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 | 18.98% |
| 2 | Industrials | 13.26% |
| 3 | Technology | 11.58% |
| 4 | Consumer Discretionary | 9.95% |
| 5 | Healthcare | 9.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2901
Virco
VIRC
$94.8M
| $1.48M | ﹤0.01% |
492,760
| – | – |
|
|
GLPW
2902
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
| $1.48M | ﹤0.01% |
402,027
-17,276
| -4% | -$100K |
|
|
GOGL
2903
DELISTED
Golden Ocean Group
GOGL
| $1.47M | ﹤0.01% |
119,767
-4,923
| -4% | -$84.2K |
|
2904
Citizens Community Bancorp
CZWI
$212M
| $1.46M | ﹤0.01% |
165,548
| – | – |
|
|
QUMU
2905
DELISTED
Qumu Corp.
QUMU
| $1.46M | ﹤0.01% |
372,535
-5,493
| -1% | -$29.5K |
|
2906
Clearway Energy Class C
CWEN
$4.79B
| $1.45M | ﹤0.01% |
125,150
| – | – |
|
2907
RF Industries
RFIL
$116M
| $1.45M | ﹤0.01% |
317,070
| – | – |
|
|
HCCI
2908
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $1.45M | ﹤0.01% |
141,031
+24,593
| +21% | +$304K |
|
|
CHFN
2909
DELISTED
Charter Financial Corp
CHFN
| $1.45M | ﹤0.01% |
114,113
+28,952
| +34% | +$358K |
|
|
UBP
2910
DELISTED
Urstadt Biddle Properties Inc.
UBP
| $1.44M | ﹤0.01% |
80,372
| – | – |
|
|
GLDC
2911
DELISTED
GOLDEN ENTERPRISES
GLDC
| $1.43M | ﹤0.01% |
353,033
| – | – |
|
2912
BK Technologies
BKTI
$295M
| $1.43M | ﹤0.01% |
64,988
-392
| -0.6% | -$8.19K |
|
2913
BlueLinx
BXC
$430M
| $1.42M | ﹤0.01% |
203,319
-15,790
| -7% | -$140K |
|
|
STLY
2914
DELISTED
Stanley Furniture Co Inc
STLY
| $1.42M | ﹤0.01% |
481,972
| – | – |
|
|
PERF
2915
DELISTED
Perfumania Holdings, Inc.
PERF
| $1.41M | ﹤0.01% |
333,566
| – | – |
|
2916
YPF
YPF
$19.7B
| $1.4M | ﹤0.01% |
+91,800
| New | +$2.05M |
|
|
MN
2917
DELISTED
MANNING & NAPIER, INC.
MN
| $1.39M | ﹤0.01% |
189,204
+35,213
| +23% | +$336K |
|
|
FALC
2918
DELISTED
FalconStor Software Inc
FALC
| $1.39M | ﹤0.01% |
698,464
| – | – |
|
2919
Bank of Marin Bancorp
BMRC
$460M
| $1.39M | ﹤0.01% |
57,874
+12,018
| +26% | +$291K |
|
2920
Ring Energy
REI
$307M
| $1.38M | ﹤0.01% |
139,784
+84,059
| +151% | +$803K |
|
2921
Comscore
SCOR
$113M
| $1.37M | ﹤0.01% |
1,489
-4,115
| -73% | -$4.45M |
|
|
ACGN
2922
DELISTED
Aceragen Inc
ACGN
| $1.37M | ﹤0.01% |
3,018
-1,334
| -31% | -$590K |
|
2923
Shore Bancshares
SHBI
$820M
| $1.37M | ﹤0.01% |
140,668
+2,964
| +2% | +$28.1K |
|
|
EVBN
2924
DELISTED
Evans Bancorp Inc
EVBN
| $1.37M | ﹤0.01% |
55,135
| – | – |
|
|
CWEN.A
2925
DELISTED
Clearway Energy Class A
CWEN.A
| $1.36M | ﹤0.01% |
122,133
-5,016
| -4% | -$85.8K |
|
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 19% of assets, up from 18% 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.