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 | |
|---|---|---|---|---|---|---|
|
CBNK
2726
DELISTED
CHICOPEE BANCORP INC COM STK
CBNK
| $2.52M | ﹤0.01% |
145,541
| – | – |
|
|
PDS
2727
Precision Drilling
PDS
$940M
| $2.51M | ﹤0.01% |
31,886
-1,574
| -5% | -$129K |
|
|
BVH
2728
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $2.51M | ﹤0.01% |
32,088
| – | – |
|
|
WW
2729
DELISTED
WW International
WW
| $2.51M | ﹤0.01% |
110,076
+5,475
| +5% | +$103K |
|
|
PATI
2730
DELISTED
Patriot Transportation Holding, Inc. Common Stock
PATI
| $2.5M | ﹤0.01% |
107,815
| – | – |
|
|
AV
2731
DELISTED
Aviva Plc
AV
| $2.5M | ﹤0.01% |
164,341
-39,767
| -19% | -$594K |
|
|
PRGX
2732
DELISTED
PRGX Global, Inc.
PRGX
| $2.5M | ﹤0.01% |
671,650
+14,698
| +2% | +$56.4K |
|
|
CNCO
2733
DELISTED
Cencosud S.A.
CNCO
| $2.5M | ﹤0.01% |
405,211
+35,927
| +10% | +$228K |
|
2734
SIFCO Industries
SIF
$167M
| $2.49M | ﹤0.01% |
262,425
-100
| -0% | -$1.19K |
|
2735
Moog Inc Class B
MOG.B
$12.7B
| $2.49M | ﹤0.01% |
40,958
| – | – |
|
2736
First United
FUNC
$289M
| $2.48M | ﹤0.01% |
213,798
+3,263
| +2% | +$31K |
|
2737
Franco-Nevada
FNV
$41.3B
| $2.46M | ﹤0.01% |
53,818
-250
| -0.5% | -$12.1K |
|
2738
Teck Resources
TECK
$28.2B
| $2.45M | ﹤0.01% |
634,511
| – | – |
|
|
ARPI
2739
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
| $2.45M | ﹤0.01% |
129,565
+61,571
| +91% | +$1.06M |
|
2740
Amtech Systems
ASYS
$239M
| $2.45M | ﹤0.01% |
390,903
-9,860
| -2% | -$50.9K |
|
2741
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $2.42M | ﹤0.01% |
122,048
| – | – |
|
|
CBK
2742
DELISTED
Christopher & Banks Corporation
CBK
| $2.42M | ﹤0.01% |
1,468,207
-127,530
| -8% | -$172K |
|
|
UMH
2743
UMH Properties
UMH
$1.34B
| $2.41M | ﹤0.01% |
238,402
+7,847
| +3% | +$77.3K |
|
2744
Angi Inc
ANGI
$247M
| $2.4M | ﹤0.01% |
25,671
+390
| +2% | +$32.6K |
|
2745
Nokia
NOK
$46.9B
| $2.4M | ﹤0.01% |
341,798
+6,383
| +2% | +$45.5K |
|
2746
Value Line
VALU
$333M
| $2.39M | ﹤0.01% |
178,038
-691
| -0.4% | -$10.6K |
|
2747
Tilly's
TLYS
$114M
| $2.38M | ﹤0.01% |
359,555
+22,155
| +7% | +$150K |
|
2748
CPI Aerostructures
CVU
$63.1M
| $2.36M | ﹤0.01% |
242,443
-1,284
| -0.5% | -$11.8K |
|
2749
Qualys
QLYS
$4.76B
| $2.35M | ﹤0.01% |
+71,174
| New | +$2.51M |
|
|
BWL.A
2750
DELISTED
Bowl America Incorporated
BWL.A
| $2.35M | ﹤0.01% |
163,332
-485
| -0.3% | -$7.02K |
|
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.