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 | |
|---|---|---|---|---|---|---|
|
IPHI
2201
DELISTED
INPHI CORPORATION
IPHI
| $10.4M | 0.01% |
386,008
-3,200
| -0.8% | -$91.5K |
|
2202
Reading International Class A
RDI
$46.9M
| $10.4M | 0.01% |
794,583
+44,226
| +6% | +$645K |
|
2203
Tidewater
TDW
$4.39B
| $10.4M | 0.01% |
46,398
-2,362
| -5% | -$833K |
|
|
OB
2204
DELISTED
Onebeacon Insurance Group Ltd
OB
| $10.4M | 0.01% |
835,353
+32,247
| +4% | +$444K |
|
|
VOLT
2205
DELISTED
Volt Information Sciences, Inc.
VOLT
| $10.3M | 0.01% |
1,270,716
-14,348
| -1% | -$119K |
|
|
TFM
2206
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $10.3M | 0.01% |
441,434
+263
| +0.1% | +$6.46K |
|
|
CAI
2207
DELISTED
CAI International, Inc.
CAI
| $10.3M | 0.01% |
1,020,322
-973
| -0.1% | -$10.4K |
|
2208
Destination XL Group
DXLG
$34.9M
| $10.3M | 0.01% |
1,862,603
+74,690
| +4% | +$405K |
|
2209
Perdoceo Education
PRDO
$2.08B
| $10.3M | 0.01% |
2,828,772
+297,318
| +12% | +$1.15M |
|
2210
Vera Bradley
VRA
$115M
| $10.3M | 0.01% |
651,374
+279,376
| +75% | +$3.67M |
|
|
PDLI
2211
DELISTED
PDL BioPharma, Inc.
PDLI
| $10.2M | 0.01% |
2,891,641
+140,239
| +5% | +$587K |
|
|
GTT
2212
DELISTED
GTT Communications, Inc.
GTT
| $10.2M | 0.01% |
597,047
+126,330
| +27% | +$2.52M |
|
2213
Marcus & Millichap
MMI
$1.18B
| $10.1M | 0.01% |
348,102
+51,638
| +17% | +$1.92M |
|
2214
DexCom
DXCM
$33B
| $10.1M | 0.01% |
494,008
-2,944
| -0.6% | -$61.3K |
|
|
EXAC
2215
DELISTED
Exactech Inc
EXAC
| $10.1M | 0.01% |
557,024
+34,863
| +7% | +$620K |
|
2216
Arrow Financial
AROW
$708M
| $10.1M | 0.01% |
471,069
+10,193
| +2% | +$224K |
|
2217
Tronox
TROX
$685M
| $10.1M | 0.01% |
2,577,120
-5,245
| -0.2% | -$28.9K |
|
2218
RELX
RELX
$59.6B
| $10.1M | 0.01% |
564,916
+9,295
| +2% | +$166K |
|
|
TGH
2219
DELISTED
Textainer Group Holdings limited
TGH
| $10M | 0.01% |
711,911
-8,514
| -1% | -$138K |
|
|
ASEI
2220
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
| $10M | 0.01% |
242,726
-5,612
| -2% | -$224K |
|
|
PCBK
2221
DELISTED
Pacific Continental Corp
PCBK
| $10M | 0.01% |
674,175
+27,292
| +4% | +$407K |
|
|
LIOX
2222
DELISTED
Lionbridge Technologies
LIOX
| $10M | 0.01% |
2,036,108
+80,305
| +4% | +$419K |
|
2223
VEON
VEON
$4.72B
| $9.98M | 0.01% |
121,713
+14,000
| +13% | +$1.27M |
|
|
FLOW
2224
DELISTED
SPX FLOW, Inc.
FLOW
| $9.96M | 0.01% |
357,064
-2,307
| -0.6% | -$76K |
|
|
TIS
2225
DELISTED
Orchids Paper Products, Inc.
TIS
| $9.94M | 0.01% |
321,571
+35,238
| +12% | +$1.04M |
|
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.