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 | |
|---|---|---|---|---|---|---|
|
MODV
1276
DELISTED
ModivCare
MODV
| $33.8M | 0.02% |
719,941
+39,399
| +6% | +$1.89M |
|
1277
Sony
SONY
$139B
| $33.8M | 0.02% |
6,860,880
-676,195
| -9% | -$3.58M |
|
1278
Newell Brands
NWL
$2.41B
| $33.8M | 0.02% |
765,758
+35,911
| +5% | +$1.57M |
|
1279
CBRE Group
CBRE
$40.6B
| $33.7M | 0.02% |
975,068
+101,331
| +12% | +$3.57M |
|
1280
TechnipFMC
FTI
$28.7B
| $33.7M | 0.02% |
1,561,005
+183,383
| +13% | +$4.43M |
|
1281
Hain Celestial
HAIN
$51.1M
| $33.6M | 0.02% |
832,758
+132,389
| +19% | +$6M |
|
1282
IDEX
IEX
$16.4B
| $33.5M | 0.02% |
437,867
+11,340
| +3% | +$869K |
|
1283
Brown & Brown
BRO
$22B
| $33.5M | 0.02% |
2,087,508
+80,936
| +4% | +$1.29M |
|
1284
Intuitive Surgical
ISRG
$135B
| $33.5M | 0.02% |
551,520
+34,308
| +7% | +$1.93M |
|
|
BRFS
1285
DELISTED
BRF SA
BRFS
| $33.4M | 0.02% |
2,418,478
| – | – |
|
1286
Choice Hotels
CHH
$4.45B
| $33.4M | 0.02% |
663,428
+143,282
| +28% | +$7.32M |
|
|
AIMC
1287
DELISTED
Altra Industrial Motion Corp
AIMC
| $33.4M | 0.02% |
1,330,899
+36,753
| +3% | +$961K |
|
1288
Gaming and Leisure Properties
GLPI
$11.7B
| $33.3M | 0.02% |
1,198,367
+12,421
| +1% | +$355K |
|
1289
Tennant Co
TNC
$1.16B
| $33.3M | 0.02% |
592,011
+23,610
| +4% | +$1.39M |
|
1290
Sturm, Ruger & Co
RGR
$643M
| $33.3M | 0.02% |
558,502
+51,321
| +10% | +$2.88M |
|
1291
Hackett Group
HCKT
$270M
| $33.3M | 0.02% |
2,071,514
+29,497
| +1% | +$485K |
|
1292
Tapestry
TPR
$23.8B
| $33.3M | 0.02% |
1,016,502
+54,500
| +6% | +$1.7M |
|
|
WPX
1293
DELISTED
WPX Energy, Inc.
WPX
| $33.2M | 0.02% |
5,792,365
+186,509
| +3% | +$1.39M |
|
|
AVTA
1294
DELISTED
Avantax, Inc. Common Stock
AVTA
| $33.2M | 0.02% |
3,385,380
-88,072
| -3% | -$972K |
|
|
BDN
1295
Brandywine Realty Trust
BDN
$510M
| $33.2M | 0.02% |
2,427,975
+6,359
| +0.3% | +$84K |
|
1296
Coca-Cola Femsa
KOF
$23.7B
| $33.2M | 0.02% |
468,406
+39,228
| +9% | +$2.91M |
|
1297
Zurn Elkay Water Solutions
ZWS
$7.6B
| $33.1M | 0.02% |
3,795,812
-188,491
| -5% | -$1.7M |
|
1298
NetApp
NTAP
$39B
| $33.1M | 0.02% |
1,247,434
+35,083
| +3% | +$1.1M |
|
1299
WEC Energy
WEC
$33.9B
| $33M | 0.02% |
643,709
+8,645
| +1% | +$441K |
|
|
WEB
1300
DELISTED
Web.com Group, Inc.
WEB
| $33M | 0.02% |
1,650,348
+124,621
| +8% | +$2.87M |
|
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.