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 | |
|---|---|---|---|---|---|---|
|
NAME
2851
DELISTED
Rightside Group, Ltd.
NAME
| $1.7M | ﹤0.01% |
204,507
-253
| -0.1% | -$2.05K |
|
|
FSBK
2852
DELISTED
First South Bancorp Inc/VA
FSBK
| $1.69M | ﹤0.01% |
196,978
-201
| -0.1% | -$1.69K |
|
2853
Eldorado Gold
EGO
$8.33B
| $1.68M | ﹤0.01% |
113,360
-779
| -0.7% | -$13.1K |
|
2854
3D Systems Corp
DDD
$405M
| $1.68M | ﹤0.01% |
192,719
+1,500
| +0.8% | +$15.5K |
|
2855
Radiant Logistics
RLGT
$400M
| $1.67M | ﹤0.01% |
485,631
+28,467
| +6% | +$112K |
|
2856
Virco
VIRC
$94.8M
| $1.65M | ﹤0.01% |
495,677
+2,917
| +0.6% | +$9.91K |
|
|
MN
2857
DELISTED
MANNING & NAPIER, INC.
MN
| $1.65M | ﹤0.01% |
194,520
+5,316
| +3% | +$45K |
|
|
TAX
2858
DELISTED
Liberty Tax, Inc. Class A
TAX
| $1.64M | ﹤0.01% |
68,935
+12,562
| +22% | +$286K |
|
|
MRVC
2859
DELISTED
MRV Communications Inc
MRVC
| $1.62M | ﹤0.01% |
132,519
-4,168
| -3% | -$56.1K |
|
2860
Innodata
INOD
$1.81B
| $1.58M | ﹤0.01% |
554,817
| – | – |
|
2861
Sypris Solutions
SYPR
$42.6M
| $1.57M | ﹤0.01% |
1,442,627
-13,260
| -0.9% | -$16K |
|
2862
QCR Holdings
QCRH
$1.68B
| $1.57M | ﹤0.01% |
64,588
+11,837
| +22% | +$276K |
|
2863
Shore Bancshares
SHBI
$820M
| $1.57M | ﹤0.01% |
144,210
+3,542
| +3% | +$36K |
|
2864
Citizens Community Bancorp
CZWI
$212M
| $1.56M | ﹤0.01% |
165,548
| – | – |
|
|
CVLY
2865
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $1.56M | ﹤0.01% |
93,104
+616
| +0.7% | +$10.3K |
|
|
GPIC
2866
DELISTED
Gaming Partners International Corporation
GPIC
| $1.55M | ﹤0.01% |
174,456
| – | – |
|
2867
AMCON Distributing
DIT
$60.5M
| $1.51M | ﹤0.01% |
28,097
| – | – |
|
|
CETV
2868
DELISTED
Central European Media Enterprises Ltd
CETV
| $1.51M | ﹤0.01% |
562,316
-64,604
| -10% | -$145K |
|
|
FLIC
2869
DELISTED
First of Long Island Corp
FLIC
| $1.51M | ﹤0.01% |
75,333
+24,310
| +48% | +$472K |
|
2870
Fuel Tech
FTEK
$43M
| $1.5M | ﹤0.01% |
792,080
-49,082
| -6% | -$101K |
|
|
QADB
2871
DELISTED
QAD Inc. Class B
QADB
| $1.49M | ﹤0.01% |
80,854
| – | – |
|
2872
Optical Cable Corp
OCC
$113M
| $1.48M | ﹤0.01% |
518,200
| – | – |
|
2873
Beasley Broadcasting Group
BBGI
$35.3M
| $1.48M | ﹤0.01% |
20,563
| – | – |
|
|
TNGO
2874
DELISTED
Tangoe, Inc.
TNGO
| $1.48M | ﹤0.01% |
175,914
+300
| +0.2% | +$2.4K |
|
2875
Open Text
OTEX
$6.28B
| $1.47M | ﹤0.01% |
61,460
+2,200
| +4% | +$51.9K |
|
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.