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 | |
|---|---|---|---|---|---|---|
2501
Fox Factory Holding Corp
FOXF
$812M
| $5.22M | ﹤0.01% |
315,689
+109,195
| +53% | +$1.93M |
|
|
MNDT
2502
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $5.21M | ﹤0.01% |
251,357
+9,981
| +4% | +$250K |
|
|
LDR
2503
DELISTED
Landauer Inc
LDR
| $5.2M | ﹤0.01% |
157,812
+32,468
| +26% | +$1.23M |
|
2504
PAR Technology
PAR
$666M
| $5.19M | ﹤0.01% |
770,997
+7,605
| +1% | +$46.9K |
|
2505
AmeriServ Financial
ASRV
$82.9M
| $5.18M | ﹤0.01% |
1,619,374
-6,193
| -0.4% | -$20.3K |
|
2506
Aware
AWRE
$26.2M
| $5.16M | ﹤0.01% |
1,581,160
+3,366
| +0.2% | +$10.8K |
|
|
NSR
2507
DELISTED
Neustar Inc
NSR
| $5.13M | ﹤0.01% |
213,912
+1,312
| +0.6% | +$33.9K |
|
|
RENT
2508
DELISTED
RENTRAK CORP
RENT
| $5.1M | ﹤0.01% |
107,351
| – | – |
|
|
FAC
2509
DELISTED
First Acceptance Corp.
FAC
| $5.09M | ﹤0.01% |
2,139,979
| – | – |
|
|
MTSN
2510
DELISTED
MATTSON TECHNOLOGY INC
MTSN
| $5.09M | ﹤0.01% |
1,442,469
+371
| +0% | +$1.04K |
|
|
CNR
2511
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $5.06M | ﹤0.01% |
407,626
+42,767
| +12% | +$488K |
|
2512
Shutterstock
SSTK
$183M
| $5.04M | ﹤0.01% |
155,873
-116,096
| -43% | -$3.82M |
|
|
SBY
2513
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $5.03M | ﹤0.01% |
321,147
+115,423
| +56% | +$1.84M |
|
2514
Caesars Entertainment
CZR
$6.05B
| $5.02M | ﹤0.01% |
456,042
| – | – |
|
2515
Turkcell
TKC
$4.29B
| $5.01M | ﹤0.01% |
589,782
-3,926
| -0.7% | -$37.5K |
|
2516
Ultralife
ULBI
$90.8M
| $5M | ﹤0.01% |
774,834
+50,253
| +7% | +$332K |
|
|
SCX
2517
DELISTED
The L.S. Starrett Company
SCX
| $4.98M | ﹤0.01% |
512,625
-5,278
| -1% | -$59.1K |
|
|
N
2518
DELISTED
Netsuite Inc
N
| $4.98M | ﹤0.01% |
58,827
+9,120
| +18% | +$780K |
|
2519
Orion Group Holdings
ORN
$369M
| $4.98M | ﹤0.01% |
1,193,515
+9,758
| +0.8% | +$42.3K |
|
2520
CareTrust REIT
CTRE
$8.97B
| $4.95M | ﹤0.01% |
452,149
-19,696
| -4% | -$218K |
|
|
KEM
2521
DELISTED
KEMET Corporation
KEM
| $4.93M | ﹤0.01% |
2,078,678
+89,908
| +5% | +$244K |
|
2522
Rigel Pharmaceuticals
RIGL
$831M
| $4.91M | ﹤0.01% |
162,082
-20,404
| -11% | -$619K |
|
|
SPNE
2523
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
| $4.9M | ﹤0.01% |
285,079
-4,387
| -2% | -$69.2K |
|
|
SUNE
2524
SUNation Energy
SUNE
$19M
| $4.88M | ﹤0.01% |
1
| – | – |
|
2525
Graham Corp
GHM
$1B
| $4.87M | ﹤0.01% |
289,243
+19,319
| +7% | +$338K |
|
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.