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 | |
|---|---|---|---|---|---|---|
|
EDGW
2326
DELISTED
Edgewater Technology Inc
EDGW
| $7.88M | ﹤0.01% |
983,974
+6,723
| +0.7% | +$52K |
|
2327
Installed Building Products
IBP
$5.3B
| $7.82M | ﹤0.01% |
315,045
+112,556
| +56% | +$2.73M |
|
2328
Teekay
TK
$1.26B
| $7.82M | ﹤0.01% |
792,033
-5,315
| -0.7% | -$138K |
|
|
LGTY
2329
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $7.81M | ﹤0.01% |
766,804
+13,918
| +2% | +$143K |
|
|
MCBC
2330
DELISTED
Macatawa Bank Corp
MCBC
| $7.76M | ﹤0.01% |
1,282,485
+13,906
| +1% | +$77.1K |
|
2331
Southern Copper
SCCO
$160B
| $7.75M | ﹤0.01% |
323,959
+14,039
| +5% | +$347K |
|
2332
NWPX Infrastructure Inc
NWPX
$986M
| $7.73M | ﹤0.01% |
690,812
-52,642
| -7% | -$664K |
|
2333
Terreno Realty
TRNO
$7.15B
| $7.72M | ﹤0.01% |
341,277
+100,334
| +42% | +$2.22M |
|
|
UHT
2334
Universal Health Realty Income Trust
UHT
$567M
| $7.7M | ﹤0.01% |
153,959
+1,567
| +1% | +$78.3K |
|
|
CIVI
2335
DELISTED
Civitas Resources
CIVI
| $7.68M | ﹤0.01% |
13,062
+357
| +3% | +$268K |
|
|
SDRL
2336
DELISTED
Seadrill Limited Common Stock
SDRL
| $7.65M | ﹤0.01% |
8,425
-387
| -4% | -$606K |
|
2337
KT
KT
$9.26B
| $7.62M | ﹤0.01% |
639,551
+8,559
| +1% | +$110K |
|
2338
Chefs' Warehouse
CHEF
$4.47B
| $7.6M | ﹤0.01% |
455,680
+66,787
| +17% | +$1.13M |
|
2339
Antero Resources
AR
$11B
| $7.6M | ﹤0.01% |
348,701
+23,134
| +7% | +$515K |
|
2340
Neurocrine Biosciences
NBIX
$15.2B
| $7.6M | ﹤0.01% |
134,303
+9,793
| +8% | +$498K |
|
|
CRWN
2341
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
| $7.56M | ﹤0.01% |
1,348,064
+131,473
| +11% | +$741K |
|
|
SFBS
2342
ServisFirst Bancshares
SFBS
$4.51B
| $7.55M | ﹤0.01% |
635,124
+365,288
| +135% | +$4.12M |
|
|
IMVP
2343
Invesco India ETF
IMVP
$100M
| $7.54M | ﹤0.01% |
386,150
| – | – |
|
2344
Liberty Global Class C
LBTYK
$3.42B
| $7.51M | ﹤0.01% |
212,173
+1,159
| +0.5% | +$41.8K |
|
|
DYAX
2345
DELISTED
DYAX CORPORATION
DYAX
| $7.46M | ﹤0.01% |
198,266
-16,339
| -8% | -$525K |
|
|
ESSA
2346
DELISTED
ESSA Bancorp
ESSA
| $7.43M | ﹤0.01% |
543,252
-3,600
| -0.7% | -$47.7K |
|
|
HTCH
2347
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
| $7.42M | ﹤0.01% |
2,066,239
-40,609
| -2% | -$123K |
|
2348
DNOW Inc
DNOW
$2.82B
| $7.4M | ﹤0.01% |
467,753
-4,160
| -0.9% | -$71K |
|
2349
Frequency Electronics
FEIM
$954M
| $7.4M | ﹤0.01% |
696,920
-1,243
| -0.2% | -$13K |
|
|
LNW
2350
DELISTED
Light & Wonder
LNW
| $7.38M | ﹤0.01% |
822,824
-12,506
| -1% | -$121K |
|
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.