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 | |
|---|---|---|---|---|---|---|
|
EGIO
2476
DELISTED
Edgio, Inc. Common Stock
EGIO
| $5.43M | ﹤0.01% |
93,004
-2,280
| -2% | -$170K |
|
|
MPX
2477
DELISTED
Marine Products Corp
MPX
| $5.43M | ﹤0.01% |
898,874
+3,042
| +0.3% | +$20.7K |
|
2478
Weyerhaeuser
WY
$15.7B
| $5.43M | ﹤0.01% |
180,936
+3,673
| +2% | +$111K |
|
2479
Twin Disc
TWIN
$354M
| $5.42M | ﹤0.01% |
514,759
-1,967
| -0.4% | -$22.8K |
|
2480
OraSure Technologies
OSUR
$240M
| $5.41M | ﹤0.01% |
840,598
+199,049
| +31% | +$1.14M |
|
|
PINC
2481
DELISTED
Premier
PINC
| $5.41M | ﹤0.01% |
153,413
+15,594
| +11% | +$543K |
|
|
INDT
2482
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $5.41M | ﹤0.01% |
207,217
| – | – |
|
|
CBD
2483
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $5.4M | ﹤0.01% |
512,501
| – | – |
|
2484
Universal Logistics Holdings
ULH
$497M
| $5.38M | ﹤0.01% |
383,070
+1,806
| +0.5% | +$27.7K |
|
|
BHR
2485
Braemar Hotels & Resorts
BHR
$124M
| $5.38M | ﹤0.01% |
374,526
+10,784
| +3% | +$155K |
|
|
CAJ
2486
DELISTED
Canon, Inc.
CAJ
| $5.37M | ﹤0.01% |
178,322
+4,321
| +2% | +$131K |
|
2487
Acadia Pharmaceuticals
ACAD
$4.75B
| $5.37M | ﹤0.01% |
150,666
+1,739
| +1% | +$61.3K |
|
|
BBG
2488
DELISTED
Bill Barrett Corp
BBG
| $5.37M | ﹤0.01% |
1,366,023
-6,080
| -0.4% | -$31.2K |
|
|
TSC
2489
DELISTED
TriState Capital Holdings, Inc.
TSC
| $5.36M | ﹤0.01% |
383,391
+49,508
| +15% | +$634K |
|
2490
Napco Security Technologies
NSSC
$1.3B
| $5.36M | ﹤0.01% |
1,817,956
+17,792
| +1% | +$55.3K |
|
|
ABCD
2491
DELISTED
Cambium Learning Group, Inc.
ABCD
| $5.36M | ﹤0.01% |
1,105,713
+24,641
| +2% | +$124K |
|
|
STS
2492
DELISTED
Supreme Industries Inc Class A
STS
| $5.34M | ﹤0.01% |
780,091
+1,253
| +0.2% | +$9.72K |
|
2493
Enova International
ENVA
$4.29B
| $5.34M | ﹤0.01% |
807,594
-86,510
| -10% | -$801K |
|
|
ISLE
2494
DELISTED
Isle of Capri Casinos Inc
ISLE
| $5.34M | ﹤0.01% |
383,173
-344,797
| -47% | -$5.99M |
|
2495
Riverview Bancorp
RVSB
$112M
| $5.33M | ﹤0.01% |
1,136,560
| – | – |
|
2496
CNX Resources
CNX
$4.99B
| $5.31M | ﹤0.01% |
806,389
-470,536
| -37% | -$3.33M |
|
|
CTG
2497
DELISTED
Computer Task Group, Inc.
CTG
| $5.26M | ﹤0.01% |
795,085
+21,498
| +3% | +$146K |
|
2498
Stratasys
SSYS
$663M
| $5.25M | ﹤0.01% |
223,602
-20,892
| -9% | -$550K |
|
2499
Dorian LPG
LPG
$2.48B
| $5.23M | ﹤0.01% |
444,342
+284,603
| +178% | +$3.42M |
|
|
WG
2500
DELISTED
Willbros Group
WG
| $5.23M | ﹤0.01% |
1,942,886
+107,882
| +6% | +$261K |
|
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.