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 | |
|---|---|---|---|---|---|---|
1826
Teekay Tankers
TNK
$3.5B
| $19M | 0.01% |
344,578
+173,084
| +101% | +$10.2M |
|
1827
Pitney Bowes
PBI
$2.38B
| $18.9M | 0.01% |
916,802
+26,475
| +3% | +$548K |
|
1828
LSI Industries
LYTS
$753M
| $18.9M | 0.01% |
1,551,774
+100,212
| +7% | +$1.09M |
|
|
HTO
1829
H2O America
HTO
$2.64B
| $18.9M | 0.01% |
636,497
+12,396
| +2% | +$379K |
|
1830
HCI Group
HCI
$2.31B
| $18.8M | 0.01% |
540,195
+30,173
| +6% | +$1.18M |
|
1831
Peoples Bancorp
PEBO
$1.42B
| $18.8M | 0.01% |
998,589
+49,888
| +5% | +$1.01M |
|
1832
Southside Bancshares
SBSI
$940M
| $18.8M | 0.01% |
842,405
+1,021
| +0.1% | +$25.5K |
|
1833
Superior Group of Companies
SGC
$199M
| $18.8M | 0.01% |
1,107,250
-7,567
| -0.7% | -$133K |
|
|
DEG
1834
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
| $18.8M | 0.01% |
771,988
| – | – |
|
|
AGU
1835
DELISTED
Agrium
AGU
| $18.7M | 0.01% |
209,157
-21,239
| -9% | -$2.01M |
|
|
DENN
1836
DELISTED
Denny's
DENN
| $18.7M | 0.01% |
1,899,991
+200,576
| +12% | +$2.06M |
|
1837
NACCO Industries
NC
$286M
| $18.6M | 0.01% |
1,931,137
-23,710
| -1% | -$241K |
|
1838
Agilysys
AGYS
$2.88B
| $18.6M | 0.01% |
1,863,204
+5,032
| +0.3% | +$55.6K |
|
|
HDS
1839
DELISTED
HD Supply Holdings, Inc.
HDS
| $18.6M | 0.01% |
619,176
-96,694
| -14% | -$2.9M |
|
|
NATL
1840
DELISTED
National Interstate Corporation
NATL
| $18.6M | 0.01% |
695,785
+10,757
| +2% | +$292K |
|
1841
Kearny Financial
KRNY
$609M
| $18.5M | 0.01% |
1,463,582
+322,630
| +28% | +$3.93M |
|
|
DEL
1842
DELISTED
Deltic Timber
DEL
| $18.5M | 0.01% |
314,548
+11,322
| +4% | +$702K |
|
|
DNKN
1843
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $18.5M | 0.01% |
434,418
-22,873
| -5% | -$960K |
|
1844
AMC Global Media
AMCX
$486M
| $18.5M | 0.01% |
247,257
-8,588
| -3% | -$659K |
|
1845
American Water Works
AWK
$27.5B
| $18.4M | 0.01% |
308,604
+16,158
| +6% | +$931K |
|
|
SIR
1846
DELISTED
SELECT INCOME REIT
SIR
| $18.4M | 0.01% |
2,111,409
+80,846
| +4% | +$711K |
|
|
PGRE
1847
DELISTED
Paramount Group
PGRE
| $18.4M | 0.01% |
1,016,147
+382,063
| +60% | +$6.82M |
|
|
EOCC
1848
DELISTED
Enel Generacion Chile S.A.
EOCC
| $18.4M | 0.01% |
717,148
+9,397
| +1% | +$239K |
|
|
UTIW
1849
DELISTED
UTI WORLDWIDE INC
UTIW
| $18.4M | 0.01% |
2,613,434
-138,002
| -5% | -$937K |
|
|
PKD
1850
DELISTED
Parker Drilling Company
PKD
| $18.4M | 0.01% |
672,325
-18,186
| -3% | -$727K |
|
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 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.