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 | 19.04% |
| 2 | Industrials | 13.42% |
| 3 | Technology | 11.6% |
| 4 | Consumer Discretionary | 9.68% |
| 5 | Healthcare | 9.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
501
First Merchants
FRME
$2.69B
| $77.1M | 0.05% |
3,032,365
+15,264
| +0.5% | +$402K |
|
502
United Rentals
URI
$65.7B
| $77M | 0.05% |
1,061,897
+137,717
| +15% | +$9.95M |
|
503
Lithia Motors
LAD
$9.75B
| $76.8M | 0.05% |
720,318
+34,754
| +5% | +$3.99M |
|
|
RAI
504
DELISTED
Reynolds American Inc
RAI
| $76.7M | 0.05% |
1,662,536
+68,355
| +4% | +$3.16M |
|
|
CTB
505
DELISTED
Cooper Tire & Rubber Co.
CTB
| $76.5M | 0.05% |
2,020,937
+66,146
| +3% | +$2.7M |
|
506
Emergent Biosolutions
EBS
$379M
| $76.5M | 0.05% |
1,911,645
+112,452
| +6% | +$3.92M |
|
507
Ziff Davis
ZD
$2B
| $76.3M | 0.05% |
1,066,556
+3,328
| +0.3% | +$226K |
|
|
TPH
508
DELISTED
Tri Pointe Homes
TPH
| $76.1M | 0.05% |
6,004,392
+1,706,042
| +40% | +$22.8M |
|
|
TCF
509
DELISTED
TCF Financial Corporation Common Stock
TCF
| $75.9M | 0.05% |
2,215,862
+87,971
| +4% | +$3.05M |
|
510
T-Mobile US
TMUS
$195B
| $75.7M | 0.05% |
1,935,810
+22,047
| +1% | +$852K |
|
511
Dillards
DDS
$9.2B
| $75.5M | 0.05% |
1,149,179
-14,863
| -1% | -$1.2M |
|
|
QLGC
512
DELISTED
QLOGIC CORP
QLGC
| $75.5M | 0.05% |
6,190,155
+116,622
| +2% | +$1.41M |
|
513
Bank OZK
OZK
$5.63B
| $75.4M | 0.05% |
1,524,991
+19,482
| +1% | +$979K |
|
|
TGI
514
DELISTED
Triumph Group
TGI
| $75.2M | 0.05% |
1,892,759
+55,888
| +3% | +$2.26M |
|
515
Mitsubishi UFJ Financial
MUFG
$247B
| $75.2M | 0.05% |
12,083,433
+41,800
| +0.3% | +$270K |
|
516
O'Reilly Automotive
ORLY
$75.1B
| $75.1M | 0.05% |
4,442,670
+120,225
| +3% | +$2.08M |
|
|
CBM
517
DELISTED
Cambrex Corporation
CBM
| $74.8M | 0.05% |
1,589,449
+47,279
| +3% | +$2.27M |
|
|
ACH
518
Accendra Health
ACH
$254M
| $74.7M | 0.05% |
2,076,681
+190,666
| +10% | +$6.9M |
|
|
VSTO
519
DELISTED
Vista Outdoor Inc.
VSTO
| $74.3M | 0.05% |
1,670,027
+418,286
| +33% | +$18.3M |
|
|
FNFG
520
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $74.1M | 0.05% |
6,832,181
-6,863
| -0.1% | -$73.2K |
|
521
Genesco
GCO
$434M
| $74.1M | 0.05% |
1,303,687
+302,184
| +30% | +$17.5M |
|
522
Regeneron Pharmaceuticals
REGN
$72.9B
| $74.1M | 0.05% |
136,447
+7,316
| +6% | +$3.96M |
|
|
PXD
523
DELISTED
Pioneer Natural Resource Co.
PXD
| $74.1M | 0.05% |
590,675
+146,830
| +33% | +$20.2M |
|
|
RSPP
524
DELISTED
RSP Permian, Inc.
RSPP
| $74.1M | 0.05% |
3,036,256
+918,928
| +43% | +$24.4M |
|
|
BRCD
525
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $74M | 0.05% |
8,058,859
+197,446
| +3% | +$1.94M |
|
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 19% of assets, up from 19% 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.