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 | |
|---|---|---|---|---|---|---|
|
STCN
2376
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $6.96M | ﹤0.01% |
260,748
-8,150
| -3% | -$239K |
|
|
TREC
2377
DELISTED
Trecora Resources
TREC
| $6.93M | ﹤0.01% |
559,502
+22,304
| +4% | +$304K |
|
2378
Comstock Resources
CRK
$3.79B
| $6.93M | ﹤0.01% |
725,532
-46,118
| -6% | -$512K |
|
|
DALN
2379
DELISTED
DallasNews
DALN
| $6.92M | ﹤0.01% |
350,941
-6,609
| -2% | -$132K |
|
2380
Village Super Market
VLGEA
$654M
| $6.91M | ﹤0.01% |
292,457
+24,435
| +9% | +$693K |
|
2381
Urban One Class D
UONEK
$19.6M
| $6.89M | ﹤0.01% |
323,683
| – | – |
|
2382
Antero Resources
AR
$10.9B
| $6.89M | ﹤0.01% |
325,567
+136,311
| +72% | +$3.63M |
|
2383
Vicor
VICR
$9.98B
| $6.88M | ﹤0.01% |
674,851
+6,044
| +0.9% | +$62.8K |
|
2384
Telefônica Brasil
VIV
$19.2B
| $6.86M | ﹤0.01% |
751,307
-96,895
| -11% | -$1.14M |
|
|
HNP
2385
DELISTED
Huaneng Power Intl, Inc.
HNP
| $6.86M | ﹤0.01% |
162,021
-10,199
| -6% | -$476K |
|
|
BSTC
2386
DELISTED
BioSpecifics Technologies Corp.
BSTC
| $6.85M | ﹤0.01% |
157,418
+26,396
| +20% | +$1.42M |
|
2387
NRC Health Common Stock
NRC
$462M
| $6.85M | ﹤0.01% |
573,516
+1,043
| +0.2% | +$13.9K |
|
|
HIL
2388
DELISTED
Hill International, Inc. Common Stock
HIL
| $6.83M | ﹤0.01% |
2,083,457
| – | – |
|
2389
Altisource Portfolio Solutions
ASPS
$64.4M
| $6.83M | ﹤0.01% |
35,790
+3,283
| +10% | +$771K |
|
2390
Ceco Environmental
CECO
$4.15B
| $6.8M | ﹤0.01% |
830,688
+91,481
| +12% | +$857K |
|
|
SSRG
2391
DELISTED
SYMMETRY SURGICAL INC COMMON STK
SSRG
| $6.75M | ﹤0.01% |
758,369
+16,014
| +2% | +$138K |
|
2392
Consolidated Water Co
CWCO
$456M
| $6.71M | ﹤0.01% |
578,757
| – | – |
|
|
MBVT
2393
DELISTED
Merchants Bancshares Inc
MBVT
| $6.71M | ﹤0.01% |
228,361
+1,037
| +0.5% | +$31.3K |
|
2394
Agree Realty
ADC
$8.48B
| $6.7M | ﹤0.01% |
224,295
+25,158
| +13% | +$750K |
|
|
SPIL
2395
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $6.69M | ﹤0.01% |
1,066,758
-98,726
| -8% | -$614K |
|
2396
Foster
FSTR
$392M
| $6.69M | ﹤0.01% |
544,839
-14,629
| -3% | -$326K |
|
2397
DigitalBridge
DBRG
$2.98B
| $6.61M | ﹤0.01% |
115,118
+11,042
| +11% | +$774K |
|
|
IMN
2398
DELISTED
Imation
IMN
| $6.61M | ﹤0.01% |
3,101,174
-21,401
| -0.7% | -$71.4K |
|
2399
Nomura Holdings
NMR
$29.9B
| $6.59M | ﹤0.01% |
1,132,551
+23,788
| +2% | +$157K |
|
|
MCBC
2400
DELISTED
Macatawa Bank Corp
MCBC
| $6.57M | ﹤0.01% |
1,268,579
+8,190
| +0.6% | +$43.4K |
|
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.