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 | |
|---|---|---|---|---|---|---|
|
CCRN
1101
DELISTED
Cross Country Healthcare
CCRN
| $39.6M | 0.02% |
2,418,320
-2,200
| -0.1% | -$35K |
|
|
UCB
1102
United Community Banks
UCB
$4.2B
| $39.6M | 0.02% |
2,033,214
+201,504
| +11% | +$4.09M |
|
|
SGI
1103
Somnigroup International
SGI
$13.5B
| $39.5M | 0.02% |
2,243,552
+76,592
| +4% | +$1.46M |
|
1104
Charter Communications
CHTR
$15.5B
| $39.5M | 0.02% |
215,702
+5,520
| +3% | +$1.02M |
|
1105
The Ensign Group
ENSG
$10.4B
| $39.5M | 0.02% |
1,864,426
+59,362
| +3% | +$1.25M |
|
1106
CRH
CRH
$57.7B
| $39.5M | 0.02% |
1,368,838
-12,288
| -0.9% | -$344K |
|
1107
Oxford Industries
OXM
$438M
| $39.4M | 0.02% |
617,959
+14,211
| +2% | +$979K |
|
|
RGC
1108
DELISTED
Regal Entertainment Group
RGC
| $39.4M | 0.02% |
2,086,616
+432,941
| +26% | +$8.23M |
|
|
POLY
1109
DELISTED
Plantronics, Inc.
POLY
| $39.3M | 0.02% |
827,946
-23,969
| -3% | -$1.24M |
|
1110
Wabash National
WNC
$482M
| $39.2M | 0.02% |
3,312,096
+201,596
| +6% | +$2.38M |
|
1111
Tractor Supply
TSCO
$17.1B
| $39.2M | 0.02% |
2,290,065
+87,030
| +4% | +$1.54M |
|
1112
Greif
GEF
$4.71B
| $39.1M | 0.02% |
1,270,561
+215,431
| +20% | +$7.13M |
|
1113
Boise Cascade
BCC
$2.63B
| $39.1M | 0.02% |
1,532,937
-8,742
| -0.6% | -$250K |
|
1114
John B. Sanfilippo & Son
JBSS
$802M
| $39.1M | 0.02% |
722,937
-2,852
| -0.4% | -$161K |
|
1115
Diageo
DEO
$48.3B
| $39M | 0.02% |
357,938
+58,505
| +20% | +$6.6M |
|
1116
Ovintiv
OVV
$17.4B
| $39M | 0.02% |
1,531,771
+21,855
| +1% | +$799K |
|
1117
Designer Brands
DBI
$309M
| $39M | 0.02% |
1,633,064
-642
| -0% | -$15.4K |
|
|
COL
1118
DELISTED
Rockwell Collins
COL
| $38.9M | 0.02% |
421,627
+23,935
| +6% | +$2.12M |
|
|
PDM
1119
Piedmont Realty Trust
PDM
$1.17B
| $38.8M | 0.02% |
2,054,995
+36,418
| +2% | +$697K |
|
|
IVC
1120
DELISTED
Invacare Corporation
IVC
| $38.8M | 0.02% |
2,230,881
-77,245
| -3% | -$1.39M |
|
|
VGR
1121
DELISTED
Vector Group Ltd.
VGR
| $38.8M | 0.02% |
2,816,218
+348,086
| +14% | +$4.87M |
|
|
BCR
1122
DELISTED
CR Bard Inc.
BCR
| $38.7M | 0.02% |
204,334
+10,500
| +5% | +$1.97M |
|
|
CMA
1123
DELISTED
Comerica
CMA
| $38.7M | 0.02% |
924,586
-1,537
| -0.2% | -$67.2K |
|
|
GWR
1124
DELISTED
Genesee & Wyoming Inc.
GWR
| $38.7M | 0.02% |
719,978
+43,903
| +6% | +$2.78M |
|
|
SRCI
1125
DELISTED
SRC Energy Inc
SRCI
| $38.6M | 0.02% |
4,533,977
+452,548
| +11% | +$4.89M |
|
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.