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 | |
|---|---|---|---|---|---|---|
|
AE
2076
DELISTED
Adams Resources & Energy Inc
AE
| $13M | 0.01% |
337,527
+1,543
| +0.5% | +$64.4K |
|
2077
Western New England Bancorp
WNEB
$276M
| $12.9M | 0.01% |
1,539,122
-7,730
| -0.5% | -$61.3K |
|
2078
Powell Industries
POWL
$6.47B
| $12.9M | 0.01% |
1,489,281
+76,491
| +5% | +$793K |
|
2079
AMC Entertainment Holdings
AMC
$2.37B
| $12.9M | 0.01% |
53,750
+21,434
| +66% | +$5.48M |
|
|
NBBC
2080
DELISTED
NEWBRIDGE BANCORP CLASS A COM STK (NC)
NBBC
| $12.9M | 0.01% |
1,057,838
| – | – |
|
2081
Alliant Energy
LNT
$17.1B
| $12.9M | 0.01% |
412,548
+30,428
| +8% | +$914K |
|
2082
Lumentum
LITE
$82.5B
| $12.8M | 0.01% |
583,121
-33,753
| -5% | -$601K |
|
2083
Alkermes
ALKS
$7.73B
| $12.8M | 0.01% |
161,429
+3,016
| +2% | +$211K |
|
|
CCF
2084
DELISTED
Chase Corporation
CCF
| $12.8M | 0.01% |
314,513
-197
| -0.1% | -$8.26K |
|
2085
Banc of California
BANC
$2.9B
| $12.8M | 0.01% |
872,189
+194,821
| +29% | +$2.69M |
|
2086
West Bancorporation
WTBA
$502M
| $12.8M | 0.01% |
645,548
+4,907
| +0.8% | +$97.4K |
|
|
POT
2087
DELISTED
Potash Corp Of Saskatchewan
POT
| $12.7M | 0.01% |
744,493
+320,493
| +76% | +$6.38M |
|
|
CIE
2088
DELISTED
Cobalt International Energy, Inc
CIE
| $12.7M | 0.01% |
157,325
+18,929
| +14% | +$2.08M |
|
2089
Sabre
SABR
$936M
| $12.6M | 0.01% |
449,668
+46,399
| +12% | +$1.34M |
|
|
OUTR
2090
DELISTED
OUTERWALL INC
OUTR
| $12.6M | 0.01% |
343,524
-969
| -0.3% | -$54K |
|
2091
Univest Financial
UVSP
$1.18B
| $12.5M | 0.01% |
601,409
+33,983
| +6% | +$687K |
|
2092
Onto Innovation
ONTO
$12B
| $12.5M | 0.01% |
828,108
+5,941
| +0.7% | +$86.6K |
|
|
FCH
2093
DELISTED
Felcor Lodging Trust
FCH
| $12.5M | 0.01% |
1,717,054
+17,347
| +1% | +$135K |
|
2094
PENN Entertainment
PENN
$2.37B
| $12.5M | 0.01% |
781,538
| – | – |
|
|
IRC
2095
DELISTED
INLAND REAL ESTATE CORP
IRC
| $12.5M | 0.01% |
1,178,766
-2,587
| -0.2% | -$24.2K |
|
2096
Sierra Bancorp
BSRR
$526M
| $12.5M | 0.01% |
708,109
+14,028
| +2% | +$242K |
|
2097
National Presto Industries
NPK
$1.09B
| $12.5M | 0.01% |
150,683
+57
| +0% | +$4.94K |
|
2098
FreightCar America
RAIL
$236M
| $12.5M | 0.01% |
641,121
+46,502
| +8% | +$977K |
|
|
TBHC
2099
DELISTED
The Brand House Collective
TBHC
| $12.4M | 0.01% |
855,327
+1,524
| +0.2% | +$28.9K |
|
2100
OceanFirst Financial
OCFC
$1.76B
| $12.4M | 0.01% |
617,749
+16,692
| +3% | +$320K |
|
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.