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 | |
|---|---|---|---|---|---|---|
|
WG
2776
DELISTED
Willbros Group
WG
| $2.31M | ﹤0.01% |
1,835,004
-334,919
| -15% | -$350K |
|
2777
Nokia
NOK
$56.8B
| $2.27M | ﹤0.01% |
335,415
-1,020
| -0.3% | -$6.71K |
|
2778
Northern Technologies International Corp
NTIC
$73.3M
| $2.27M | ﹤0.01% |
290,992
-4,526
| -2% | -$36.6K |
|
|
PZN
2779
DELISTED
Pzena Investment Management, Inc. Class A
PZN
| $2.27M | ﹤0.01% |
254,603
+20,110
| +9% | +$200K |
|
2780
Magna International
MGA
$17.1B
| $2.26M | ﹤0.01% |
47,039
+2,728
| +6% | +$141K |
|
2781
Grupo Aval
AVAL
$6.27B
| $2.23M | ﹤0.01% |
291,693
+61,940
| +27% | +$507K |
|
|
ISH
2782
DELISTED
INTL SHIPHOLDING CORP
ISH
| $2.23M | ﹤0.01% |
582,736
-11,933
| -2% | -$63.7K |
|
|
SNAK
2783
DELISTED
Inventure Foods, Inc.
SNAK
| $2.23M | ﹤0.01% |
251,092
-14,250
| -5% | -$132K |
|
|
OMCC
2784
DELISTED
Old Market Capital Corp
OMCC
| $2.22M | ﹤0.01% |
171,213
+8,036
| +5% | +$105K |
|
2785
Moog Inc Class B
MOG.B
$11.6B
| $2.22M | ﹤0.01% |
40,958
| – | – |
|
|
YZC
2786
DELISTED
Yanzhou Coal Mining
YZC
| $2.21M | ﹤0.01% |
501,176
-22,036
| -4% | -$120K |
|
2787
3D Systems Corp
DDD
$522M
| $2.21M | ﹤0.01% |
191,219
-1,866
| -1% | -$25.9K |
|
2788
United-Guardian
UG
$32.8M
| $2.2M | ﹤0.01% |
121,858
| – | – |
|
|
MBT
2789
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $2.19M | ﹤0.01% |
+303,200
| New | +$2.37M |
|
2790
Thomson Reuters
TRI
$43.9B
| $2.19M | ﹤0.01% |
46,799
-1,200
| -3% | -$54.7K |
|
2791
Inseego
INSG
$67.5M
| $2.18M | ﹤0.01% |
98,823
-27,911
| -22% | -$711K |
|
|
PCL
2792
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $2.17M | ﹤0.01% |
54,914
+556
| +1% | +$22.3K |
|
2793
GSI Technology
GSIT
$184M
| $2.17M | ﹤0.01% |
533,657
+6,204
| +1% | +$29.5K |
|
|
PVA
2794
DELISTED
PENN VIRGINIA CORP
PVA
| $2.16M | ﹤0.01% |
4,076,467
-454,846
| -10% | -$695K |
|
2795
Novavax
NVAX
$1.54B
| $2.16M | ﹤0.01% |
+15,272
| New | +$3.42M |
|
|
CNCO
2796
DELISTED
Cencosud S.A.
CNCO
| $2.16M | ﹤0.01% |
369,284
+43,935
| +14% | +$276K |
|
2797
CPI Aerostructures
CVU
$66.2M
| $2.15M | ﹤0.01% |
243,727
+778
| +0.3% | +$7.49K |
|
|
FRP
2798
DELISTED
Fairpoint Communications, Inc.
FRP
| $2.15M | ﹤0.01% |
139,325
+61,718
| +80% | +$1.04M |
|
2799
BCB Bancorp
BCBP
$149M
| $2.15M | ﹤0.01% |
215,558
+3,331
| +2% | +$37.7K |
|
|
UMH
2800
UMH Properties
UMH
$1.33B
| $2.14M | ﹤0.01% |
230,555
+28,038
| +14% | +$267K |
|
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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.