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 | |
|---|---|---|---|---|---|---|
2376
Foster
FSTR
$393M
| $6.99M | ﹤0.01% |
511,536
-33,303
| -6% | -$454K |
|
|
BAS
2377
DELISTED
Basis Energy Services, Inc.
BAS
| $6.99M | ﹤0.01% |
4,572
-1,684
| -27% | -$3.49M |
|
2378
Consolidated Water Co
CWCO
$454M
| $6.98M | ﹤0.01% |
570,338
-8,419
| -1% | -$97.9K |
|
|
SSRG
2379
DELISTED
SYMMETRY SURGICAL INC COMMON STK
SSRG
| $6.96M | ﹤0.01% |
756,289
-2,080
| -0.3% | -$18.5K |
|
|
BZC
2380
DELISTED
BREEZE-EASTERN CORPORATION COM
BZC
| $6.96M | ﹤0.01% |
351,288
+6,484
| +2% | +$120K |
|
2381
Horizon Bancorp
HBNC
$1B
| $6.93M | ﹤0.01% |
557,496
+43,072
| +8% | +$511K |
|
|
PFBI
2382
DELISTED
Premier Financial Bancorp
PFBI
| $6.93M | ﹤0.01% |
579,448
+110
| +0% | +$1.2K |
|
|
SGY
2383
DELISTED
Stone Energy
SGY
| $6.93M | ﹤0.01% |
28,426
-14,170
| -33% | -$4.86M |
|
|
LMIA
2384
DELISTED
LMI Aerospace Inc
LMIA
| $6.92M | ﹤0.01% |
687,094
-8,542
| -1% | -$87.9K |
|
|
ENZ
2385
DELISTED
Enzo Biochem, Inc.
ENZ
| $6.88M | ﹤0.01% |
1,529,369
-25,727
| -2% | -$109K |
|
|
TNAV
2386
DELISTED
Telenav Inc.
TNAV
| $6.88M | ﹤0.01% |
1,208,610
+10,334
| +0.9% | +$71.2K |
|
|
SNR
2387
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $6.87M | ﹤0.01% |
696,537
+318,084
| +84% | +$3.15M |
|
|
CDR
2388
DELISTED
Cedar Realty Trust, Inc
CDR
| $6.82M | ﹤0.01% |
145,843
+876
| +0.6% | +$40.2K |
|
|
PGEM
2389
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $6.81M | ﹤0.01% |
543,047
+126,379
| +30% | +$1.57M |
|
|
JMBA
2390
DELISTED
Jamba, Inc.
JMBA
| $6.8M | ﹤0.01% |
504,370
| – | – |
|
2391
Sabesp
SBS
$18.6B
| $6.79M | ﹤0.01% |
7,604,943
| – | – |
|
|
CFNB
2392
DELISTED
California First National Banc
CFNB
| $6.78M | ﹤0.01% |
521,123
| – | – |
|
|
ABMD
2393
DELISTED
Abiomed Inc
ABMD
| $6.78M | ﹤0.01% |
75,064
+12,987
| +21% | +$1.1M |
|
|
CLDT
2394
Chatham Lodging
CLDT
$598M
| $6.77M | ﹤0.01% |
330,452
+79,501
| +32% | +$1.78M |
|
2395
Kopin
KOPN
$807M
| $6.76M | ﹤0.01% |
2,486,979
-6,991
| -0.3% | -$20.5K |
|
2396
Key Tronic
KTCC
$25.6M
| $6.74M | ﹤0.01% |
886,300
+3,978
| +0.5% | +$32.3K |
|
|
SGEN
2397
DELISTED
Seagen Inc. Common Stock
SGEN
| $6.74M | ﹤0.01% |
150,072
-36,863
| -20% | -$1.53M |
|
2398
RadNet
RDNT
$5.96B
| $6.71M | ﹤0.01% |
1,085,595
-6,629
| -0.6% | -$41K |
|
|
SALE
2399
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $6.7M | ﹤0.01% |
675,423
+111,634
| +20% | +$1.08M |
|
2400
InterContinental Hotels
IHG
$22.5B
| $6.66M | ﹤0.01% |
130,222
+689
| +0.5% | +$34.7K |
|
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.