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 | |
|---|---|---|---|---|---|---|
|
DSPG
1876
DELISTED
DSP Group Inc
DSPG
| $17.6M | 0.01% |
1,862,081
-10,097
| -0.5% | -$99.2K |
|
|
PNK
1877
DELISTED
Pinnacle Entertainment Inc.
PNK
| $17.5M | 0.01% |
563,932
+58,811
| +12% | +$1.98M |
|
1878
Bristow Group
VTOL
$1.23B
| $17.5M | 0.01% |
784,484
+13,574
| +2% | +$351K |
|
|
APOL
1879
DELISTED
Apollo Education Group Inc Class A
APOL
| $17.5M | 0.01% |
2,279,355
+40,330
| +2% | +$334K |
|
|
PEGI
1880
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $17.5M | 0.01% |
836,014
+107,195
| +15% | +$2.22M |
|
|
MRD
1881
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $17.4M | 0.01% |
1,080,373
+794,769
| +278% | +$13.3M |
|
1882
Culp Inc
CULP
$46.5M
| $17.4M | 0.01% |
684,197
+704
| +0.1% | +$19.9K |
|
|
PSTB
1883
DELISTED
Park Sterling Corp.
PSTB
| $17.4M | 0.01% |
2,374,970
+48,532
| +2% | +$358K |
|
1884
Trimble
TRMB
$13.5B
| $17.3M | 0.01% |
807,870
+43,057
| +6% | +$895K |
|
|
PKY
1885
DELISTED
Parkway, Inc.
PKY
| $17.3M | 0.01% |
1,106,349
+25,665
| +2% | +$421K |
|
|
HALL
1886
DELISTED
Hallmark Financial Services, Inc.
HALL
| $17.2M | 0.01% |
147,530
+5,067
| +4% | +$626K |
|
|
WMAR
1887
DELISTED
West Marine Inc
WMAR
| $17.2M | 0.01% |
2,031,252
+12,410
| +0.6% | +$115K |
|
|
CWEI
1888
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $17.2M | 0.01% |
583,089
+95,137
| +19% | +$4.99M |
|
1889
Ericsson
ERIC
$33.6B
| $17.2M | 0.01% |
1,790,991
+24,688
| +1% | +$240K |
|
1890
Stock Yards Bancorp
SYBT
$2.49B
| $17.2M | 0.01% |
683,043
+30,807
| +5% | +$790K |
|
|
DTSI
1891
DELISTED
DTS, Inc.
DTSI
| $17.2M | 0.01% |
760,905
+19,872
| +3% | +$528K |
|
1892
OGE Energy
OGE
$9.56B
| $17.2M | 0.01% |
653,129
+117,399
| +22% | +$3.15M |
|
|
RPT
1893
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $17.2M | 0.01% |
1,033,592
+22,077
| +2% | +$362K |
|
|
MCHB
1894
Mechanics Bancorp
MCHB
$3.44B
| $17.2M | 0.01% |
790,257
+118,827
| +18% | +$2.6M |
|
|
AAT
1895
American Assets Trust
AAT
$1.35B
| $17.2M | 0.01% |
447,322
+55,348
| +14% | +$2.24M |
|
|
SIGM
1896
DELISTED
Sigma Designs Inc
SIGM
| $17.1M | 0.01% |
2,709,307
-150,553
| -5% | -$1.19M |
|
|
RAX
1897
DELISTED
Rackspace Hosting Inc
RAX
| $17.1M | 0.01% |
675,050
+3,824
| +0.6% | +$102K |
|
|
RRTS
1898
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $17.1M | 0.01% |
72,413
+1,976
| +3% | +$618K |
|
|
ELRC
1899
DELISTED
ELECTRO RENT CORP
ELRC
| $17M | 0.01% |
1,847,042
+1,429
| +0.1% | +$14.8K |
|
1900
QuidelOrtho
QDEL
$752M
| $17M | 0.01% |
801,382
+26,895
| +3% | +$546K |
|
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.