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 | 19.04% |
| 2 | Industrials | 13.42% |
| 3 | Technology | 11.6% |
| 4 | Consumer Discretionary | 9.68% |
| 5 | Healthcare | 9.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2651
Pan American Silver
PAAS
$17.9B
| $3.42M | ﹤0.01% |
525,377
+45,051
| +9% | +$324K |
|
|
RST
2652
DELISTED
ROSETTA STONE INC
RST
| $3.42M | ﹤0.01% |
510,448
-32,131
| -6% | -$225K |
|
2653
Aegon
AEG
$13.3B
| $3.39M | ﹤0.01% |
831,652
+3,238
| +0.4% | +$13.8K |
|
|
SRT
2654
DELISTED
Startek Inc.
SRT
| $3.39M | ﹤0.01% |
946,316
| – | – |
|
|
LSBG
2655
DELISTED
Lake Sunapee Bank Group
LSBG
| $3.38M | ﹤0.01% |
240,545
| – | – |
|
|
MGI
2656
DELISTED
MoneyGram International, Inc. New
MGI
| $3.34M | ﹤0.01% |
532,543
+100,887
| +23% | +$873K |
|
2657
STMicroelectronics
STM
$43.1B
| $3.3M | ﹤0.01% |
495,764
| – | – |
|
2658
Universal Technical Institute
UTI
$2.26B
| $3.29M | ﹤0.01% |
705,656
-8,610
| -1% | -$40K |
|
2659
Gaia
GAIA
$46.6M
| $3.27M | ﹤0.01% |
524,837
+3,727
| +0.7% | +$24.6K |
|
|
CLCT
2660
DELISTED
Collectors Universe
CLCT
| $3.27M | ﹤0.01% |
211,246
+413
| +0.2% | +$6.74K |
|
|
NTK
2661
DELISTED
NORTEK INC COM NEW (DE)
NTK
| $3.26M | ﹤0.01% |
74,786
-791
| -1% | -$41.5K |
|
|
DCM
2662
DELISTED
NTT DOCOMO, Inc.
DCM
| $3.25M | ﹤0.01% |
158,652
-231
| -0.1% | -$4.47K |
|
|
NRCIB
2663
DELISTED
National Research Corp Class B
NRCIB
| $3.25M | ﹤0.01% |
90,700
| – | – |
|
|
EPE
2664
DELISTED
EP Energy Corporation
EPE
| $3.23M | ﹤0.01% |
738,933
-35,753
| -5% | -$194K |
|
|
TAHO
2665
DELISTED
Tahoe Resources Inc
TAHO
| $3.22M | ﹤0.01% |
371,766
+206,848
| +125% | +$1.8M |
|
2666
Celestica
CLS
$37.8B
| $3.21M | ﹤0.01% |
291,338
+26,334
| +10% | +$303K |
|
2667
Heritage Insurance Holdings
HRTG
$903M
| $3.2M | ﹤0.01% |
+146,525
| New | +$3.24M |
|
2668
Canadian Pacific Kansas City
CP
$81B
| $3.17M | ﹤0.01% |
124,375
+10,125
| +9% | +$284K |
|
|
TPLM
2669
DELISTED
Triangle Petroleum Corporation
TPLM
| $3.17M | ﹤0.01% |
4,115,491
-321,128
| -7% | -$344K |
|
|
HGG
2670
DELISTED
hhgregg Inc.
HGG
| $3.16M | ﹤0.01% |
863,544
-716
| -0.1% | -$3.28K |
|
|
CCUR
2671
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $3.15M | ﹤0.01% |
637,049
+11,168
| +2% | +$55.6K |
|
2672
Lands' End
LE
$378M
| $3.15M | ﹤0.01% |
134,465
+2,858
| +2% | +$69.2K |
|
2673
Acacia Research
ACTG
$437M
| $3.14M | ﹤0.01% |
731,898
+105,977
| +17% | +$702K |
|
2674
Friedman Industries
FRD
$248M
| $3.13M | ﹤0.01% |
566,575
| – | – |
|
2675
Atlanticus Holdings
ATLC
$1.57B
| $3.12M | ﹤0.01% |
973,909
| – | – |
|
Similar funds
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 19% of assets, up from 19% 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.