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 | |
|---|---|---|---|---|---|---|
651
Southern Company
SO
$108B
| $63.1M | 0.04% |
1,348,173
+86,034
| +7% | +$3.9M |
|
652
Integra LifeSciences
IART
$1.28B
| $62.9M | 0.04% |
1,856,464
+22,678
| +1% | +$709K |
|
653
Broadcom
AVGO
$1.76T
| $62.7M | 0.04% |
4,320,800
+336,640
| +8% | +$4.37M |
|
|
TRK
654
DELISTED
Speedway Motorsports, Inc.
TRK
| $62.7M | 0.04% |
3,023,988
+8,187
| +0.3% | +$157K |
|
|
PHH
655
DELISTED
PHH Corporation
PHH
| $62.5M | 0.04% |
3,859,562
-475,973
| -11% | -$7.37M |
|
|
MENT
656
DELISTED
Mentor Graphics Corp
MENT
| $62.3M | 0.04% |
3,380,032
-55,851
| -2% | -$1.28M |
|
657
Papa John's
PZZA
$1.01B
| $62.2M | 0.04% |
1,114,096
-81,739
| -7% | -$5.05M |
|
|
WFT
658
DELISTED
Weatherford International plc
WFT
| $62.2M | 0.04% |
7,417,935
-904,671
| -11% | -$8.92M |
|
659
Nelnet
NNI
$4.96B
| $62M | 0.04% |
1,846,192
+45,050
| +3% | +$1.51M |
|
|
BMR
660
DELISTED
BIOMED REALTY TRUST INC
BMR
| $61.8M | 0.04% |
2,607,667
-21,565
| -0.8% | -$501K |
|
|
PPLI
661
People Inc
PPLI
$3.12B
| $61.7M | 0.04% |
5,750,758
+249,616
| +5% | +$2.89M |
|
|
OPLN
662
Openlane
OPLN
$4.28B
| $61.7M | 0.04% |
4,403,136
+58,866
| +1% | +$833K |
|
663
ePlus
PLUS
$2.43B
| $61.7M | 0.04% |
2,646,224
-29,816
| -1% | -$670K |
|
664
Cracker Barrel
CBRL
$1.26B
| $61.6M | 0.04% |
485,765
+41,526
| +9% | +$5.6M |
|
665
Azenta
AZTA
$1.3B
| $61.4M | 0.04% |
5,747,113
+12,771
| +0.2% | +$145K |
|
|
TCO
666
DELISTED
Taubman Centers Inc.
TCO
| $61.4M | 0.04% |
799,678
+10,388
| +1% | +$774K |
|
667
EPAM Systems
EPAM
$5.58B
| $61.3M | 0.04% |
779,089
+3,678
| +0.5% | +$287K |
|
|
PRXL
668
DELISTED
Parexel International Corp
PRXL
| $61.2M | 0.04% |
898,959
-28,126
| -3% | -$1.83M |
|
669
AZZ Inc
AZZ
$4.24B
| $61.2M | 0.04% |
1,101,838
+46,090
| +4% | +$2.57M |
|
670
Avient
AVNT
$3.29B
| $61.2M | 0.04% |
1,925,714
+107,475
| +6% | +$3.59M |
|
671
Cirrus Logic
CRUS
$6.76B
| $61M | 0.04% |
2,065,519
-418,190
| -17% | -$13M |
|
|
MZTI
672
The Marzetti Company
MZTI
$3.05B
| $60.9M | 0.04% |
527,603
+22,600
| +4% | +$2.47M |
|
673
Innospec
IOSP
$2.09B
| $60.9M | 0.04% |
1,120,831
+102,451
| +10% | +$5.65M |
|
674
Glacier Bancorp
GBCI
$6.36B
| $60.6M | 0.04% |
2,283,389
+104,293
| +5% | +$2.88M |
|
675
Steris
STE
$22.9B
| $60.5M | 0.04% |
801,875
+351,876
| +78% | +$25.4M |
|
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.