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 | |
|---|---|---|---|---|---|---|
1726
Oneok
OKE
$58.8B
| $21.3M | 0.01% |
865,879
+13,812
| +2% | +$415K |
|
|
CBR
1727
DELISTED
CIBER Inc.
CBR
| $21.3M | 0.01% |
6,076,304
+43,680
| +0.7% | +$154K |
|
|
VEDL
1728
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $21.3M | 0.01% |
3,835,321
+20,283
| +0.5% | +$116K |
|
|
PAY
1729
DELISTED
Verifone Systems Inc
PAY
| $21.2M | 0.01% |
757,874
+58,753
| +8% | +$1.7M |
|
|
ABAX
1730
DELISTED
Abaxis Inc
ABAX
| $21.2M | 0.01% |
381,040
+26,941
| +8% | +$1.36M |
|
1731
Core Laboratories
CLB
$523M
| $21.2M | 0.01% |
194,971
-5,193
| -3% | -$594K |
|
|
CTCT
1732
DELISTED
CONSTANT CONTACT, INC COM
CTCT
| $21.2M | 0.01% |
724,916
+1,242
| +0.2% | +$35.8K |
|
|
MFLX
1733
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
| $21.2M | 0.01% |
1,024,330
+60,129
| +6% | +$1.26M |
|
1734
FerroAtlántica
GSM
$796M
| $21.2M | 0.01% |
1,969,505
-98,840
| -5% | -$1.13M |
|
1735
Motorola Solutions
MSI
$76.1B
| $21.2M | 0.01% |
309,130
+19,261
| +7% | +$1.34M |
|
1736
VeriSign
VRSN
$27.3B
| $21.2M | 0.01% |
242,170
+9,051
| +4% | +$755K |
|
|
WMGI
1737
DELISTED
Wright Medical Group Inc
WMGI
| $21.1M | 0.01% |
874,411
+327,139
| +60% | +$7.09M |
|
|
VASC
1738
DELISTED
Vascular Solutions Inc
VASC
| $21.1M | 0.01% |
614,337
+23,334
| +4% | +$791K |
|
|
SYT
1739
DELISTED
Syngenta Ag
SYT
| $21.1M | 0.01% |
268,196
-18,639
| -6% | -$1.33M |
|
1740
Future Fuel
FF
$240M
| $21.1M | 0.01% |
1,559,271
+138,031
| +10% | +$1.93M |
|
|
RUTH
1741
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $21M | 0.01% |
1,322,080
+61,212
| +5% | +$999K |
|
1742
CMS Energy
CMS
$20.8B
| $21M | 0.01% |
582,988
+23,439
| +4% | +$836K |
|
|
GTLS
1743
DELISTED
Chart Industries
GTLS
| $21M | 0.01% |
1,169,721
+42,756
| +4% | +$858K |
|
1744
Nu Skin
NUS
$224M
| $21M | 0.01% |
554,049
+1,210
| +0.2% | +$44.6K |
|
1745
Astronics
ATRO
$2.79B
| $21M | 0.01% |
817,292
-133,583
| -14% | -$3.2M |
|
|
REIS
1746
DELISTED
Reis, Inc.
REIS
| $21M | 0.01% |
883,425
+3,771
| +0.4% | +$90.8K |
|
1747
Miller Industries
MLR
$630M
| $21M | 0.01% |
962,410
+1,100
| +0.1% | +$24K |
|
1748
Rush Enterprises Class B
RUSHB
$6.65B
| $21M | 0.01% |
3,228,896
| – | – |
|
|
BFIN
1749
DELISTED
BankFinancial
BFIN
| $20.9M | 0.01% |
1,655,566
+32,259
| +2% | +$410K |
|
|
MDR
1750
DELISTED
McDermott International
MDR
| $20.9M | 0.01% |
2,078,138
+145,495
| +8% | +$1.99M |
|
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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.