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 | |
|---|---|---|---|---|---|---|
|
BBOX
2126
DELISTED
Black Box Corp
BBOX
| $11.9M | 0.01% |
1,250,701
-49,375
| -4% | -$607K |
|
|
RLH
2127
DELISTED
Red Lions Hotel Corporation
RLH
| $11.9M | 0.01% |
1,700,160
-1,036
| -0.1% | -$8.05K |
|
2128
The Bancorp
TBBK
$2.07B
| $11.9M | 0.01% |
1,867,731
+24,615
| +1% | +$179K |
|
2129
Fossil Group
FOSL
$315M
| $11.9M | 0.01% |
325,058
-5,132
| -2% | -$234K |
|
2130
Enviri
NVRI
$578M
| $11.9M | 0.01% |
1,507,807
-133,225
| -8% | -$1.3M |
|
|
VTLE
2131
DELISTED
Vital Energy
VTLE
| $11.9M | 0.01% |
74,194
+24,623
| +50% | +$5.39M |
|
2132
Banco de Chile
BCH
$20.8B
| $11.8M | 0.01% |
641,363
-6,561
| -1% | -$126K |
|
2133
SunCoke Energy
SXC
$816M
| $11.8M | 0.01% |
3,394,498
-46,501
| -1% | -$223K |
|
2134
Ribbon Communications
RBBN
$293M
| $11.7M | 0.01% |
1,641,624
+342,192
| +26% | +$2.3M |
|
|
SFR
2135
DELISTED
Starwood Waypoint Homes
SFR
| $11.7M | 0.01% |
516,877
+81,557
| +19% | +$1.93M |
|
2136
Sociedad Química y Minera de Chile
SQM
$19.6B
| $11.7M | 0.01% |
631,643
+79,918
| +14% | +$1.37M |
|
|
CDK
2137
DELISTED
CDK Global, Inc.
CDK
| $11.7M | 0.01% |
246,043
+37,114
| +18% | +$1.8M |
|
|
DOC
2138
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $11.7M | 0.01% |
692,941
+306,729
| +79% | +$4.88M |
|
2139
Canadian National Railway
CNI
$72.3B
| $11.7M | 0.01% |
208,797
+20,826
| +11% | +$1.22M |
|
|
GCAP
2140
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $11.7M | 0.01% |
1,438,172
+176,121
| +14% | +$1.36M |
|
2141
Jakks Pacific
JAKK
$277M
| $11.6M | 0.01% |
145,884
-13,974
| -9% | -$1.14M |
|
2142
Ezcorp Inc
EZPW
$1.89B
| $11.6M | 0.01% |
2,319,826
-7,716
| -0.3% | -$45.6K |
|
2143
Toronto Dominion Bank
TD
$198B
| $11.6M | 0.01% |
295,528
+4,472
| +2% | +$181K |
|
2144
Middlesex Water
MSEX
$1.06B
| $11.6M | 0.01% |
436,050
+13,569
| +3% | +$346K |
|
2145
Guidewire Software
GWRE
$12B
| $11.6M | 0.01% |
192,118
+13,396
| +7% | +$776K |
|
|
NYRT
2146
DELISTED
New York REIT, Inc.
NYRT
| $11.6M | 0.01% |
100,462
+79,530
| +380% | +$9.01M |
|
|
SMI
2147
DELISTED
Semiconductor Manufacturing Intl
SMI
| $11.5M | 0.01% |
2,285,972
-10,380
| -0.5% | -$51.8K |
|
|
BRSS
2148
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $11.5M | 0.01% |
540,420
+155,294
| +40% | +$3.5M |
|
|
RNWK
2149
DELISTED
RealNetworks Inc
RNWK
| $11.5M | 0.01% |
2,706,730
-55,801
| -2% | -$231K |
|
2150
Provident Financial
PROV
$115M
| $11.5M | 0.01% |
607,624
+2,357
| +0.4% | +$41.7K |
|
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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.