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 | |
|---|---|---|---|---|---|---|
|
FFKT
2426
DELISTED
Farmers Capital Bank Corp
FFKT
| $6.26M | ﹤0.01% |
230,830
+11,717
| +5% | +$314K |
|
|
MBTF
2427
DELISTED
MBT Financial Corporation
MBTF
| $6.25M | ﹤0.01% |
914,773
+6,617
| +0.7% | +$42.7K |
|
|
UBA
2428
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $6.25M | ﹤0.01% |
324,715
+21,289
| +7% | +$420K |
|
2429
Companhia Siderúrgica Nacional
SID
$1.6B
| $6.17M | ﹤0.01% |
6,305,690
-254,505
| -4% | -$312K |
|
|
DHIL
2430
DELISTED
Diamond Hill
DHIL
| $6.15M | ﹤0.01% |
32,534
+2,311
| +8% | +$463K |
|
2431
Fortinet
FTNT
$126B
| $6.13M | ﹤0.01% |
984,060
-187,160
| -16% | -$1.34M |
|
|
KYO
2432
DELISTED
Kyocera Adr
KYO
| $6.12M | ﹤0.01% |
132,771
+900
| +0.7% | +$42.6K |
|
2433
Vicor
VICR
$8.48B
| $6.12M | ﹤0.01% |
671,192
-3,659
| -0.5% | -$35.3K |
|
|
EMKR
2434
DELISTED
Emcore Corp
EMKR
| $6.09M | ﹤0.01% |
99,411
-5,732
| -5% | -$397K |
|
|
HZN
2435
DELISTED
Horizon Global Corporation
HZN
| $6.08M | ﹤0.01% |
586,530
-30,553
| -5% | -$278K |
|
2436
Telefônica Brasil
VIV
$18.9B
| $6.08M | ﹤0.01% |
673,190
-78,117
| -10% | -$774K |
|
2437
Energy Recovery
ERII
$362M
| $6.08M | ﹤0.01% |
859,229
-9,191
| -1% | -$58K |
|
|
GTY
2438
Getty Realty Corp
GTY
$1.86B
| $6.05M | ﹤0.01% |
352,984
+4,793
| +1% | +$80.2K |
|
2439
First Bancorp
FNLC
$396M
| $6.05M | ﹤0.01% |
295,412
+8,190
| +3% | +$171K |
|
|
ORAN
2440
DELISTED
Orange
ORAN
| $6.04M | ﹤0.01% |
363,510
-8,172
| -2% | -$137K |
|
|
TWTR
2441
DELISTED
Twitter, Inc.
TWTR
| $6.04M | ﹤0.01% |
261,095
+40,859
| +19% | +$1.09M |
|
2442
iShares S&P India Nifty 50 Index Fund
INDY
$528M
| $6.04M | ﹤0.01% |
222,006
+5,001
| +2% | +$138K |
|
2443
Ionis Pharmaceuticals
IONS
$7.45B
| $6.02M | ﹤0.01% |
97,216
-6,706
| -6% | -$362K |
|
|
ASFI
2444
DELISTED
Asta Funding Inc
ASFI
| $6.02M | ﹤0.01% |
757,270
+844
| +0.1% | +$6.99K |
|
|
STCN
2445
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $5.99M | ﹤0.01% |
258,885
-1,863
| -0.7% | -$48.3K |
|
2446
Comstock Resources
CRK
$3.85B
| $5.97M | ﹤0.01% |
638,086
-87,446
| -12% | -$1.05M |
|
2447
Sun Life Financial
SLF
$44.6B
| $5.96M | ﹤0.01% |
191,074
-125
| -0.1% | -$4.12K |
|
|
SPLK
2448
DELISTED
Splunk Inc
SPLK
| $5.95M | ﹤0.01% |
101,239
+5,875
| +6% | +$337K |
|
|
LAYN
2449
DELISTED
Layne Christensen Co
LAYN
| $5.94M | ﹤0.01% |
1,129,189
-69,164
| -6% | -$414K |
|
|
AMNB
2450
DELISTED
American National Bankshares Inc
AMNB
| $5.93M | ﹤0.01% |
231,684
+11,955
| +5% | +$299K |
|
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.