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 | |
|---|---|---|---|---|---|---|
|
CCUR
2701
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $2.96M | ﹤0.01% |
625,881
-952
| -0.2% | -$5.18K |
|
|
BSF
2702
DELISTED
Bear State Financial, Inc.
BSF
| $2.95M | ﹤0.01% |
331,411
-19,878
| -6% | -$179K |
|
2703
Sterling Infrastructure
STRL
$14.8B
| $2.95M | ﹤0.01% |
717,481
+18,454
| +3% | +$84.2K |
|
2704
IES Holdings
IESC
$13B
| $2.94M | ﹤0.01% |
761,898
+2,526
| +0.3% | +$9.01K |
|
|
PPIH
2705
Perma-Pipe International
PPIH
$248M
| $2.94M | ﹤0.01% |
573,361
-7,821
| -1% | -$42.1K |
|
2706
Crawford & Co Class B
CRD.B
$537M
| $2.92M | ﹤0.01% |
521,378
+4,587
| +0.9% | +$31.7K |
|
|
NMRX
2707
DELISTED
Numerex Corp
NMRX
| $2.92M | ﹤0.01% |
335,449
-10,028
| -3% | -$87.3K |
|
|
BLD
2708
DELISTED
TopBuild
BLD
| $2.92M | ﹤0.01% |
+94,147
| New | +$2.91M |
|
2709
SIFCO Industries
SIF
$131M
| $2.9M | ﹤0.01% |
262,525
-831
| -0.3% | -$10.9K |
|
2710
NMI Holdings
NMIH
$3.23B
| $2.87M | ﹤0.01% |
377,114
+308,719
| +451% | +$2.53M |
|
|
CLVS
2711
DELISTED
Clovis Oncology, Inc.
CLVS
| $2.87M | ﹤0.01% |
+31,166
| New | +$2.7M |
|
|
DGAS
2712
DELISTED
Delta Natural Gas Co Inc
DGAS
| $2.85M | ﹤0.01% |
139,503
+491
| +0.4% | +$9.96K |
|
2713
OraSure Technologies
OSUR
$240M
| $2.85M | ﹤0.01% |
641,549
+30,196
| +5% | +$158K |
|
2714
Transcat
TRNS
$783M
| $2.85M | ﹤0.01% |
293,123
| – | – |
|
|
TST
2715
DELISTED
TheStreet, Inc.
TST
| $2.83M | ﹤0.01% |
169,691
-3,050
| -2% | -$54K |
|
|
BEBE
2716
DELISTED
Bebe Stores Inc
BEBE
| $2.82M | ﹤0.01% |
299,874
-13,252
| -4% | -$214K |
|
2717
Artesian Resources
ARTNA
$362M
| $2.81M | ﹤0.01% |
116,490
+4,951
| +4% | +$109K |
|
|
SFBS
2718
ServisFirst Bancshares
SFBS
$4.51B
| $2.8M | ﹤0.01% |
+269,836
| New | +$2.63M |
|
|
AV
2719
DELISTED
Aviva Plc
AV
| $2.8M | ﹤0.01% |
204,108
-17,458
| -8% | -$269K |
|
2720
Value Line
VALU
$362M
| $2.77M | ﹤0.01% |
178,729
| – | – |
|
2721
Tenaris
TS
$28.4B
| $2.75M | ﹤0.01% |
114,224
| – | – |
|
2722
MIND Technology
MIND
$37.3M
| $2.75M | ﹤0.01% |
72,777
-761
| -1% | -$30.9K |
|
|
PMBC
2723
DELISTED
Pacific Mercantile Bancorp
PMBC
| $2.75M | ﹤0.01% |
408,281
-13,301
| -3% | -$95.4K |
|
|
SPRT
2724
DELISTED
support.com, Inc.
SPRT
| $2.74M | ﹤0.01% |
816,487
-45,693
| -5% | -$174K |
|
|
CPL
2725
DELISTED
CPFL Energia S.A.
CPL
| $2.74M | ﹤0.01% |
375,600
-51,110
| -12% | -$490K |
|
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.