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 | |
|---|---|---|---|---|---|---|
2551
Vaalco Energy
EGY
$648M
| $4.67M | ﹤0.01% |
2,744,251
-315,796
| -10% | -$518K |
|
2552
DMC Global
BOOM
$130M
| $4.66M | ﹤0.01% |
488,921
+7,660
| +2% | +$79K |
|
|
SALE
2553
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $4.65M | ﹤0.01% |
563,789
+276,809
| +96% | +$3.22M |
|
2554
TC Energy
TRP
$64.3B
| $4.64M | ﹤0.01% |
146,947
+116,292
| +379% | +$4.17M |
|
2555
Beazer Homes USA
BZH
$890M
| $4.64M | ﹤0.01% |
348,057
-4,424
| -1% | -$77.1K |
|
|
LDR
2556
DELISTED
Landauer Inc
LDR
| $4.64M | ﹤0.01% |
125,344
+2,381
| +2% | +$88.5K |
|
|
FGH
2557
DELISTED
FG Group Holdings Inc.
FGH
| $4.6M | ﹤0.01% |
977,897
-100
| -0% | -$464 |
|
|
QLIK
2558
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $4.54M | ﹤0.01% |
124,494
+32,909
| +36% | +$1.27M |
|
|
BBG
2559
DELISTED
Bill Barrett Corp
BBG
| $4.53M | ﹤0.01% |
1,372,103
-46,756
| -3% | -$245K |
|
2560
Rigel Pharmaceuticals
RIGL
$862M
| $4.51M | ﹤0.01% |
182,486
+20,004
| +12% | +$597K |
|
|
BNCN
2561
DELISTED
BNC Bancorp
BNCN
| $4.49M | ﹤0.01% |
202,101
+91,221
| +82% | +$1.95M |
|
|
CCG
2562
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
| $4.48M | ﹤0.01% |
842,337
+22,999
| +3% | +$126K |
|
2563
Synchrony
SYF
$24.4B
| $4.47M | ﹤0.01% |
+142,954
| New | +$4.74M |
|
2564
NLI Holdings
NL
$344M
| $4.47M | ﹤0.01% |
1,494,562
-8,248
| -0.5% | -$41.9K |
|
|
ACH
2565
DELISTED
Alum Corp of China Ltd
ACH
| $4.46M | ﹤0.01% |
574,673
-133,551
| -19% | -$1.19M |
|
2566
Phibro Animal Health
PAHC
$1.43B
| $4.43M | ﹤0.01% |
140,080
+104,292
| +291% | +$3.81M |
|
2567
Geospace Technologies
GEOS
$66.2M
| $4.4M | ﹤0.01% |
318,536
+14,558
| +5% | +$242K |
|
|
PWOD
2568
DELISTED
Penns Woods Bancorp
PWOD
| $4.37M | ﹤0.01% |
160,160
+3,170
| +2% | +$89.7K |
|
|
FSYS
2569
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
| $4.37M | ﹤0.01% |
903,929
-25,590
| -3% | -$162K |
|
|
DGICB
2570
Donegal Group Class B
DGICB
$853M
| $4.36M | ﹤0.01% |
233,787
| – | – |
|
2571
Precigen
PGEN
$2.79B
| $4.35M | ﹤0.01% |
138,230
+5,350
| +4% | +$261K |
|
2572
SPX Corp
SPXC
$9.04B
| $4.28M | ﹤0.01% |
359,371
-1,159,155
| -76% | -$17.8M |
|
2573
Ultralife
ULBI
$94M
| $4.27M | ﹤0.01% |
724,581
+1,104
| +0.2% | +$4.93K |
|
|
DEST
2574
DELISTED
Destination Maternity Corporation
DEST
| $4.27M | ﹤0.01% |
462,699
-65,661
| -12% | -$700K |
|
|
WSO.B
2575
Watsco Inc Class B
WSO.B
| $4.23M | ﹤0.01% |
35,575
-602
| -2% | -$74.8K |
|
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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.