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 | |
|---|---|---|---|---|---|---|
|
FSP
2101
Franklin Street Properties
FSP
$34.3M
| $12.3M | 0.01% |
1,191,961
+16,593
| +1% | +$175K |
|
|
BLD
2102
DELISTED
TopBuild
BLD
| $12.3M | 0.01% |
399,991
+305,844
| +325% | +$9.18M |
|
|
YDKN
2103
DELISTED
Yadkin Financial Corporation
YDKN
| $12.3M | 0.01% |
488,690
+144,135
| +42% | +$3.5M |
|
2104
American Public Education
APEI
$813M
| $12.3M | 0.01% |
660,497
+39,865
| +6% | +$876K |
|
|
XCRA
2105
DELISTED
Xcerra Corporation
XCRA
| $12.2M | 0.01% |
2,018,434
+67,327
| +3% | +$440K |
|
2106
Tejon Ranch
TRC
$432M
| $12.2M | 0.01% |
656,607
+26,354
| +4% | +$553K |
|
2107
Pathward Financial
CASH
$1.63B
| $12.2M | 0.01% |
797,265
+74,457
| +10% | +$1.08M |
|
|
HTBK
2108
DELISTED
Heritage Commerce
HTBK
| $12.2M | 0.01% |
1,020,216
+71,236
| +8% | +$784K |
|
2109
News Corp Class B
NWS
$17.9B
| $12.2M | 0.01% |
873,270
+34,065
| +4% | +$489K |
|
2110
World Acceptance Corp
WRLD
$865M
| $12.2M | 0.01% |
328,010
-6,982
| -2% | -$259K |
|
2111
PLDT
PHI
$3.88B
| $12.1M | 0.01% |
283,908
-36,944
| -12% | -$1.67M |
|
|
DTLK
2112
DELISTED
Datalink Corp
DTLK
| $12.1M | 0.01% |
1,782,990
-39,229
| -2% | -$278K |
|
2113
VSE Corp
VSEC
$5.19B
| $12.1M | 0.01% |
389,238
+8,288
| +2% | +$227K |
|
|
HZNP
2114
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $12.1M | 0.01% |
557,772
+284,359
| +104% | +$5.54M |
|
|
GRUB
2115
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $12.1M | 0.01% |
249,069
-1,884
| -0.8% | -$98.4K |
|
|
CTLT
2116
DELISTED
CATALENT, INC.
CTLT
| $12M | 0.01% |
480,812
+257,549
| +115% | +$6.8M |
|
|
SXCL
2117
DELISTED
STEEL EXCEL INC. COMMON STOCK
SXCL
| $12M | 0.01% |
817,414
-815
| -0.1% | -$13.1K |
|
|
AMAG
2118
DELISTED
AMAG Pharmaceuticals
AMAG
| $12M | 0.01% |
397,816
+8,435
| +2% | +$273K |
|
2119
Hawkins
HWKN
$2.57B
| $12M | 0.01% |
670,786
+12,562
| +2% | +$250K |
|
2120
Koppers
KOP
$884M
| $12M | 0.01% |
656,675
+3,668
| +0.6% | +$74.4K |
|
|
CSBK
2121
DELISTED
Clifton Bancorp Inc.
CSBK
| $12M | 0.01% |
835,558
+80,477
| +11% | +$1.17M |
|
2122
Vishay Precision Group
VPG
$813M
| $11.9M | 0.01% |
1,054,652
-4,561
| -0.4% | -$54.2K |
|
|
CTWS
2123
DELISTED
Connecticut Water Service Inc
CTWS
| $11.9M | 0.01% |
313,855
+16,474
| +6% | +$606K |
|
|
WBK
2124
DELISTED
Westpac Banking Corporation
WBK
| $11.9M | 0.01% |
492,333
+14,962
| +3% | +$340K |
|
|
ENV
2125
DELISTED
ENVESTNET, INC.
ENV
| $11.9M | 0.01% |
399,533
-92,430
| -19% | -$2.85M |
|
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.