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 | |
|---|---|---|---|---|---|---|
|
STRR
2451
DELISTED
Star Equity Holdings
STRR
| $5.92M | ﹤0.01% |
20,451
-46
| -0.2% | -$12.6K |
|
2452
Citizens Financial Group
CFG
$28.2B
| $5.9M | ﹤0.01% |
+225,193
| New | +$5.67M |
|
2453
RCM Technologies
RCMT
$279M
| $5.86M | ﹤0.01% |
1,066,110
-1,906
| -0.2% | -$9.74K |
|
2454
Coty
COTY
$2.32B
| $5.86M | ﹤0.01% |
228,471
+10,268
| +5% | +$286K |
|
2455
Bar Harbor Bankshares
BHB
$678M
| $5.85M | ﹤0.01% |
254,798
+2,952
| +1% | +$67.1K |
|
|
FNGN
2456
DELISTED
Financial Engines, Inc.
FNGN
| $5.84M | ﹤0.01% |
173,421
-38,319
| -18% | -$1.27M |
|
2457
iShares MSCI India ETF
INDA
$6.44B
| $5.84M | ﹤0.01% |
211,990
-228,600
| -52% | -$6.39M |
|
2458
Richardson Electronics
RELL
$245M
| $5.82M | ﹤0.01% |
1,027,111
-33,353
| -3% | -$192K |
|
|
LEAF
2459
DELISTED
Leaf Group Ltd.
LEAF
| $5.81M | ﹤0.01% |
1,056,420
+691,718
| +190% | +$3.59M |
|
|
CAVM
2460
DELISTED
Cavium, Inc.
CAVM
| $5.79M | ﹤0.01% |
88,071
-37
| -0% | -$2.5K |
|
|
CCG
2461
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
| $5.76M | ﹤0.01% |
847,189
+4,852
| +0.6% | +$31.3K |
|
|
ALU
2462
DELISTED
Alcatel-Lucent
ALU
| $5.74M | ﹤0.01% |
1,498,407
| – | – |
|
|
NWY
2463
DELISTED
New York & Co Inc
NWY
| $5.73M | ﹤0.01% |
2,502,712
-7,976
| -0.3% | -$19.3K |
|
2464
Hingham Institution for Saving
HIFS
$661M
| $5.71M | ﹤0.01% |
47,619
+11
| +0% | +$1.39K |
|
|
DXYN
2465
DELISTED
Dixie Group Inc
DXYN
| $5.65M | ﹤0.01% |
1,080,877
-12,626
| -1% | -$85.5K |
|
2466
DigitalBridge
DBRG
$2.98B
| $5.64M | ﹤0.01% |
116,074
+956
| +0.8% | +$51.4K |
|
|
HNP
2467
DELISTED
Huaneng Power Intl, Inc.
HNP
| $5.59M | ﹤0.01% |
162,942
+921
| +0.6% | +$37.4K |
|
2468
Harvard Bioscience
HBIO
$36.3M
| $5.58M | ﹤0.01% |
160,660
-1,437
| -0.9% | -$49.1K |
|
2469
Urban One Class D
UONEK
$18.7M
| $5.52M | ﹤0.01% |
321,145
-2,538
| -0.8% | -$50K |
|
|
ANCX
2470
DELISTED
Access National Corp
ANCX
| $5.52M | ﹤0.01% |
269,609
+3,074
| +1% | +$64.7K |
|
2471
Marchex
MCHX
$57.2M
| $5.51M | ﹤0.01% |
1,416,444
+75,155
| +6% | +$312K |
|
2472
Advanced Drainage Systems
WMS
$9.56B
| $5.51M | ﹤0.01% |
+229,272
| New | +$6.48M |
|
|
PRCP
2473
DELISTED
Perceptron Inc
PRCP
| $5.47M | ﹤0.01% |
702,202
-4,959
| -0.7% | -$39.1K |
|
|
ICPT
2474
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $5.47M | ﹤0.01% |
36,610
+578
| +2% | +$97.8K |
|
|
OSGB
2475
DELISTED
OVERSEAS SHIPHOLDING GROUP, INC. COM CL B
OSGB
| $5.44M | ﹤0.01% |
1,642,922
-164,512
| -9% | -$524K |
|
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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.