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 | |
|---|---|---|---|---|---|---|
|
RSE
2601
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
| $4.03M | ﹤0.01% |
276,484
+16,657
| +6% | +$272K |
|
2602
Vaalco Energy
EGY
$562M
| $4.02M | ﹤0.01% |
2,512,356
-231,895
| -8% | -$433K |
|
|
GOOD
2603
Gladstone Commercial Corp
GOOD
$623M
| $4.02M | ﹤0.01% |
275,518
+36,150
| +15% | +$542K |
|
2604
Option Care Health
OPCH
$3.58B
| $4M | ﹤0.01% |
571,025
-192,670
| -25% | -$1.54M |
|
|
MOFG
2605
DELISTED
MidWestOne Financial Group
MOFG
| $3.98M | ﹤0.01% |
130,806
+2,587
| +2% | +$79.7K |
|
|
PGNX
2606
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $3.96M | ﹤0.01% |
646,263
-12,117
| -2% | -$79.4K |
|
|
WSR
2607
DELISTED
Whitestone REIT
WSR
| $3.96M | ﹤0.01% |
329,715
+43,552
| +15% | +$524K |
|
2608
Century Communities
CCS
$1.98B
| $3.95M | ﹤0.01% |
222,899
+143,917
| +182% | +$2.72M |
|
2609
Natural Alternatives International
NAII
$13.9M
| $3.95M | ﹤0.01% |
381,589
+7,798
| +2% | +$57.1K |
|
2610
Beazer Homes USA
BZH
$888M
| $3.94M | ﹤0.01% |
342,985
-5,072
| -1% | -$69.5K |
|
|
STRP
2611
DELISTED
Straight Path Communications Inc.
STRP
| $3.92M | ﹤0.01% |
228,691
-53,917
| -19% | -$1.27M |
|
|
STRR
2612
Star Equity Holdings
STRR
$40.1M
| $3.91M | ﹤0.01% |
133,820
-124
| -0.1% | -$3.09K |
|
|
VMW
2613
DELISTED
VMware, Inc
VMW
| $3.88M | ﹤0.01% |
68,526
+5,831
| +9% | +$363K |
|
|
DGICB
2614
Donegal Group Class B
DGICB
$811M
| $3.86M | ﹤0.01% |
233,787
| – | – |
|
2615
eHealth
EHTH
$41.9M
| $3.85M | ﹤0.01% |
385,642
+12,991
| +3% | +$155K |
|
|
BSQR
2616
DELISTED
BSQUARE Corporation
BSQR
| $3.83M | ﹤0.01% |
629,473
+63,437
| +11% | +$503K |
|
|
ZINC
2617
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $3.83M | ﹤0.01% |
1,866,699
-456,014
| -20% | -$1.27M |
|
2618
Crawford & Co Class A
CRD.A
$542M
| $3.79M | ﹤0.01% |
748,182
-3,928
| -0.5% | -$21.3K |
|
2619
Zillow
ZG
$7.85B
| $3.79M | ﹤0.01% |
145,376
+80,435
| +124% | +$2.29M |
|
2620
Mizuho Financial
MFG
$120B
| $3.77M | ﹤0.01% |
934,473
+12,200
| +1% | +$49.4K |
|
2621
Nice
NICE
$6.15B
| $3.76M | ﹤0.01% |
65,586
-3,387
| -5% | -$202K |
|
2622
Green Brick Partners
GRBK
$3.09B
| $3.75M | ﹤0.01% |
520,932
+186,290
| +56% | +$1.66M |
|
|
DEST
2623
DELISTED
Destination Maternity Corporation
DEST
| $3.74M | ﹤0.01% |
428,743
-33,956
| -7% | -$262K |
|
2624
Groupon
GRPN
$1.03B
| $3.72M | ﹤0.01% |
60,554
-439
| -0.7% | -$28.2K |
|
|
PPIH
2625
Perma-Pipe International
PPIH
$189M
| $3.71M | ﹤0.01% |
566,759
-6,602
| -1% | -$37.7K |
|
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 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.