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 | |
|---|---|---|---|---|---|---|
2301
Energizer
ENR
$1.42B
| $8.37M | 0.01% |
245,548
+84
| +0% | +$3.21K |
|
2302
Hyatt Hotels
H
$15B
| $8.32M | 0.01% |
176,932
-2,338
| -1% | -$116K |
|
|
SJR
2303
DELISTED
Shaw Communications Inc.
SJR
| $8.31M | 0.01% |
483,396
+8,201
| +2% | +$162K |
|
|
CLD
2304
DELISTED
Cloud Peak Energy Inc
CLD
| $8.3M | 0.01% |
3,990,112
+8,670
| +0.2% | +$24.4K |
|
|
ARC
2305
DELISTED
ARC Document Solutions, Inc.
ARC
| $8.3M | 0.01% |
1,876,826
-44,066
| -2% | -$235K |
|
|
VWTR
2306
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $8.22M | 0.01% |
796,516
-59,233
| -7% | -$608K |
|
|
CJES
2307
DELISTED
C&J ENERGY SVCS LTD
CJES
| $8.22M | 0.01% |
1,726,296
-1,921
| -0.1% | -$9.59K |
|
2308
Titan Machinery
TITN
$559M
| $8.21M | 0.01% |
751,110
-40,249
| -5% | -$467K |
|
|
ZIXI
2309
DELISTED
Zix Corporation
ZIXI
| $8.16M | 0.01% |
1,606,779
+73,359
| +5% | +$376K |
|
2310
Village Super Market
VLGEA
$654M
| $8.14M | 0.01% |
309,082
+16,625
| +6% | +$425K |
|
2311
GoPro
GPRO
$262M
| $8.13M | 0.01% |
451,532
+150
| +0% | +$3.48K |
|
2312
Phibro Animal Health
PAHC
$1.43B
| $8.13M | 0.01% |
269,740
+129,660
| +93% | +$4.16M |
|
2313
Bausch Health
BHC
$2.13B
| $8.11M | 0.01% |
79,777
+2,500
| +3% | +$281K |
|
|
OPB
2314
DELISTED
Opus Bank Common Stock
OPB
| $8.11M | 0.01% |
219,292
+151,036
| +221% | +$5.68M |
|
|
UCTT
2315
Ultra Clean Holdings
UCTT
$3.01B
| $8.09M | 0.01% |
1,580,500
+231,825
| +17% | +$1.2M |
|
|
SLI
2316
DELISTED
S L INDUSTRIES INC (DELAWARE)
SLI
| $8.07M | 0.01% |
253,159
| – | – |
|
|
HIL
2317
DELISTED
Hill International, Inc. Common Stock
HIL
| $8.07M | 0.01% |
2,079,332
-4,125
| -0.2% | -$14.4K |
|
2318
Altisource Portfolio Solutions
ASPS
$64.3M
| $8.06M | 0.01% |
36,211
+421
| +1% | +$93.6K |
|
2319
Old Second Bancorp
OSBC
$1.27B
| $8.03M | 0.01% |
1,024,637
+27,787
| +3% | +$200K |
|
|
AUTO
2320
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $7.99M | 0.01% |
354,251
-19,260
| -5% | -$413K |
|
2321
LSB Industries
LXU
$796M
| $7.97M | 0.01% |
1,429,041
-16,948
| -1% | -$140K |
|
2322
Brown-Forman Class A
BF.A
$12.1B
| $7.97M | 0.01% |
180,878
+1,093
| +0.6% | +$49.8K |
|
2323
Agree Realty
ADC
$8.52B
| $7.94M | 0.01% |
233,645
+9,350
| +4% | +$304K |
|
|
XHR
2324
Xenia Hotels & Resorts
XHR
$1.62B
| $7.93M | ﹤0.01% |
517,306
+175,054
| +51% | +$2.98M |
|
|
BNCN
2325
DELISTED
BNC Bancorp
BNCN
| $7.91M | ﹤0.01% |
311,568
+109,467
| +54% | +$2.65M |
|
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.