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 | |
|---|---|---|---|---|---|---|
|
SNR
2601
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $3.96M | ﹤0.01% |
+378,453
| New | +$4.61M |
|
2602
American Coastal Insurance
ACIC
$433M
| $3.96M | ﹤0.01% |
300,813
+18,467
| +7% | +$266K |
|
|
KEG
2603
DELISTED
KEY ENERGY SERVICES INC
KEG
| $3.95M | ﹤0.01% |
8,409,666
-269,429
| -3% | -$127K |
|
2604
Independent Bank Corp
IBCP
$812M
| $3.94M | ﹤0.01% |
266,707
| – | – |
|
|
PARAA
2605
DELISTED
Paramount Global Class A
PARAA
| $3.93M | ﹤0.01% |
87,567
-945
| -1% | -$49.4K |
|
|
OCLR
2606
DELISTED
Oclaro Inc.
OCLR
| $3.9M | ﹤0.01% |
1,697,862
| – | – |
|
|
MSO
2607
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
| $3.9M | ﹤0.01% |
654,907
-14,531
| -2% | -$88.3K |
|
2608
Vermilion Energy
VET
$1.92B
| $3.89M | ﹤0.01% |
121,099
+25,669
| +27% | +$875K |
|
2609
Rogers Communications
RCI
$19.3B
| $3.89M | ﹤0.01% |
112,705
+5,567
| +5% | +$192K |
|
2610
Nice
NICE
$6.24B
| $3.88M | ﹤0.01% |
68,973
-7,938
| -10% | -$496K |
|
2611
Southern First Bancshares
SFST
$587M
| $3.86M | ﹤0.01% |
188,225
+520
| +0.3% | +$10.3K |
|
|
CNR
2612
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $3.86M | ﹤0.01% |
364,859
+15,386
| +4% | +$188K |
|
2613
Immersion
IMMR
$242M
| $3.85M | ﹤0.01% |
342,951
+8,442
| +3% | +$102K |
|
|
STRR
2614
DELISTED
Star Equity Holdings
STRR
| $3.83M | ﹤0.01% |
20,497
-54
| -0.3% | -$10.9K |
|
2615
Regional Management Corp
RM
$297M
| $3.79M | ﹤0.01% |
244,254
+66,531
| +37% | +$1.13M |
|
2616
Cohen & Steers
CNS
$3.7B
| $3.78M | ﹤0.01% |
137,857
+6,641
| +5% | +$204K |
|
|
CYBE
2617
DELISTED
Cyberoptics Corp
CYBE
| $3.77M | ﹤0.01% |
597,342
-8,543
| -1% | -$59.4K |
|
2618
Logitech
LOGI
$14.6B
| $3.77M | ﹤0.01% |
287,405
+8,690
| +3% | +$120K |
|
|
PGNX
2619
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $3.77M | ﹤0.01% |
658,380
| – | – |
|
|
DATA
2620
DELISTED
Tableau Software, Inc.
DATA
| $3.77M | ﹤0.01% |
47,204
+304
| +0.6% | +$31.5K |
|
|
MOFG
2621
DELISTED
MidWestOne Financial Group
MOFG
| $3.75M | ﹤0.01% |
128,219
+2,864
| +2% | +$88.6K |
|
2622
Ameresco
AMRC
$1.26B
| $3.75M | ﹤0.01% |
637,989
+22,670
| +4% | +$144K |
|
|
BSQR
2623
DELISTED
BSQUARE Corporation
BSQR
| $3.74M | ﹤0.01% |
566,036
+65,280
| +13% | +$428K |
|
2624
CEMIG Preferred Shares
CIG
$6.09B
| $3.73M | ﹤0.01% |
4,121,302
+416,761
| +11% | +$542K |
|
2625
TransAlta
TAC
$3.84B
| $3.72M | ﹤0.01% |
799,645
-30,484
| -4% | -$174K |
|
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.