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 | |
|---|---|---|---|---|---|---|
|
EXPR
701
DELISTED
Express, Inc.
EXPR
| $59.2M | 0.04% |
171,178
+24,333
| +17% | +$8.77M |
|
|
ELNK
702
DELISTED
EarthLink Holdings Corp.
ELNK
| $59.1M | 0.04% |
7,956,637
+157,951
| +2% | +$1.33M |
|
703
Omnicom Group
OMC
$22.7B
| $59M | 0.04% |
780,332
+19,650
| +3% | +$1.44M |
|
|
LPT
704
DELISTED
Liberty Property Trust
LPT
| $59M | 0.04% |
1,899,055
+25,458
| +1% | +$844K |
|
705
Viasat
VSAT
$9.67B
| $59M | 0.04% |
966,395
-4,964
| -0.5% | -$316K |
|
706
Dine Brands
DIN
$462M
| $58.8M | 0.04% |
694,595
+43,190
| +7% | +$3.7M |
|
707
Sonic Automotive
SAH
$3.56B
| $58.8M | 0.04% |
2,581,396
+191,591
| +8% | +$4.47M |
|
708
Take-Two Interactive
TTWO
$46.1B
| $58.7M | 0.04% |
1,685,926
-13,092
| -0.8% | -$441K |
|
709
Dominion Energy
D
$62.1B
| $58.7M | 0.04% |
867,319
+58,715
| +7% | +$4.06M |
|
710
Scansource
SCSC
$1.17B
| $58.6M | 0.04% |
1,819,478
+219,140
| +14% | +$8.09M |
|
711
Shenandoah Telecom
SHEN
$678M
| $58.6M | 0.04% |
2,722,434
+30,486
| +1% | +$704K |
|
712
Yum! Brands
YUM
$41.9B
| $58.5M | 0.04% |
1,114,800
+58,648
| +6% | +$3.06M |
|
|
AYR
713
DELISTED
Aircastle Ltd
AYR
| $58.5M | 0.04% |
2,802,625
+366,814
| +15% | +$7.73M |
|
|
DGI
714
DELISTED
DigitalGlobe Inc.
DGI
| $58.5M | 0.04% |
3,738,546
+69,557
| +2% | +$1.22M |
|
|
BWLD
715
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $58.5M | 0.04% |
366,392
+14,591
| +4% | +$2.43M |
|
|
WGL
716
DELISTED
Wgl Holdings
WGL
| $58.5M | 0.04% |
928,230
+13,249
| +1% | +$808K |
|
717
Idacorp
IDA
$8B
| $58.4M | 0.04% |
859,354
+3,073
| +0.4% | +$207K |
|
718
Keurig Dr Pepper
KDP
$42.8B
| $58.4M | 0.04% |
626,448
+24,721
| +4% | +$2.19M |
|
|
SONC
719
DELISTED
Sonic Corp
SONC
| $58.1M | 0.04% |
1,797,846
-53,902
| -3% | -$1.54M |
|
720
American Airlines Group
AAL
$9.82B
| $58M | 0.04% |
1,370,460
+69,088
| +5% | +$2.99M |
|
721
Cardinal Health
CAH
$53.7B
| $57.9M | 0.04% |
648,883
+36,179
| +6% | +$3.07M |
|
722
Myriad Genetics
MYGN
$476M
| $57.9M | 0.04% |
1,341,041
+125,196
| +10% | +$5.29M |
|
723
Apogee Enterprises
APOG
$833M
| $57.8M | 0.04% |
1,328,009
-79,097
| -6% | -$3.82M |
|
724
Wolfspeed
WOLF
$1.04B
| $57.7M | 0.04% |
2,162,172
+729,341
| +51% | +$18.9M |
|
725
HUB Group
HUBG
$2.92B
| $57.6M | 0.04% |
3,497,908
+389,334
| +13% | +$7.26M |
|
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.