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 | |
|---|---|---|---|---|---|---|
|
GHL
1676
DELISTED
Greenhill & Co., Inc.
GHL
| $22.6M | 0.01% |
790,290
-68,255
| -8% | -$1.84M |
|
1677
Hasbro
HAS
$12.5B
| $22.6M | 0.01% |
335,447
+18,511
| +6% | +$1.36M |
|
1678
Towne Bank
TOWN
$3.43B
| $22.6M | 0.01% |
1,082,318
+4,392
| +0.4% | +$92.9K |
|
|
LMNX
1679
DELISTED
Luminex Corp
LMNX
| $22.6M | 0.01% |
1,054,266
+162,753
| +18% | +$3.28M |
|
1680
Lindsay Corp
LNN
$1.19B
| $22.5M | 0.01% |
311,253
-387
| -0.1% | -$26.8K |
|
1681
LXP Industrial Trust
LXP
$3.59B
| $22.5M | 0.01% |
563,259
+9,693
| +2% | +$411K |
|
|
USCR
1682
DELISTED
U S Concrete, Inc.
USCR
| $22.5M | 0.01% |
427,365
+138,018
| +48% | +$7.68M |
|
|
COBZ
1683
DELISTED
CoBiz Financial,Inc
COBZ
| $22.5M | 0.01% |
1,676,704
+66,242
| +4% | +$868K |
|
1684
TriCo Bancshares
TCBK
$1.72B
| $22.5M | 0.01% |
818,975
+56,513
| +7% | +$1.54M |
|
|
OSG
1685
Octave Specialty Group
OSG
$201M
| $22.5M | 0.01% |
1,593,942
+14,163
| +0.9% | +$218K |
|
1686
Honda
HMC
$42.2B
| $22.4M | 0.01% |
702,771
+15,381
| +2% | +$499K |
|
|
CSS
1687
DELISTED
CSS Industries, Inc.
CSS
| $22.4M | 0.01% |
789,875
-4,466
| -0.6% | -$124K |
|
1688
Expeditors International
EXPD
$24.6B
| $22.4M | 0.01% |
496,667
+22,322
| +5% | +$1.08M |
|
1689
SLM Corp
SLM
$4.7B
| $22.4M | 0.01% |
3,434,687
+85,438
| +3% | +$580K |
|
|
S
1690
DELISTED
Sprint Corporation
S
| $22.4M | 0.01% |
6,183,522
-126,896
| -2% | -$521K |
|
|
ROIC
1691
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $22.3M | 0.01% |
1,248,232
+54,183
| +5% | +$966K |
|
1692
HealthStream
HSTM
$893M
| $22.3M | 0.01% |
1,015,508
+20,056
| +2% | +$468K |
|
1693
Synopsys
SNPS
$73B
| $22.3M | 0.01% |
488,643
+18,953
| +4% | +$917K |
|
1694
Cadence Design Systems
CDNS
$77.3B
| $22.3M | 0.01% |
1,070,564
+28,256
| +3% | +$613K |
|
1695
Natural Gas Services Group
NGS
$462M
| $22.2M | 0.01% |
996,460
+37,504
| +4% | +$814K |
|
1696
Modine Manufacturing
MOD
$9.82B
| $22.2M | 0.01% |
2,455,263
+61,188
| +3% | +$536K |
|
|
WLH
1697
DELISTED
WILLIAM LYON HOMES
WLH
| $22.2M | 0.01% |
1,345,644
+235,568
| +21% | +$4.43M |
|
|
EPAY
1698
DELISTED
Bottomline Technologies Inc
EPAY
| $22.2M | 0.01% |
746,771
-1,787
| -0.2% | -$50.5K |
|
|
CKEC
1699
DELISTED
Carmike Cinemas Inc
CKEC
| $22.2M | 0.01% |
967,210
+341
| +0% | +$7.89K |
|
1700
Donaldson
DCI
$9.97B
| $22.1M | 0.01% |
772,790
+60,886
| +9% | +$1.79M |
|
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.