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 | |
|---|---|---|---|---|---|---|
1576
Federal Agricultural Mortgage
AGM
$2.42B
| $25.3M | 0.02% |
802,536
+3,115
| +0.4% | +$93.7K |
|
|
CBB
1577
DELISTED
Cincinnati Bell Inc.
CBB
| $25.3M | 0.02% |
1,406,907
+30,666
| +2% | +$555K |
|
|
ANSS
1578
DELISTED
Ansys
ANSS
| $25.3M | 0.02% |
273,577
+10,243
| +4% | +$945K |
|
|
PTVCB
1579
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $25.3M | 0.02% |
1,052,242
+11,245
| +1% | +$264K |
|
|
WPG
1580
DELISTED
Washington Prime Group Inc.
WPG
| $25.3M | 0.02% |
264,671
+10,951
| +4% | +$1.11M |
|
|
ILG
1581
DELISTED
ILG, Inc Common Stock
ILG
| $25.3M | 0.02% |
1,618,859
-56,104
| -3% | -$955K |
|
1582
Watsco Inc
WSO
$12.6B
| $25.3M | 0.02% |
215,741
+44,813
| +26% | +$5.52M |
|
1583
DHI Group
DHX
$217M
| $25.3M | 0.02% |
2,754,467
+39,615
| +1% | +$353K |
|
|
CVC
1584
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $25.2M | 0.02% |
791,399
-8,948
| -1% | -$283K |
|
|
IXYS
1585
DELISTED
IXYS Corp
IXYS
| $25.2M | 0.02% |
1,998,284
+146,856
| +8% | +$1.83M |
|
|
TW
1586
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
| $25.2M | 0.02% |
196,402
-2,972
| -1% | -$380K |
|
|
IPHS
1587
DELISTED
Innophos Holdings, Inc.
IPHS
| $25.2M | 0.02% |
870,500
+12,003
| +1% | +$423K |
|
1588
American Homes 4 Rent
AMH
$11.3B
| $25.2M | 0.02% |
1,512,845
+439,285
| +41% | +$7.25M |
|
1589
Builders FirstSource
BLDR
$6.21B
| $25.2M | 0.02% |
2,274,634
+530,249
| +30% | +$6.74M |
|
|
UTEK
1590
DELISTED
Ultratech Inc.
UTEK
| $25.2M | 0.02% |
1,271,145
+71,931
| +6% | +$1.2M |
|
|
VAL
1591
DELISTED
Valspar
VAL
| $25.2M | 0.02% |
303,496
+12,381
| +4% | +$1M |
|
1592
Align Technology
ALGN
$10.6B
| $25.2M | 0.02% |
382,245
+17,998
| +5% | +$1.15M |
|
|
HEES
1593
DELISTED
H&E Equipment Services
HEES
| $25.2M | 0.02% |
1,439,999
+85,357
| +6% | +$1.57M |
|
1594
Generac Holdings
GNRC
$12.2B
| $25.1M | 0.02% |
841,886
+1,200
| +0.1% | +$36K |
|
1595
Domino's
DPZ
$9.85B
| $25M | 0.02% |
225,005
-27,784
| -11% | -$2.97M |
|
1596
Douglas Dynamics
PLOW
$920M
| $25M | 0.02% |
1,187,632
+71,605
| +6% | +$1.57M |
|
1597
Keysight
KEYS
$56.4B
| $24.9M | 0.02% |
878,690
+97,992
| +13% | +$3.01M |
|
1598
WPP
WPP
$5.55B
| $24.9M | 0.02% |
216,932
+1,315
| +0.6% | +$148K |
|
|
OKSB
1599
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $24.9M | 0.02% |
1,423,156
+37,896
| +3% | +$668K |
|
1600
NETSCOUT
NTCT
$2.86B
| $24.8M | 0.02% |
807,471
-86,652
| -10% | -$2.98M |
|
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.