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 | |
|---|---|---|---|---|---|---|
926
Fidelity National Financial
FNF
$11.5B
| $46.2M | 0.03% |
1,918,719
+73,614
| +4% | +$1.8M |
|
927
TETRA Technologies
TTI
$930M
| $46.2M | 0.03% |
6,139,186
+312,012
| +5% | +$2.43M |
|
928
ONE Gas
OGS
$4.81B
| $46.1M | 0.03% |
918,755
+72,941
| +9% | +$3.52M |
|
929
Healthcare Realty
HR
$6.34B
| $46.1M | 0.03% |
1,708,870
+134,184
| +9% | +$3.46M |
|
|
ATSG
930
DELISTED
Air Transport Services Group
ATSG
| $46.1M | 0.03% |
4,571,113
+187,080
| +4% | +$1.77M |
|
931
Coherent
COHR
$56.8B
| $46M | 0.03% |
2,479,533
+208,852
| +9% | +$3.77M |
|
|
AVX
932
DELISTED
AVX Corporation
AVX
| $46M | 0.03% |
3,789,266
+211,007
| +6% | +$2.79M |
|
933
NBT Bancorp
NBTB
$2.68B
| $46M | 0.03% |
1,649,343
+104,926
| +7% | +$2.99M |
|
934
W.W. Grainger
GWW
$59.3B
| $46M | 0.03% |
226,945
+40,386
| +22% | +$8.3M |
|
935
Equifax
EFX
$19.2B
| $46M | 0.03% |
412,571
+13,484
| +3% | +$1.46M |
|
936
Huntsman Corp
HUN
$1.61B
| $45.9M | 0.03% |
4,038,735
-82,721
| -2% | -$980K |
|
|
DCH
937
Dauch Corp
DCH
$1.43B
| $45.8M | 0.03% |
2,419,979
+62,645
| +3% | +$1.32M |
|
|
XLNX
938
DELISTED
Xilinx Inc
XLNX
| $45.8M | 0.03% |
975,621
+29,465
| +3% | +$1.39M |
|
939
M/I Homes
MHO
$3.55B
| $45.8M | 0.03% |
2,087,737
+4,265
| +0.2% | +$97.9K |
|
940
Intuit
INTU
$85B
| $45.7M | 0.03% |
473,723
+26,777
| +6% | +$2.59M |
|
|
ALOG
941
DELISTED
Analogic Corp
ALOG
| $45.7M | 0.03% |
552,749
+33,577
| +6% | +$2.86M |
|
942
Progress Software
PRGS
$1.72B
| $45.7M | 0.03% |
1,902,305
+141,080
| +8% | +$3.37M |
|
943
Merit Medical Systems
MMSI
$5.14B
| $45.7M | 0.03% |
2,455,719
+167,677
| +7% | +$3.37M |
|
944
Viatris
VTRS
$19.5B
| $45.6M | 0.03% |
843,768
+68,055
| +9% | +$3.27M |
|
945
First Financial Bancorp
FFBC
$3.38B
| $45.6M | 0.03% |
2,523,542
+142,266
| +6% | +$2.73M |
|
946
Asbury Automotive
ABG
$3.5B
| $45.5M | 0.03% |
675,284
+13,826
| +2% | +$1.05M |
|
947
BorgWarner
BWA
$12.7B
| $45.5M | 0.03% |
1,196,077
+87,685
| +8% | +$3.29M |
|
948
UNIFI
UFI
$123M
| $45.4M | 0.03% |
1,613,892
-3,964
| -0.2% | -$117K |
|
949
Tyler Technologies
TYL
$14.2B
| $45.4M | 0.03% |
260,362
+3,111
| +1% | +$538K |
|
|
KLXI
950
DELISTED
KLX Inc.
KLXI
| $45.3M | 0.03% |
1,745,176
+366,532
| +27% | +$10.8M |
|
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.