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 | |
|---|---|---|---|---|---|---|
2401
Wynn Resorts
WYNN
$8.62B
| $6.53M | ﹤0.01% |
122,872
-1,849
| -1% | -$161K |
|
|
CRWN
2402
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
| $6.51M | ﹤0.01% |
1,216,591
+100,205
| +9% | +$483K |
|
|
STS
2403
DELISTED
Supreme Industries Inc Class A
STS
| $6.49M | ﹤0.01% |
778,838
+5,535
| +0.7% | +$45.4K |
|
2404
Stratasys
SSYS
$697M
| $6.48M | ﹤0.01% |
244,494
-23,964
| -9% | -$740K |
|
|
ZIXI
2405
DELISTED
Zix Corporation
ZIXI
| $6.46M | ﹤0.01% |
1,533,420
+35,307
| +2% | +$168K |
|
2406
Timberland Bancorp
TSBK
$363M
| $6.45M | ﹤0.01% |
593,524
-971
| -0.2% | -$10.3K |
|
|
ASFI
2407
DELISTED
Asta Funding Inc
ASFI
| $6.45M | ﹤0.01% |
756,426
+4,523
| +0.6% | +$38.6K |
|
2408
Nathan's Famous
NATH
$403M
| $6.43M | ﹤0.01% |
169,052
-2,427
| -1% | -$83.6K |
|
2409
Twin Disc
TWIN
$359M
| $6.41M | ﹤0.01% |
516,726
+10,570
| +2% | +$157K |
|
|
CBD
2410
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $6.41M | ﹤0.01% |
512,501
-27,800
| -5% | -$520K |
|
2411
Nordic American Tanker
NAT
$1.72B
| $6.41M | ﹤0.01% |
424,850
-714
| -0.2% | -$10.6K |
|
|
TPLM
2412
DELISTED
Triangle Petroleum Corporation
TPLM
| $6.3M | ﹤0.01% |
4,436,619
-382,001
| -8% | -$1.28M |
|
2413
Companhia Siderúrgica Nacional
SID
$1.59B
| $6.29M | ﹤0.01% |
6,560,195
-483,167
| -7% | -$561K |
|
|
AUTO
2414
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $6.26M | ﹤0.01% |
373,511
| – | – |
|
|
SCX
2415
DELISTED
The L.S. Starrett Company
SCX
| $6.26M | ﹤0.01% |
517,903
-2,945
| -0.6% | -$44.3K |
|
2416
Richardson Electronics
RELL
$248M
| $6.25M | ﹤0.01% |
1,060,464
-32,701
| -3% | -$212K |
|
|
FNGN
2417
DELISTED
Financial Engines, Inc.
FNGN
| $6.24M | ﹤0.01% |
211,740
-457
| -0.2% | -$17K |
|
|
NWY
2418
DELISTED
New York & Co Inc
NWY
| $6.23M | ﹤0.01% |
2,510,688
+37,583
| +2% | +$93.7K |
|
|
MNR
2419
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $6.22M | ﹤0.01% |
637,886
+75,175
| +13% | +$725K |
|
|
MPX
2420
DELISTED
Marine Products Corp
MPX
| $6.22M | ﹤0.01% |
895,832
+1,600
| +0.2% | +$10.5K |
|
2421
Old Second Bancorp
OSBC
$1.27B
| $6.21M | ﹤0.01% |
996,850
+63,781
| +7% | +$404K |
|
|
VRTV
2422
DELISTED
VERITIV CORPORATION
VRTV
| $6.17M | ﹤0.01% |
165,829
-9,734
| -6% | -$357K |
|
2423
Sun Life Financial
SLF
$44.9B
| $6.17M | ﹤0.01% |
191,199
+2,501
| +1% | +$81.1K |
|
2424
Harvard Bioscience
HBIO
$37M
| $6.13M | ﹤0.01% |
162,097
+5,695
| +4% | +$265K |
|
|
ELP
2425
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $6.11M | ﹤0.01% |
1,865,305
+203,637
| +12% | +$759K |
|
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.