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 | |
|---|---|---|---|---|---|---|
|
TIVO
1501
DELISTED
TIVO INC
TIVO
| $27.1M | 0.02% |
3,136,055
+226,974
| +8% | +$2.04M |
|
1502
MGP Ingredients
MGPI
$308M
| $27M | 0.02% |
1,041,463
+55,049
| +6% | +$1.08M |
|
|
ICON
1503
DELISTED
Iconix Brand Group, Inc.
ICON
| $26.9M | 0.02% |
394,546
-35,205
| -8% | -$3.61M |
|
1504
Cognex
CGNX
$10.2B
| $26.9M | 0.02% |
1,595,066
-7,146
| -0.4% | -$127K |
|
1505
Team
TISI
$126M
| $26.9M | 0.02% |
84,159
+5,724
| +7% | +$2.02M |
|
|
CXP
1506
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $26.9M | 0.02% |
1,145,303
+290,448
| +34% | +$7.06M |
|
1507
Flowserve
FLS
$9.37B
| $26.8M | 0.02% |
637,842
+189,315
| +42% | +$8.36M |
|
|
AXON
1508
Axon Enterprise
AXON
$36.8B
| $26.8M | 0.02% |
1,552,247
-42,608
| -3% | -$853K |
|
|
ACTA
1509
DELISTED
Actua Corp
ACTA
| $26.8M | 0.02% |
2,342,534
+59,713
| +3% | +$718K |
|
1510
BancFirst
BANF
$3.66B
| $26.8M | 0.02% |
914,956
+27,062
| +3% | +$841K |
|
1511
Sonida Senior Living
SNDA
$1.86B
| $26.8M | 0.02% |
85,621
-118
| -0.1% | -$39.3K |
|
1512
Cousins Properties
CUZ
$4.66B
| $26.8M | 0.02% |
1,006,256
+12,567
| +1% | +$342K |
|
1513
Middleby
MIDD
$5.04B
| $26.8M | 0.02% |
248,172
-17,191
| -6% | -$1.91M |
|
|
CHK
1514
DELISTED
Chesapeake Energy Corporation
CHK
| $26.8M | 0.02% |
29,749
-3,489
| -10% | -$4.34M |
|
1515
Chunghwa Telecom
CHT
$35.5B
| $26.8M | 0.02% |
890,728
+11,065
| +1% | +$337K |
|
1516
Cohu
COHU
$2.6B
| $26.7M | 0.02% |
2,215,760
+9,257
| +0.4% | +$112K |
|
1517
SBA Communications
SBAC
$19.2B
| $26.7M | 0.02% |
254,090
+8,435
| +3% | +$913K |
|
|
HOS
1518
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $26.7M | 0.02% |
2,685,696
-315,707
| -11% | -$4.04M |
|
1519
City Holding Co
CHCO
$2.01B
| $26.7M | 0.02% |
584,748
-1,646
| -0.3% | -$79.1K |
|
1520
O-I Glass
OI
$953M
| $26.7M | 0.02% |
1,530,720
+119,523
| +8% | +$2.41M |
|
1521
Masco
MAS
$13.5B
| $26.6M | 0.02% |
941,229
+22,983
| +3% | +$654K |
|
|
IQNT
1522
DELISTED
Inteliquent, Inc.
IQNT
| $26.5M | 0.02% |
1,493,733
+43,737
| +3% | +$853K |
|
|
ITG
1523
DELISTED
Investment Technology Group Inc
ITG
| $26.5M | 0.02% |
1,558,824
-55,248
| -3% | -$960K |
|
|
SCMP
1524
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $26.5M | 0.02% |
1,532,411
+106,463
| +7% | +$1.91M |
|
1525
Banco Bradesco
BBD
$36.8B
| $26.5M | 0.02% |
11,698,838
-2,758,082
| -19% | -$7.24M |
|
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.