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 | |
|---|---|---|---|---|---|---|
2176
Inogen
INGN
$136M
| $11M | 0.01% |
274,332
+155,800
| +131% | +$6.59M |
|
2177
Westwood Holdings Group
WHG
$177M
| $10.9M | 0.01% |
210,186
+10,947
| +5% | +$616K |
|
2178
Quad
QUAD
$496M
| $10.9M | 0.01% |
1,173,975
-42,655
| -4% | -$459K |
|
2179
Mesa Laboratories
MLAB
$701M
| $10.9M | 0.01% |
109,440
+2,602
| +2% | +$278K |
|
|
TMHC
2180
DELISTED
Taylor Morrison
TMHC
| $10.8M | 0.01% |
677,369
+121,459
| +22% | +$2.14M |
|
|
POM
2181
DELISTED
PEPCO HOLDINGS, INC.
POM
| $10.8M | 0.01% |
415,861
-9,407
| -2% | -$246K |
|
2182
Preformed Line Products
PLPC
$1.94B
| $10.8M | 0.01% |
256,925
-352
| -0.1% | -$14.6K |
|
|
GSIG
2183
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
| $10.7M | 0.01% |
787,569
+32,859
| +4% | +$451K |
|
|
GIFI
2184
DELISTED
Gulf Island Fabrication
GIFI
| $10.7M | 0.01% |
1,020,553
+29,514
| +3% | +$315K |
|
2185
ServiceNow
NOW
$145B
| $10.7M | 0.01% |
616,540
+44,500
| +8% | +$735K |
|
2186
Crown Castle
CCI
$31.2B
| $10.6M | 0.01% |
122,986
+2,551
| +2% | +$217K |
|
2187
United States Lime & Minerals
USLM
$3.27B
| $10.6M | 0.01% |
965,610
-2,745
| -0.3% | -$28.1K |
|
|
JOY
2188
DELISTED
Joy Global Inc
JOY
| $10.6M | 0.01% |
841,518
-101,599
| -11% | -$1.54M |
|
2189
IDT Corp
IDT
$1.73B
| $10.6M | 0.01% |
1,286,187
-22,305
| -2% | -$203K |
|
2190
Consumer Portfolio Services
CPSS
$205M
| $10.6M | 0.01% |
2,039,699
+904,999
| +80% | +$4.64M |
|
|
ARMH
2191
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $10.6M | 0.01% |
233,657
+10,443
| +5% | +$493K |
|
|
LUB
2192
DELISTED
Luby's Inc.
LUB
| $10.5M | 0.01% |
2,357,898
-7,237
| -0.3% | -$33.8K |
|
|
ZVO
2193
DELISTED
Zovio Inc. Common Stock
ZVO
| $10.5M | 0.01% |
1,384,522
+63,518
| +5% | +$507K |
|
|
YELL
2194
DELISTED
Yellow Corporation Common Stock
YELL
| $10.5M | 0.01% |
742,968
+333,521
| +81% | +$5.24M |
|
|
ASCMA
2195
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
| $10.5M | 0.01% |
629,851
+7,478
| +1% | +$161K |
|
2196
Targa Resources
TRGP
$61.1B
| $10.5M | 0.01% |
389,000
-5,409
| -1% | -$240K |
|
2197
Capital City Bank Group
CCBG
$858M
| $10.5M | 0.01% |
682,485
+6,675
| +1% | +$104K |
|
|
KMG
2198
DELISTED
KMG Chemicals Inc
KMG
| $10.5M | 0.01% |
454,309
-11,193
| -2% | -$236K |
|
2199
Ecopetrol
EC
$35.9B
| $10.4M | 0.01% |
1,490,450
-15,700
| -1% | -$135K |
|
|
SRDX
2200
DELISTED
Surmodics
SRDX
| $10.4M | 0.01% |
515,134
+1,970
| +0.4% | +$41.8K |
|
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.