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 | |
|---|---|---|---|---|---|---|
1126
Old Dominion Freight Line
ODFL
$36.2B
| $38.6M | 0.02% |
1,957,953
+457,329
| +30% | +$9.49M |
|
1127
Adtran
ADTN
$578M
| $38.5M | 0.02% |
2,236,295
+193,165
| +9% | +$3.07M |
|
1128
British American Tobacco
BTI
$121B
| $38.5M | 0.02% |
696,488
+26,852
| +4% | +$1.54M |
|
|
SBNY
1129
DELISTED
Signature Bank
SBNY
| $38.5M | 0.02% |
250,735
-1,251
| -0.5% | -$189K |
|
|
HF
1130
DELISTED
HFF Inc.
HF
| $38.5M | 0.02% |
1,237,549
+24,697
| +2% | +$842K |
|
|
CIR
1131
DELISTED
CIRCOR International, Inc
CIR
| $38.4M | 0.02% |
911,088
+29,661
| +3% | +$1.3M |
|
|
SIVB
1132
DELISTED
SVB Financial Group
SIVB
| $38.3M | 0.02% |
322,226
-29,796
| -8% | -$3.7M |
|
|
ABCO
1133
DELISTED
Advisory Board Co
ABCO
| $38.3M | 0.02% |
772,187
+93,479
| +14% | +$4.55M |
|
|
CHS
1134
DELISTED
Chicos FAS, Inc.
CHS
| $38.2M | 0.02% |
3,576,903
-466,818
| -12% | -$6.04M |
|
1135
Franklin Templeton
BEN
$16.6B
| $38.1M | 0.02% |
1,034,908
+37,672
| +4% | +$1.47M |
|
|
CRAY
1136
DELISTED
Cray, Inc.
CRAY
| $38.1M | 0.02% |
1,174,033
+22,084
| +2% | +$651K |
|
|
CONN
1137
DELISTED
Conn's Inc.
CONN
| $38.1M | 0.02% |
1,621,682
-9,230
| -0.6% | -$219K |
|
|
EDE
1138
DELISTED
Empire District Electric
EDE
| $38M | 0.02% |
1,355,014
+40,838
| +3% | +$967K |
|
1139
Encore Capital Group
ECPG
$2.12B
| $38M | 0.02% |
1,306,594
+30,395
| +2% | +$1.05M |
|
1140
VF Corp
VFC
$5B
| $38M | 0.02% |
648,144
+38,361
| +6% | +$2.39M |
|
|
CSRA
1141
DELISTED
CSRA Inc.
CSRA
| $37.9M | 0.02% |
+1,264,423
| New | +$36.2M |
|
1142
PRA Group
PRAA
$756M
| $37.9M | 0.02% |
1,092,834
-41,408
| -4% | -$1.85M |
|
1143
Primoris Services
PRIM
$4.14B
| $37.8M | 0.02% |
1,716,522
+104,378
| +6% | +$2.22M |
|
|
CEB
1144
DELISTED
CEB Inc.
CEB
| $37.8M | 0.02% |
615,774
-113
| -0% | -$8.02K |
|
1145
Rambus
RMBS
$8.83B
| $37.7M | 0.02% |
3,255,706
+17,717
| +0.5% | +$204K |
|
|
IPG
1146
DELISTED
Interpublic Group of Companies
IPG
| $37.7M | 0.02% |
1,617,813
+55,594
| +4% | +$1.25M |
|
|
ISCA
1147
DELISTED
International Speedway Corp
ISCA
| $37.7M | 0.02% |
1,116,751
-20,872
| -2% | -$726K |
|
|
HR
1148
DELISTED
Healthcare Realty Trust Incorporated
HR
| $37.6M | 0.02% |
1,326,754
+30,573
| +2% | +$816K |
|
|
CNSL
1149
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $37.6M | 0.02% |
1,792,935
+105,187
| +6% | +$2.23M |
|
|
ECHO
1150
EchoStar
ECHO
$27.1B
| $37.5M | 0.02% |
1,184,409
+77,362
| +7% | +$2.59M |
|
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.