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 | |
|---|---|---|---|---|---|---|
1926
Gartner
IT
$11.9B
| $16.7M | 0.01% |
184,051
+5,434
| +3% | +$481K |
|
1927
Sabra Healthcare REIT
SBRA
$5.18B
| $16.7M | 0.01% |
824,662
+23,098
| +3% | +$486K |
|
|
MRLN
1928
DELISTED
Marlin Business Services Corp
MRLN
| $16.7M | 0.01% |
1,037,523
+15,029
| +1% | +$254K |
|
|
TESO
1929
DELISTED
Tesco Corp
TESO
| $16.7M | 0.01% |
2,300,177
+25,710
| +1% | +$201K |
|
|
FARO
1930
DELISTED
Faro Technologies
FARO
| $16.7M | 0.01% |
564,077
-24,639
| -4% | -$775K |
|
|
SC
1931
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $16.6M | 0.01% |
1,049,746
+101,537
| +11% | +$1.86M |
|
|
PHIIK
1932
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $16.6M | 0.01% |
1,012,611
-20,753
| -2% | -$414K |
|
|
NATI
1933
DELISTED
National Instruments Corp
NATI
| $16.6M | 0.01% |
577,984
+33,627
| +6% | +$995K |
|
|
RFP
1934
DELISTED
Resolute Forest Products Inc.
RFP
| $16.5M | 0.01% |
2,184,695
+49,609
| +2% | +$404K |
|
|
TUES
1935
DELISTED
Tuesday Morning Corp
TUES
| $16.5M | 0.01% |
2,539,815
-26,848
| -1% | -$166K |
|
1936
Zumiez
ZUMZ
$207M
| $16.5M | 0.01% |
1,091,666
-106,167
| -9% | -$1.72M |
|
|
TBRG
1937
DELISTED
TruBridge
TBRG
| $16.5M | 0.01% |
331,540
-24,341
| -7% | -$1.09M |
|
1938
Buckle
BKE
$2.07B
| $16.5M | 0.01% |
534,612
+501
| +0.1% | +$16.6K |
|
1939
ATI
ATI
$24.6B
| $16.4M | 0.01% |
1,457,217
+128,448
| +10% | +$1.77M |
|
1940
First Bancorp
FBP
$4.24B
| $16.4M | 0.01% |
5,041,116
+26,087
| +0.5% | +$96.4K |
|
|
BKMU
1941
DELISTED
Bank Mutual Corp
BKMU
| $16.4M | 0.01% |
2,100,389
+62,962
| +3% | +$474K |
|
1942
Johnson Outdoors
JOUT
$474M
| $16.4M | 0.01% |
747,386
+2,559
| +0.3% | +$58.4K |
|
|
CGI
1943
DELISTED
Celadon Group Inc
CGI
| $16.4M | 0.01% |
1,653,285
-16,101
| -1% | -$218K |
|
1944
First Bancorp
FBNC
$2.6B
| $16.3M | 0.01% |
871,890
+30,415
| +4% | +$568K |
|
1945
Tesla
TSLA
$1.45T
| $16.3M | 0.01% |
1,020,060
+52,425
| +5% | +$784K |
|
|
WDR
1946
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $16.3M | 0.01% |
568,871
+52,610
| +10% | +$1.81M |
|
1947
Knowles
KN
$3.05B
| $16.3M | 0.01% |
1,222,607
+1,336
| +0.1% | +$22.8K |
|
|
THR
1948
DELISTED
Thermon Group Holdings
THR
| $16.3M | 0.01% |
962,765
+102,841
| +12% | +$1.96M |
|
1949
Brookdale Senior Living
BKD
$2.79B
| $16.3M | 0.01% |
881,607
+71,381
| +9% | +$1.54M |
|
|
UCFC
1950
DELISTED
United Community Financial Corp
UCFC
| $16.3M | 0.01% |
2,758,303
+9,543
| +0.3% | +$53.8K |
|
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.