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 | |
|---|---|---|---|---|---|---|
|
GFA
2401
DELISTED
Gafisa S.A.
GFA
| $6.65M | ﹤0.01% |
436,184
-7,663
| -2% | -$129K |
|
|
RKUS
2402
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
| $6.65M | ﹤0.01% |
620,627
-255,853
| -29% | -$2.97M |
|
|
HTB
2403
HomeTrust Bancshares
HTB
$772M
| $6.62M | ﹤0.01% |
327,040
+55,280
| +20% | +$1.08M |
|
2404
Chord Energy
CHRD
$8.04B
| $6.62M | ﹤0.01% |
898,451
-3,617
| -0.4% | -$38.7K |
|
2405
CGI
GIB
$14.7B
| $6.61M | ﹤0.01% |
165,184
+3,626
| +2% | +$144K |
|
2406
Nordic American Tanker
NAT
$1.69B
| $6.57M | ﹤0.01% |
425,858
+1,008
| +0.2% | +$15.3K |
|
2407
Commault Systems
CVLT
$6.02B
| $6.56M | ﹤0.01% |
166,694
-310,027
| -65% | -$12.1M |
|
|
HFFC
2408
DELISTED
H F FINL CORP
HFFC
| $6.56M | ﹤0.01% |
347,138
| – | – |
|
|
AFOP
2409
DELISTED
Alliance Fiber Optic Prod Inc
AFOP
| $6.52M | ﹤0.01% |
430,255
+74,427
| +21% | +$1.17M |
|
|
RNET
2410
DELISTED
RigNet, Inc.
RNET
| $6.52M | ﹤0.01% |
315,248
+22,449
| +8% | +$561K |
|
|
RLD
2411
DELISTED
REALD INC COM STK
RLD
| $6.47M | ﹤0.01% |
613,657
+76,375
| +14% | +$793K |
|
2412
American Coastal Insurance
ACIC
$434M
| $6.46M | ﹤0.01% |
377,993
+77,180
| +26% | +$1.33M |
|
2413
Workday
WDAY
$45.3B
| $6.46M | ﹤0.01% |
81,025
+4,595
| +6% | +$368K |
|
|
AOI
2414
DELISTED
Alliance One International
AOI
| $6.45M | ﹤0.01% |
562,456
+25,324
| +5% | +$387K |
|
2415
Ultragenyx Pharmaceutical
RARE
$1.27B
| $6.41M | ﹤0.01% |
57,172
+5,139
| +10% | +$514K |
|
|
DNR
2416
DELISTED
Denbury Resources, Inc.
DNR
| $6.39M | ﹤0.01% |
3,164,255
-85,560
| -3% | -$276K |
|
2417
Cohen & Steers
CNS
$3.69B
| $6.38M | ﹤0.01% |
209,210
+71,353
| +52% | +$2.14M |
|
2418
TC Energy
TRP
$63.8B
| $6.37M | ﹤0.01% |
195,511
+48,564
| +33% | +$1.61M |
|
|
TPHS
2419
DELISTED
Trinity Place Holdings Inc.com
TPHS
| $6.35M | ﹤0.01% |
+1,032,827
| New | +$6.14M |
|
2420
Nomura Holdings
NMR
$30.5B
| $6.34M | ﹤0.01% |
1,141,651
+9,100
| +0.8% | +$55.5K |
|
|
MXWL
2421
DELISTED
Maxwell Technologies Inc
MXWL
| $6.32M | ﹤0.01% |
884,671
-56,406
| -6% | -$366K |
|
2422
Restaurant Brands International
QSR
$26.1B
| $6.3M | ﹤0.01% |
168,759
+36,958
| +28% | +$1.36M |
|
|
NTT
2423
DELISTED
Nippon Telegraph & Telephone
NTT
| $6.28M | ﹤0.01% |
158,043
| – | – |
|
|
CUDA
2424
DELISTED
Barracuda Networks, Inc.
CUDA
| $6.27M | ﹤0.01% |
335,518
-16,772
| -5% | -$314K |
|
2425
Eastern Company
EML
$152M
| $6.26M | ﹤0.01% |
333,876
-957
| -0.3% | -$16.4K |
|
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.