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 | |
|---|---|---|---|---|---|---|
2776
Thomson Reuters
TRI
$46.4B
| $2.21M | ﹤0.01% |
50,233
+3,434
| +7% | +$160K |
|
|
CAS
2777
DELISTED
A M Castle & Co
CAS
| $2.2M | ﹤0.01% |
1,386,065
-35,984
| -3% | -$87.8K |
|
|
SPAN
2778
DELISTED
Span-America Medical Systems I
SPAN
| $2.2M | ﹤0.01% |
110,805
| – | – |
|
|
PRMW
2779
DELISTED
Primo Water Corporation
PRMW
| $2.19M | ﹤0.01% |
199,520
+30,981
| +18% | +$326K |
|
2780
Magna International
MGA
$18.8B
| $2.19M | ﹤0.01% |
53,928
+6,889
| +15% | +$321K |
|
|
ADPT
2781
DELISTED
Adeptus Health Inc
ADPT
| $2.19M | ﹤0.01% |
+40,089
| New | +$2.56M |
|
|
KTEC
2782
DELISTED
Key Technology Inc
KTEC
| $2.19M | ﹤0.01% |
210,699
-1,900
| -0.9% | -$20.5K |
|
2783
MIND Technology
MIND
$43.4M
| $2.17M | ﹤0.01% |
71,948
-829
| -1% | -$32.2K |
|
|
SQI
2784
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
| $2.16M | ﹤0.01% |
166,161
+17,376
| +12% | +$208K |
|
2785
St. Joe Company
JOE
$3.55B
| $2.14M | ﹤0.01% |
115,697
-601,528
| -84% | -$11.8M |
|
|
MEET
2786
DELISTED
The Meet Group, Inc. Common Stock
MEET
| $2.13M | ﹤0.01% |
595,314
+537,645
| +932% | +$1.41M |
|
|
INTX
2787
DELISTED
Intersections, Inc.
INTX
| $2.13M | ﹤0.01% |
741,932
-11,245
| -1% | -$26.9K |
|
|
AIQ
2788
DELISTED
Alliance Healthcare Services
AIQ
| $2.13M | ﹤0.01% |
231,473
-15,076
| -6% | -$138K |
|
|
IO
2789
DELISTED
ION Geophysical Corporation
IO
| $2.11M | ﹤0.01% |
279,583
-7,988
| -3% | -$56.9K |
|
2790
FirstService
FSV
$6.55B
| $2.11M | ﹤0.01% |
52,161
| – | – |
|
|
NMRX
2791
DELISTED
Numerex Corp
NMRX
| $2.09M | ﹤0.01% |
326,195
-9,254
| -3% | -$67.2K |
|
|
KITE
2792
DELISTED
Kite Pharma, Inc.
KITE
| $2.09M | ﹤0.01% |
+33,891
| New | +$2.39M |
|
2793
Comp X International
CIX
$352M
| $2.08M | ﹤0.01% |
182,876
| – | – |
|
2794
Grupo Aval
AVAL
$5.82B
| $2.08M | ﹤0.01% |
318,234
+26,541
| +9% | +$197K |
|
|
OMCC
2795
DELISTED
Old Market Capital Corp
OMCC
| $2.07M | ﹤0.01% |
178,040
+6,827
| +4% | +$87.2K |
|
|
WSTL
2796
DELISTED
Westell Technologies Inc
WSTL
| $2.07M | ﹤0.01% |
410,761
-12,105
| -3% | -$62.4K |
|
|
SNOW
2797
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
| $2.07M | ﹤0.01% |
264,227
+64,770
| +32% | +$568K |
|
2798
Bank of Marin Bancorp
BMRC
$460M
| $2.06M | ﹤0.01% |
77,298
+19,424
| +34% | +$517K |
|
2799
CSP Inc
CSPI
$79.7M
| $2.06M | ﹤0.01% |
593,240
| – | – |
|
|
CHFN
2800
DELISTED
Charter Financial Corp
CHFN
| $2.05M | ﹤0.01% |
155,301
+41,188
| +36% | +$540K |
|
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.