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 | |
|---|---|---|---|---|---|---|
2701
QuinStreet
QNST
$927M
| $2.84M | ﹤0.01% |
661,294
+103,461
| +19% | +$540K |
|
2702
Espey Mfg & Electronics Corp
ESP
$170M
| $2.82M | ﹤0.01% |
108,551
| – | – |
|
|
GBL
2703
DELISTED
GAMCO Investors, Inc.
GBL
| $2.79M | ﹤0.01% |
89,915
-70,153
| -44% | -$2.24M |
|
2704
Crawford & Co Class B
CRD.B
$507M
| $2.79M | ﹤0.01% |
525,281
+3,903
| +0.7% | +$22.7K |
|
|
SPIL
2705
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $2.78M | ﹤0.01% |
359,040
-707,718
| -66% | -$4.92M |
|
|
CBNJ
2706
DELISTED
CAPE BANCORP, INC COM
CBNJ
| $2.76M | ﹤0.01% |
221,694
+33,571
| +18% | +$425K |
|
2707
Simulations Plus
SLP
$371M
| $2.75M | ﹤0.01% |
277,667
+31,032
| +13% | +$285K |
|
|
ESV
2708
DELISTED
Ensco Rowan plc
ESV
| $2.74M | ﹤0.01% |
44,551
+13,592
| +44% | +$888K |
|
2709
SPX Corp
SPXC
$9.39B
| $2.73M | ﹤0.01% |
292,097
-67,274
| -19% | -$731K |
|
2710
Grupo Aeroportuario Centro Norte
OMAB
$5.14B
| $2.72M | ﹤0.01% |
70,849
-6,507
| -8% | -$261K |
|
|
CPL
2711
DELISTED
CPFL Energia S.A.
CPL
| $2.72M | ﹤0.01% |
375,600
| – | – |
|
|
AC
2712
DELISTED
Associated Capital Group
AC
| $2.7M | ﹤0.01% |
+89,004
| New | +$2.78M |
|
2713
C&F Financial
CFFI
$275M
| $2.7M | ﹤0.01% |
69,164
+372
| +0.5% | +$14.2K |
|
2714
Ark Restaurants
ARKR
$20.8M
| $2.69M | ﹤0.01% |
116,675
| – | – |
|
|
GST
2715
DELISTED
Gastar Exploration Inc.
GST
| $2.69M | ﹤0.01% |
2,052,937
-286,957
| -12% | -$406K |
|
|
PCL
2716
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $2.69M | ﹤0.01% |
56,280
+1,366
| +2% | +$62K |
|
|
HFBC
2717
DELISTED
HopFed Bancorp Inc
HFBC
| $2.68M | ﹤0.01% |
223,519
-300
| -0.1% | -$3.56K |
|
2718
TransAlta
TAC
$3.93B
| $2.67M | ﹤0.01% |
753,792
-45,853
| -6% | -$198K |
|
2719
Ascent Industries
ACNT
$139M
| $2.67M | ﹤0.01% |
387,568
-3,975
| -1% | -$33.1K |
|
2720
Zillow
Z
$7.78B
| $2.66M | ﹤0.01% |
112,972
| – | – |
|
|
EBTC
2721
DELISTED
Enterprise Bancorp
EBTC
| $2.62M | ﹤0.01% |
114,584
| – | – |
|
2722
Biglari Holdings Class B
BH
$1.2B
| $2.6M | ﹤0.01% |
11,969
+3,498
| +41% | +$846K |
|
2723
Landmark Bancorp
LARK
$195M
| $2.55M | ﹤0.01% |
157,868
-15
| -0% | -$235 |
|
|
TST
2724
DELISTED
TheStreet, Inc.
TST
| $2.54M | ﹤0.01% |
169,054
-637
| -0.4% | -$10.3K |
|
2725
Home Bancorp
HBCP
$558M
| $2.53M | ﹤0.01% |
97,224
| – | – |
|
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.