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 | |
|---|---|---|---|---|---|---|
|
ALEX
526
DELISTED
Alexander & Baldwin
ALEX
| $74M | 0.05% |
2,094,902
+60,561
| +3% | +$2.23M |
|
527
United Airlines
UAL
$38.8B
| $73.6M | 0.05% |
1,284,354
+157,326
| +14% | +$9.08M |
|
528
Oshkosh
OSK
$8.91B
| $73.5M | 0.05% |
1,883,138
+371,855
| +25% | +$15.1M |
|
529
Huntington Bancshares
HBAN
$34B
| $73.4M | 0.05% |
6,635,854
+196,296
| +3% | +$2.19M |
|
|
KND
530
DELISTED
Kindred Healthcare
KND
| $73.1M | 0.05% |
6,140,125
-63,811
| -1% | -$826K |
|
531
Live Nation Entertainment
LYV
$42.9B
| $73.1M | 0.05% |
2,975,905
-899,833
| -23% | -$23M |
|
532
Omega Healthcare
OHI
$15.3B
| $73.1M | 0.05% |
2,090,141
+65,903
| +3% | +$2.28M |
|
|
TGNA
533
DELISTED
TEGNA Inc
TGNA
| $73.1M | 0.05% |
4,473,455
+208,192
| +5% | +$3.52M |
|
|
SHLM
534
DELISTED
Schulman (A.) Inc
SHLM
| $73M | 0.05% |
2,383,556
+13,380
| +0.6% | +$451K |
|
535
Kilroy Realty
KRC
$4.59B
| $73M | 0.05% |
1,153,575
+41,528
| +4% | +$2.72M |
|
536
ICU Medical
ICUI
$4.16B
| $73M | 0.05% |
647,060
+21,629
| +3% | +$2.39M |
|
537
Atlantic Union Bankshares
AUB
$6.05B
| $72.9M | 0.05% |
2,888,256
+177,150
| +7% | +$4.56M |
|
|
BRS
538
DELISTED
Bristow Group, Inc.
BRS
| $72.9M | 0.05% |
2,813,270
-141,003
| -5% | -$4.24M |
|
539
Green Plains
GPRE
$1.15B
| $72.9M | 0.05% |
3,181,685
-53,589
| -2% | -$1.14M |
|
|
NE
540
DELISTED
Noble Corporation
NE
| $72.8M | 0.05% |
6,901,528
+2,872,176
| +71% | +$36.2M |
|
|
LNCE
541
DELISTED
Snyders-Lance, Inc.
LNCE
| $72.7M | 0.05% |
2,120,639
+204,829
| +11% | +$7.4M |
|
542
Qorvo
QRVO
$7.9B
| $72.7M | 0.05% |
1,427,562
-309,869
| -18% | -$15.9M |
|
|
FLG
543
Flagstar Bank National Association
FLG
$5.87B
| $72.5M | 0.05% |
1,481,758
-282,614
| -16% | -$14.4M |
|
|
Y
544
DELISTED
Alleghany Corp
Y
| $72.5M | 0.05% |
151,722
-26,161
| -15% | -$12.9M |
|
545
W.P. Carey
WPC
$16.6B
| $72.5M | 0.05% |
1,254,373
+158,752
| +14% | +$9.52M |
|
546
MarketAxess Holdings
MKTX
$4.47B
| $72.5M | 0.05% |
649,410
+2,529
| +0.4% | +$259K |
|
547
Hope Bancorp
HOPE
$1.8B
| $72.3M | 0.05% |
4,199,424
+197,901
| +5% | +$3.4M |
|
548
Sonoco
SON
$5.83B
| $72.2M | 0.05% |
1,767,514
+24,569
| +1% | +$1.02M |
|
549
MasTec
MTZ
$22.7B
| $72.2M | 0.05% |
4,156,345
+1,201,540
| +41% | +$21.3M |
|
|
FISV
550
Fiserv Inc
FISV
$29.7B
| $72.2M | 0.05% |
1,578,028
+34,498
| +2% | +$1.62M |
|
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.