACTG
$444M
| $5.68M | ﹤0.01% |
625,921
-13,177
| -2% | -$119K |
|
2459
Rexford Industrial Realty
REXR
$8.58B
| $5.68M | ﹤0.01% |
411,785
+125,016
| +44% | +$1.74M |
|
|
MBTF
2460
DELISTED
MBT Financial Corporation
MBTF
| $5.67M | ﹤0.01% |
908,156
+18,251
| +2% | +$110K |
|
2461
Babcock & Wilcox
BW
$1.09B
| $5.67M | ﹤0.01% |
+33,725
| New | +$6.22M |
|
2462
Consumer Portfolio Services
CPSS
$207M
| $5.65M | ﹤0.01% |
1,134,700
+39,445
| +4% | +$226K |
|
|
HFFC
2463
DELISTED
H F FINL CORP
HFFC
| $5.63M | ﹤0.01% |
347,138
| – | – |
|
|
DHIL
2464
DELISTED
Diamond Hill
DHIL
| $5.62M | ﹤0.01% |
30,223
+2,682
| +10% | +$517K |
|
|
ORAN
2465
DELISTED
Orange
ORAN
| $5.62M | ﹤0.01% |
371,682
-3,032
| -0.8% | -$48.3K |
|
2466
Lakeland Industries
LAKE
$105M
| $5.62M | ﹤0.01% |
404,339
-6,279
| -2% | -$67.3K |
|
|
NTT
2467
DELISTED
Nippon Telegraph & Telephone
NTT
| $5.58M | ﹤0.01% |
158,043
+5,412
| +4% | +$203K |
|
|
OSGB
2468
DELISTED
OVERSEAS SHIPHOLDING GROUP, INC. COM CL B
OSGB
| $5.57M | ﹤0.01% |
1,807,434
| – | – |
|
2469
Hingham Institution for Saving
HIFS
$677M
| $5.52M | ﹤0.01% |
47,608
| – | – |
|
2470
Allient
ALNT
$1.66B
| $5.51M | ﹤0.01% |
465,600
-34,778
| -7% | -$452K |
|
|
SUNE
2471
DELISTED
SUNEDISON, INC COM
SUNE
| $5.51M | ﹤0.01% |
767,383
-318,446
| -29% | -$5.71M |
|
2472
Chefs' Warehouse
CHEF
$4.49B
| $5.51M | ﹤0.01% |
388,893
+21,975
| +6% | +$374K |
|
|
CUDA
2473
DELISTED
Barracuda Networks, Inc.
CUDA
| $5.5M | ﹤0.01% |
352,290
+55,720
| +19% | +$1.57M |
|
2474
First Bancorp
FNLC
$400M
| $5.49M | ﹤0.01% |
287,222
+5,929
| +2% | +$112K |
|
|
ALU
2475
DELISTED
Alcatel-Lucent
ALU
| $5.47M | ﹤0.01% |
1,498,407
| – | – |
|
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.