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 | |
|---|---|---|---|---|---|---|
|
ZEUS
2226
DELISTED
Olympic Steel
ZEUS
| $9.92M | 0.01% |
856,733
-42,816
| -5% | -$459K |
|
2227
Alico
ALCO
$292M
| $9.88M | 0.01% |
255,408
+11,064
| +5% | +$460K |
|
|
CACB
2228
DELISTED
Cascade Bancorp
CACB
| $9.87M | 0.01% |
1,625,497
+79,423
| +5% | +$462K |
|
|
CTO
2229
CTO Realty Growth
CTO
$776M
| $9.85M | 0.01% |
688,683
+13,292
| +2% | +$191K |
|
|
SCTY
2230
DELISTED
SolarCity Corporation
SCTY
| $9.85M | 0.01% |
193,069
+17,081
| +10% | +$663K |
|
2231
Titan International
TWI
$458M
| $9.83M | 0.01% |
2,494,196
-276,150
| -10% | -$1.51M |
|
2232
Seacoast Banking Corp of Florida
SBCF
$3.27B
| $9.81M | 0.01% |
654,800
+98,853
| +18% | +$1.52M |
|
|
DLA
2233
DELISTED
Delta Apparel Inc.
DLA
| $9.79M | 0.01% |
697,182
| – | – |
|
2234
CRA International
CRAI
$1.03B
| $9.76M | 0.01% |
523,481
-1,099
| -0.2% | -$23.9K |
|
2235
Alpha and Omega Semiconductor
AOSL
$747M
| $9.7M | 0.01% |
1,055,763
+43,116
| +4% | +$394K |
|
2236
ASML
ASML
$615B
| $9.67M | 0.01% |
108,866
+2,332
| +2% | +$212K |
|
|
WIFI
2237
DELISTED
Boingo Wireless, Inc.
WIFI
| $9.64M | 0.01% |
1,456,012
+90,786
| +7% | +$649K |
|
2238
Ultrapar
UGP
$8.06B
| $9.63M | 0.01% |
1,263,064
| – | – |
|
|
MIK
2239
DELISTED
Michaels Stores, Inc
MIK
| $9.61M | 0.01% |
434,476
+325,342
| +298% | +$7.31M |
|
2240
ArcelorMittal
MT
$55.1B
| $9.59M | 0.01% |
993,591
-3,281
| -0.3% | -$38.3K |
|
|
TEF
2241
DELISTED
Telefonica
TEF
| $9.53M | 0.01% |
1,109,132
+79,749
| +8% | +$755K |
|
|
IBA
2242
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $9.48M | 0.01% |
192,525
+7,733
| +4% | +$413K |
|
|
KATE
2243
DELISTED
Kate Spade & Company
KATE
| $9.46M | 0.01% |
532,307
+86,889
| +20% | +$1.7M |
|
2244
NXP Semiconductors
NXPI
$55.2B
| $9.46M | 0.01% |
+112,196
| New | +$9.6M |
|
|
LMOS
2245
DELISTED
Lumos Networks Corp
LMOS
| $9.44M | 0.01% |
842,881
+73,026
| +9% | +$882K |
|
|
SNBC
2246
DELISTED
Sun Bancorp Inc
SNBC
| $9.4M | 0.01% |
455,667
+4,667
| +1% | +$97.5K |
|
|
CDI
2247
DELISTED
CDI Corp.
CDI
| $9.4M | 0.01% |
1,391,126
-46,940
| -3% | -$353K |
|
2248
PDF Solutions
PDFS
$1.77B
| $9.4M | 0.01% |
866,968
-2,847
| -0.3% | -$30.9K |
|
2249
Alnylam Pharmaceuticals
ALNY
$32B
| $9.38M | 0.01% |
99,578
-21,738
| -18% | -$2.02M |
|
|
ACAT
2250
DELISTED
Arctic Cat Inc
ACAT
| $9.36M | 0.01% |
571,451
-12,318
| -2% | -$254K |
|
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.