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 | |
|---|---|---|---|---|---|---|
2276
Equinix
EQIX
$100B
| $8.92M | 0.01% |
29,497
-62,371
| -68% | -$18.2M |
|
|
OMN
2277
DELISTED
OMNOVA Solutions Inc.
OMN
| $8.91M | 0.01% |
1,453,150
+46,278
| +3% | +$314K |
|
|
CLMS
2278
DELISTED
Calamos Asset Management, Inc.
CLMS
| $8.9M | 0.01% |
919,868
-2,708
| -0.3% | -$25.5K |
|
|
VOXX
2279
DELISTED
VOXX International Corporation Class A
VOXX
| $8.89M | 0.01% |
1,690,362
-58,019
| -3% | -$339K |
|
2280
PetMed Express
PETS
$34.7M
| $8.87M | 0.01% |
517,621
-6,842
| -1% | -$115K |
|
|
PHX
2281
DELISTED
PHX Minerals
PHX
| $8.84M | 0.01% |
547,063
+13,337
| +2% | +$236K |
|
|
QADA
2282
DELISTED
QAD Inc.
QADA
| $8.84M | 0.01% |
430,798
+7,336
| +2% | +$181K |
|
2283
Rexford Industrial Realty
REXR
$8.66B
| $8.83M | 0.01% |
539,555
+127,770
| +31% | +$1.98M |
|
|
FPO
2284
DELISTED
First Potomac Realty Trust
FPO
| $8.81M | 0.01% |
773,067
+12,385
| +2% | +$142K |
|
2285
Universal Display
OLED
$3.51B
| $8.79M | 0.01% |
161,518
-99,532
| -38% | -$4.39M |
|
2286
Nathan's Famous
NATH
$404M
| $8.78M | 0.01% |
170,327
+1,275
| +0.8% | +$55.4K |
|
|
PIR
2287
DELISTED
Pier 1 Imports, Inc.
PIR
| $8.76M | 0.01% |
86,039
-3,926
| -4% | -$525K |
|
2288
Wynn Resorts
WYNN
$8.67B
| $8.75M | 0.01% |
126,494
+3,622
| +3% | +$242K |
|
|
TESS
2289
DELISTED
Tessco Technologies Inc
TESS
| $8.72M | 0.01% |
447,807
+16,015
| +4% | +$334K |
|
2290
SAP
SAP
$246B
| $8.66M | 0.01% |
109,536
+747
| +0.7% | +$57.4K |
|
2291
Peapack-Gladstone Financial
PGC
$798M
| $8.64M | 0.01% |
418,866
+23,866
| +6% | +$522K |
|
|
PCMI
2292
DELISTED
PCM, Inc
PCMI
| $8.62M | 0.01% |
868,164
+1,167
| +0.1% | +$10.9K |
|
|
BFS
2293
Saul Centers
BFS
$750M
| $8.62M | 0.01% |
168,076
+1,325
| +0.8% | +$71.7K |
|
|
FCB
2294
DELISTED
FCB Financial Holdings, Inc.
FCB
| $8.55M | 0.01% |
+238,986
| New | +$8.53M |
|
2295
Omega Flex
OFLX
$265M
| $8.53M | 0.01% |
258,536
+850
| +0.3% | +$32.7K |
|
2296
DXP Enterprises
DXPE
$2.85B
| $8.51M | 0.01% |
373,286
-16,415
| -4% | -$484K |
|
|
AHT
2297
Ashford Hospitality Trust
AHT
$19M
| $8.47M | 0.01% |
1,358
+7
| +0.5% | +$46.2K |
|
2298
Core Molding Technologies
CMT
$207M
| $8.4M | 0.01% |
654,633
+813
| +0.1% | +$13K |
|
2299
RCI Hospitality Holdings
RICK
$214M
| $8.4M | 0.01% |
840,718
+37,587
| +5% | +$376K |
|
2300
ASE Group
ASX
$98.8B
| $8.37M | 0.01% |
1,476,832
-32,431
| -2% | -$182K |
|
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.