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 | |
|---|---|---|---|---|---|---|
1626
TransDigm Group
TDG
$59.5B
| $23.8M | 0.01% |
104,236
+3,180
| +3% | +$716K |
|
|
VRN
1627
DELISTED
Veren
VRN
| $23.8M | 0.01% |
2,043,843
+113,748
| +6% | +$1.5M |
|
1628
US Physical Therapy
USPH
$1.24B
| $23.8M | 0.01% |
443,353
+15,720
| +4% | +$788K |
|
1629
HEICO Corp
HEI
$41.4B
| $23.7M | 0.01% |
1,065,154
+83,440
| +8% | +$1.74M |
|
1630
Great Southern Bancorp
GSBC
$865M
| $23.7M | 0.01% |
523,766
+24,309
| +5% | +$1.17M |
|
|
SE
1631
DELISTED
Spectra Energy Corp Wi
SE
| $23.7M | 0.01% |
990,308
+52,184
| +6% | +$1.39M |
|
1632
Hershey
HSY
$33.8B
| $23.7M | 0.01% |
265,222
+16,177
| +6% | +$1.45M |
|
|
GNC
1633
DELISTED
GNC Holdings, Inc.
GNC
| $23.6M | 0.01% |
761,813
+58,575
| +8% | +$1.97M |
|
|
CUK
1634
DELISTED
Carnival PLC
CUK
| $23.6M | 0.01% |
415,017
-60,082
| -13% | -$3.22M |
|
1635
Atmos Energy
ATO
$27.4B
| $23.6M | 0.01% |
374,337
+5,898
| +2% | +$362K |
|
1636
Entergy
ETR
$49.4B
| $23.5M | 0.01% |
688,726
+30,562
| +5% | +$1.03M |
|
|
SCLN
1637
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $23.5M | 0.01% |
2,559,182
+53,987
| +2% | +$452K |
|
1638
Winnebago Industries
WGO
$762M
| $23.5M | 0.01% |
1,182,120
+101,816
| +9% | +$2.11M |
|
|
GPX
1639
DELISTED
GP Strategies Corp.
GPX
| $23.5M | 0.01% |
936,618
-32,248
| -3% | -$830K |
|
1640
Equinor
EQNR
$105B
| $23.5M | 0.01% |
1,683,532
-4,797
| -0.3% | -$74.9K |
|
1641
Nordson
NDSN
$17.4B
| $23.5M | 0.01% |
366,155
+28,210
| +8% | +$1.94M |
|
1642
Strategy Inc
MSTR
$52.5B
| $23.5M | 0.01% |
1,309,440
+828,510
| +172% | +$15.1M |
|
1643
Mettler-Toledo International
MTD
$28.3B
| $23.4M | 0.01% |
69,069
+2,409
| +4% | +$773K |
|
1644
EastGroup Properties
EGP
$10.8B
| $23.4M | 0.01% |
420,302
+4,117
| +1% | +$232K |
|
|
UN
1645
DELISTED
Unilever NV New York Registry Shares
UN
| $23.3M | 0.01% |
538,712
+12,989
| +2% | +$569K |
|
1646
Allegion
ALLE
$13.1B
| $23.3M | 0.01% |
353,070
-5,678
| -2% | -$364K |
|
1647
Bassett Furniture
BSET
$151M
| $23.3M | 0.01% |
927,742
-4,490
| -0.5% | -$134K |
|
1648
Citi Trends
CTRN
$488M
| $23.3M | 0.01% |
1,094,909
+157,812
| +17% | +$3.66M |
|
1649
ScottsMiracle-Gro
SMG
$3.14B
| $23.3M | 0.01% |
360,470
+11,713
| +3% | +$776K |
|
1650
Hooker Furnishings Corp
HOFT
$140M
| $23.2M | 0.01% |
918,421
-300
| -0% | -$7.74K |
|
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.