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 | 19.04% |
| 2 | Industrials | 13.42% |
| 3 | Technology | 11.6% |
| 4 | Consumer Discretionary | 9.68% |
| 5 | Healthcare | 9.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
BIN
2626
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
| $3.7M | ﹤0.01% |
157,129
| – | – |
|
|
ONIT
2627
Onity Group
ONIT
$342M
| $3.69M | ﹤0.01% |
35,347
-812
| -2% | -$85K |
|
2628
Moelis & Co
MC
$4.85B
| $3.69M | ﹤0.01% |
126,394
+74,860
| +145% | +$2.14M |
|
|
LOJN
2629
DELISTED
LO JACK CORP
LOJN
| $3.66M | ﹤0.01% |
658,769
-28,057
| -4% | -$102K |
|
2630
Vermilion Energy
VET
$1.66B
| $3.66M | ﹤0.01% |
134,733
+13,634
| +11% | +$428K |
|
|
SOCB
2631
DELISTED
SOUTHCOAST FINANCIAL CORP
SOCB
| $3.64M | ﹤0.01% |
234,280
| – | – |
|
2632
Artesian Resources
ARTNA
$360M
| $3.64M | ﹤0.01% |
131,429
+14,939
| +13% | +$383K |
|
|
POZN
2633
DELISTED
POZEN INC
POZN
| $3.63M | ﹤0.01% |
531,684
-287,070
| -35% | -$1.92M |
|
2634
Tandy Leather Factory
TLF
$19.5M
| $3.6M | ﹤0.01% |
489,984
-848
| -0.2% | -$6.13K |
|
|
FBNK
2635
DELISTED
First Connecticut Bancorp, Inc
FBNK
| $3.59M | ﹤0.01% |
206,347
+45,796
| +29% | +$791K |
|
2636
Sportsman's Warehouse
SPWH
$44.9M
| $3.59M | ﹤0.01% |
278,447
+197,579
| +244% | +$2.3M |
|
|
BMCH
2637
DELISTED
BMC Stock Holdings, Inc
BMCH
| $3.59M | ﹤0.01% |
214,357
+60,396
| +39% | +$1.02M |
|
|
KONA
2638
DELISTED
Kona Grill, Inc.
KONA
| $3.57M | ﹤0.01% |
225,326
-7,097
| -3% | -$106K |
|
|
OLP
2639
One Liberty Properties
OLP
$542M
| $3.57M | ﹤0.01% |
166,412
+4,928
| +3% | +$112K |
|
|
STZ.B
2640
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $3.57M | ﹤0.01% |
25,098
| – | – |
|
|
RSYS
2641
DELISTED
Radisys Corp
RSYS
| $3.55M | ﹤0.01% |
1,281,812
+16,303
| +1% | +$44.4K |
|
2642
Lifeway Foods
LWAY
$480M
| $3.54M | ﹤0.01% |
318,691
-1,841
| -0.6% | -$20.8K |
|
2643
Kewaunee Scientific
KEQU
$105M
| $3.54M | ﹤0.01% |
198,715
| – | – |
|
2644
Immersion
IMMR
$243M
| $3.51M | ﹤0.01% |
301,340
-41,611
| -12% | -$512K |
|
|
NCIT
2645
DELISTED
NCI, Inc.
NCIT
| $3.51M | ﹤0.01% |
257,374
+33,381
| +15% | +$498K |
|
|
BSF
2646
DELISTED
Bear State Financial, Inc.
BSF
| $3.51M | ﹤0.01% |
324,295
-7,116
| -2% | -$72.6K |
|
2647
Lipocine
LPCN
$17.1M
| $3.51M | ﹤0.01% |
15,957
+6,732
| +73% | +$1.41M |
|
2648
DMC Global
BOOM
$111M
| $3.49M | ﹤0.01% |
499,818
+10,897
| +2% | +$87.1K |
|
|
AMRB
2649
DELISTED
American River Bankshares
AMRB
| $3.48M | ﹤0.01% |
328,763
+1,102
| +0.3% | +$11.4K |
|
|
KEG
2650
DELISTED
KEY ENERGY SERVICES INC
KEG
| $3.48M | ﹤0.01% |
7,212,446
-1,197,220
| -14% | -$577K |
|
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 19% of assets, up from 19% 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.