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 | |
|---|---|---|---|---|---|---|
|
PNRA
1251
DELISTED
Panera Bread Co
PNRA
| $34.6M | 0.02% |
177,557
+2,356
| +1% | +$437K |
|
1252
Manulife Financial
MFC
$73.3B
| $34.5M | 0.02% |
2,300,743
+261,578
| +13% | +$4.22M |
|
1253
Pediatrix Medical
MD
$2.13B
| $34.4M | 0.02% |
479,800
+33,478
| +8% | +$2.48M |
|
1254
Iridium Communications
IRDM
$5.01B
| $34.4M | 0.02% |
4,085,865
+1,500
| +0% | +$11.4K |
|
1255
Revvity
RVTY
$16.6B
| $34.3M | 0.02% |
640,488
-64,895
| -9% | -$3.31M |
|
|
SCS
1256
DELISTED
Steelcase
SCS
| $34.3M | 0.02% |
2,302,447
+74,229
| +3% | +$1.4M |
|
1257
Globe Life
GL
$13.3B
| $34.3M | 0.02% |
599,794
-24,938
| -4% | -$1.46M |
|
1258
HNI Corp
HNI
$3.35B
| $34.3M | 0.02% |
950,251
+53,114
| +6% | +$2.25M |
|
1259
Mercury Systems
MRCY
$5.24B
| $34.3M | 0.02% |
1,866,032
+103,042
| +6% | +$1.87M |
|
1260
Acuity Brands
AYI
$8.96B
| $34.3M | 0.02% |
146,486
+2,699
| +2% | +$586K |
|
1261
Weis Markets
WMK
$1.81B
| $34.2M | 0.02% |
773,033
+31,132
| +4% | +$1.32M |
|
1262
John Wiley & Sons Class A
WLY
$2.51B
| $34.1M | 0.02% |
757,655
+237,368
| +46% | +$11.8M |
|
1263
West Pharmaceutical
WST
$25.7B
| $34.1M | 0.02% |
566,275
-93,945
| -14% | -$5.65M |
|
|
PPL
1264
PPL Corp
PPL
$25.3B
| $34.1M | 0.02% |
998,139
+57,201
| +6% | +$1.93M |
|
1265
AngioDynamics
ANGO
$638M
| $34M | 0.02% |
2,801,885
-28,054
| -1% | -$345K |
|
1266
Franklin Electric
FELE
$4.27B
| $34M | 0.02% |
1,257,947
+95,961
| +8% | +$2.9M |
|
1267
Sunstone Hotel Investors
SHO
$2.06B
| $34M | 0.02% |
2,720,021
+17,740
| +0.7% | +$251K |
|
1268
Verisk Analytics
VRSK
$23B
| $34M | 0.02% |
441,881
+79,236
| +22% | +$6.02M |
|
|
INFN
1269
DELISTED
Infinera Corporation Common Stock
INFN
| $33.9M | 0.02% |
1,871,961
-615,835
| -25% | -$12.3M |
|
1270
Green Dot
GDOT
$755M
| $33.9M | 0.02% |
2,065,064
+390,079
| +23% | +$6.69M |
|
|
SEE
1271
DELISTED
Sealed Air
SEE
| $33.9M | 0.02% |
759,472
+12,364
| +2% | +$573K |
|
1272
Oceaneering
OII
$4.63B
| $33.9M | 0.02% |
902,738
+323,040
| +56% | +$13.8M |
|
1273
Mine Safety
MSA
$6.94B
| $33.9M | 0.02% |
778,707
+51,886
| +7% | +$2.27M |
|
1274
Pegasystems
PEGA
$5.9B
| $33.8M | 0.02% |
2,460,934
+190,100
| +8% | +$2.63M |
|
1275
Fortune Brands Innovations
FBIN
$4.74B
| $33.8M | 0.02% |
712,541
+20,487
| +3% | +$928K |
|
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.