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 |
Synchrony
SYF
|
+$429M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
+$340M |
| 3 |
Comcast
CMCSA
|
+$323M |
| 4 |
Hewlett Packard
HPE
|
+$271M |
| 5 |
Apple
AAPL
|
+$174M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GE Aerospace
GE
|
+$451M |
| 2 |
CMCSK
COMCAST CORP SPL A (NEW)
CMCSK
|
+$325M |
| 3 |
HP
HPQ
|
+$294M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$285M |
| 5 |
CNW
CON-WAY INC.
CNW
|
+$171M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.72% |
| 2 | Industrials | 13.81% |
| 3 | Technology | 12.31% |
| 4 | Consumer Discretionary | 10.14% |
| 5 | Healthcare | 10.07% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
HWCC
2526
DELISTED
Houston Wire & Cable Company
HWCC
| $4.86M | ﹤0.01% |
920,050
-21,652
| -2% | -$130K |
|
|
ENOC
2527
DELISTED
EnerNOC, Inc.
ENOC
| $4.84M | ﹤0.01% |
1,256,902
-20,206
| -2% | -$118K |
|
|
OCLR
2528
DELISTED
Oclaro Inc.
OCLR
| $4.83M | ﹤0.01% |
1,388,593
-309,269
| -18% | -$966K |
|
|
NTLS
2529
DELISTED
NTELOS HLDGS CORP COM
NTLS
| $4.81M | ﹤0.01% |
526,548
| – | – |
|
2530
Lakeland Industries
LAKE
$103M
| $4.81M | ﹤0.01% |
402,839
-1,500
| -0.4% | -$19.9K |
|
|
BBRG
2531
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $4.81M | ﹤0.01% |
534,481
-361
| -0.1% | -$3.79K |
|
|
BLUE
2532
DELISTED
bluebird bio
BLUE
| $4.81M | ﹤0.01% |
5,777
+344
| +6% | +$344K |
|
2533
Dime Commercial Bancshares
DCOM
$1.79B
| $4.8M | ﹤0.01% |
157,869
+23,027
| +17% | +$689K |
|
2534
Ampco-Pittsburgh
AP
$168M
| $4.8M | ﹤0.01% |
467,607
-3,465
| -0.7% | -$39.3K |
|
2535
Regional Management Corp
RM
$296M
| $4.78M | ﹤0.01% |
308,774
+64,520
| +26% | +$1.01M |
|
2536
Clean Energy Fuels
CLNE
$375M
| $4.76M | ﹤0.01% |
1,323,765
-15,877
| -1% | -$76.1K |
|
|
UNAM
2537
DELISTED
Unico American Corp
UNAM
| $4.76M | ﹤0.01% |
479,571
| – | – |
|
2538
8x8 Inc
EGHT
$260M
| $4.74M | ﹤0.01% |
414,345
+84
| +0% | +$895 |
|
2539
Enbridge
ENB
$106B
| $4.72M | ﹤0.01% |
142,359
+1,050
| +0.7% | +$39.5K |
|
|
FNFV
2540
DELISTED
Fidelity Natl Financial, Inc.
FNFV
| $4.72M | ﹤0.01% |
419,903
-5,180
| -1% | -$57.6K |
|
|
GOLD
2541
Gold.com Inc
GOLD
$1.37B
| $4.71M | ﹤0.01% |
490,624
+22,952
| +5% | +$175K |
|
|
PWOD
2542
DELISTED
Penns Woods Bancorp
PWOD
| $4.7M | ﹤0.01% |
166,017
+5,857
| +4% | +$169K |
|
|
RMAX
2543
DELISTED
RE/MAX Holdings
RMAX
| $4.69M | ﹤0.01% |
125,811
+107,906
| +603% | +$4.03M |
|
2544
Sterling Infrastructure
STRL
$14.8B
| $4.67M | ﹤0.01% |
767,920
+50,439
| +7% | +$256K |
|
|
PFSW
2545
DELISTED
PFSweb, Inc.
PFSW
| $4.67M | ﹤0.01% |
362,697
+121,305
| +50% | +$1.67M |
|
2546
Clearfield
CLFD
$409M
| $4.66M | ﹤0.01% |
347,832
-21,194
| -6% | -$290K |
|
2547
TIM SA
TIMB
$9.05B
| $4.65M | ﹤0.01% |
548,248
+4,663
| +0.9% | +$46.7K |
|
|
SALM
2548
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $4.64M | ﹤0.01% |
932,465
+2,586
| +0.3% | +$15K |
|
|
TDAY
2549
USA Today Co
TDAY
$951M
| $4.61M | ﹤0.01% |
236,700
+218,141
| +1,175% | +$3.9M |
|
|
SZMK
2550
DELISTED
SIZMEK INC COM STK (DE)
SZMK
| $4.59M | ﹤0.01% |
1,257,538
+4,881
| +0.4% | +$24.9K |
|
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Dimensional Fund Advisors's Q4 2015 Portfolio in Review
As of Q4 2015, Dimensional Fund Advisors held 3,421 positions worth $160B, up 5.3% from $152B the previous quarter. Its ten largest holdings account for 9% of the portfolio.
Trading was light in Q4 2015: portfolio turnover was 4.2%. Dimensional Fund Advisors opened 53 new positions and exited 92, leaving the 3,421-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 20% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q4 2015 buy was Alphabet (Google) Class A: 9,182,480 shares worth $357M.
- Dimensional Fund Advisors added most to Synchrony in Q4 2015, an estimated $429M increase.
- Dimensional Fund Advisors's biggest Q4 2015 reduction was GE Aerospace, cutting an estimated $451M.
- Dimensional Fund Advisors fully exited COMCAST CORP SPL A (NEW) in Q4 2015, selling an estimated $325M.
- Dimensional Fund Advisors's ten largest holdings make up 9% of its $160B portfolio in Q4 2015.
- Dimensional Fund Advisors opened 53 new positions and closed 92 in Q4 2015.
- Dimensional Fund Advisors's portfolio value rose 5.3% quarter-over-quarter to $160B.
Based on Dimensional Fund Advisors's 13F filing for Q4 2015, filed 10 Feb 2016.