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 | |
|---|---|---|---|---|---|---|
976
Illumina
ILMN
$34.6B
| $44.2M | 0.03% |
236,554
+59,766
| +34% | +$9.65M |
|
977
T. Rowe Price
TROW
$21.8B
| $44.2M | 0.03% |
617,547
+46,810
| +8% | +$3.44M |
|
978
Cenovus Energy
CVE
$60B
| $44.1M | 0.03% |
3,496,538
-759,266
| -18% | -$11.2M |
|
|
FINL
979
DELISTED
Finish Line
FINL
| $44.1M | 0.03% |
2,440,626
+231,935
| +11% | +$4.12M |
|
980
Rockwell Automation
ROK
$46.1B
| $44.1M | 0.03% |
429,789
+29,326
| +7% | +$3.08M |
|
981
BWX Technologies
BWXT
$13.3B
| $44.1M | 0.03% |
1,386,609
+148,451
| +12% | +$4.37M |
|
982
Wolverine World Wide
WWW
$1.58B
| $44.1M | 0.03% |
2,636,238
-65,577
| -2% | -$1.23M |
|
983
Norwegian Cruise Line
NCLH
$6.67B
| $44M | 0.03% |
750,767
+64,907
| +9% | +$3.82M |
|
984
Albany International
AIN
$1.71B
| $43.9M | 0.03% |
1,201,972
-667
| -0.1% | -$23.6K |
|
985
Amkor Technology
AMKR
$11.5B
| $43.9M | 0.03% |
7,212,612
+288,176
| +4% | +$1.74M |
|
986
Autoliv
ALV
$8.49B
| $43.8M | 0.03% |
487,622
-20,582
| -4% | -$1.8M |
|
|
DCT
987
DELISTED
DCT Industrial Trust Inc.
DCT
| $43.8M | 0.03% |
1,172,999
+12,977
| +1% | +$478K |
|
988
Monro
MNRO
$381M
| $43.8M | 0.03% |
661,810
+50,242
| +8% | +$3.57M |
|
989
Evercore
EVR
$10.1B
| $43.8M | 0.03% |
809,543
+64,112
| +9% | +$3.46M |
|
|
FBC
990
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $43.7M | 0.03% |
1,892,759
+301,176
| +19% | +$6.92M |
|
991
Walker & Dunlop
WD
$1.35B
| $43.7M | 0.03% |
1,516,734
+125,959
| +9% | +$3.63M |
|
992
Hyster-Yale Materials Handling
HY
$601M
| $43.7M | 0.03% |
833,037
+18,667
| +2% | +$1.07M |
|
993
Snap-on
SNA
$19.3B
| $43.7M | 0.03% |
254,680
+7,709
| +3% | +$1.28M |
|
994
Universal Insurance Holdings
UVE
$1.23B
| $43.6M | 0.03% |
1,882,805
-18,310
| -1% | -$504K |
|
995
MGE Energy Inc
MGEE
$2.85B
| $43.6M | 0.03% |
939,227
+24,164
| +3% | +$1.04M |
|
|
VALE.P
996
DELISTED
Vale S A
VALE.P
| $43.6M | 0.03% |
17,081,484
-2,834,645
| -14% | -$9.18M |
|
|
FTD
997
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $43.4M | 0.03% |
1,659,199
+183,698
| +12% | +$5.01M |
|
|
TEN
998
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $43.4M | 0.03% |
945,752
+197,412
| +26% | +$10M |
|
|
EQC
999
DELISTED
Equity Commonwealth
EQC
| $43.4M | 0.03% |
1,564,698
+42,337
| +3% | +$1.19M |
|
1000
Usana Health Sciences
USNA
$272M
| $43.3M | 0.03% |
678,548
-11,984
| -2% | -$777K |
|
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.