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 | |
|---|---|---|---|---|---|---|
|
HPP
1426
Hudson Pacific Properties
HPP
$632M
| $29.2M | 0.02% |
148,375
+2,961
| +2% | +$593K |
|
1427
Dana Inc
DAN
$3.3B
| $29.2M | 0.02% |
2,116,127
+279,672
| +15% | +$4.41M |
|
|
MW
1428
DELISTED
THE MENS WAREHOUSE INC
MW
| $29.2M | 0.02% |
1,988,363
+218,104
| +12% | +$6.01M |
|
1429
Timken Company
TKR
$8.07B
| $29.1M | 0.02% |
1,016,879
+230,126
| +29% | +$6.93M |
|
|
SNCR
1430
DELISTED
Synchronoss Technologies
SNCR
| $29.1M | 0.02% |
91,672
+3,033
| +3% | +$1.01M |
|
1431
Hexcel
HXL
$6.65B
| $29.1M | 0.02% |
625,613
+26,666
| +4% | +$1.23M |
|
|
ECOL
1432
DELISTED
US Ecology, Inc.
ECOL
| $29M | 0.02% |
796,154
+39,408
| +5% | +$1.58M |
|
|
HAR
1433
DELISTED
Harman International Industries
HAR
| $29M | 0.02% |
307,799
+57,089
| +23% | +$5.79M |
|
1434
Under Armour
UAA
$2.12B
| $28.9M | 0.02% |
717,140
+31,500
| +5% | +$1.44M |
|
1435
Century Aluminum
CENX
$4.06B
| $28.9M | 0.02% |
6,535,950
-570,203
| -8% | -$2.45M |
|
|
GCI
1436
DELISTED
Gannett Co., Inc
GCI
| $28.9M | 0.02% |
1,772,053
+567,980
| +47% | +$9.2M |
|
1437
Western Union
WU
$2.04B
| $28.8M | 0.02% |
1,610,437
+109,250
| +7% | +$2.06M |
|
1438
Akamai
AKAM
$15.4B
| $28.8M | 0.02% |
547,982
+146,107
| +36% | +$8.98M |
|
|
MTOR
1439
DELISTED
MERITOR, Inc.
MTOR
| $28.8M | 0.02% |
3,453,985
+5,982
| +0.2% | +$59.7K |
|
1440
Viavi Solutions
VIAV
$8.58B
| $28.8M | 0.02% |
4,721,698
+1,506,615
| +47% | +$9.14M |
|
|
WP
1441
DELISTED
Worldpay, Inc.
WP
| $28.7M | 0.02% |
604,926
+12,295
| +2% | +$606K |
|
|
QEP
1442
DELISTED
QEP RESOURCES, INC.
QEP
| $28.7M | 0.02% |
2,139,070
+19,317
| +0.9% | +$281K |
|
|
RT
1443
DELISTED
Ruby Tuesday Georgia
RT
| $28.6M | 0.02% |
5,193,337
-110,436
| -2% | -$609K |
|
1444
JB Hunt Transport Services
JBHT
$22.4B
| $28.5M | 0.02% |
388,644
+48,220
| +14% | +$3.63M |
|
|
CBL
1445
DELISTED
CBL& Associates Properties, Inc.
CBL
| $28.4M | 0.02% |
2,298,116
+42,379
| +2% | +$578K |
|
1446
National Health Investors
NHI
$3.42B
| $28.4M | 0.02% |
466,539
+14,600
| +3% | +$871K |
|
1447
Silgan Holdings
SLGN
$4.04B
| $28.4M | 0.02% |
1,056,328
+110,646
| +12% | +$2.92M |
|
|
SIRO
1448
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $28.4M | 0.02% |
258,768
-6,671
| -3% | -$714K |
|
1449
Flexsteel Industries
FLXS
$333M
| $28.3M | 0.02% |
641,181
+8,991
| +1% | +$385K |
|
|
LLTC
1450
DELISTED
Linear Technology Corp
LLTC
| $28.3M | 0.02% |
666,574
+35,650
| +6% | +$1.57M |
|
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.