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 | |
|---|---|---|---|---|---|---|
1751
Donegal Group Class A
DGICA
$700M
| $20.9M | 0.01% |
1,483,244
+2,678
| +0.2% | +$37.5K |
|
1752
Tenet Healthcare
THC
$21.1B
| $20.9M | 0.01% |
689,149
+19,361
| +3% | +$635K |
|
1753
Franklin Covey
FC
$198M
| $20.8M | 0.01% |
1,245,024
+2,027
| +0.2% | +$32.4K |
|
1754
Stoneridge
SRI
$205M
| $20.8M | 0.01% |
1,405,842
+19,094
| +1% | +$257K |
|
1755
Herbalife
HLF
$1.23B
| $20.8M | 0.01% |
775,242
+25,000
| +3% | +$695K |
|
1756
MGIC Investment
MTG
$6.09B
| $20.7M | 0.01% |
2,349,110
-93,158
| -4% | -$874K |
|
|
PEI
1757
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $20.7M | 0.01% |
63,219
+169
| +0.3% | +$54.5K |
|
|
GMCR
1758
DELISTED
KEURIG GREEN MTN INC
GMCR
| $20.7M | 0.01% |
230,452
+13,230
| +6% | +$822K |
|
1759
Ubiquiti
UI
$36.1B
| $20.7M | 0.01% |
654,007
+268,982
| +70% | +$8.89M |
|
|
WR
1760
DELISTED
Westar Energy Inc
WR
| $20.7M | 0.01% |
488,070
-24,415
| -5% | -$998K |
|
|
HTLF
1761
DELISTED
Heartland Financial USA, Inc.
HTLF
| $20.7M | 0.01% |
659,676
+27,952
| +4% | +$1M |
|
|
IHS
1762
DELISTED
IHS INC CL-A COM STK
IHS
| $20.7M | 0.01% |
174,684
+7,206
| +4% | +$859K |
|
1763
Financial Institutions
FISI
$802M
| $20.7M | 0.01% |
738,689
+25,324
| +4% | +$674K |
|
1764
Insteel Industries
IIIN
$582M
| $20.7M | 0.01% |
988,170
+27,421
| +3% | +$581K |
|
1765
Entravision Communication
EVC
$717M
| $20.7M | 0.01% |
2,679,229
+97,992
| +4% | +$796K |
|
|
CTRA
1766
DELISTED
Coterra Energy
CTRA
| $20.7M | 0.01% |
1,167,899
-87,789
| -7% | -$1.76M |
|
1767
Grupo Cibest SA
CIB
$23.2B
| $20.6M | 0.01% |
770,819
+26,475
| +4% | +$835K |
|
|
ALX
1768
Alexander's
ALX
$1.26B
| $20.6M | 0.01% |
53,616
+192
| +0.4% | +$74.3K |
|
1769
Enterprise Financial Services Corp
EFSC
$2.25B
| $20.5M | 0.01% |
724,586
+56,418
| +8% | +$1.59M |
|
|
BERY
1770
DELISTED
Berry Global Group, Inc.
BERY
| $20.5M | 0.01% |
618,061
-114,770
| -16% | -$3.64M |
|
1771
First Financial Corp
THFF
$917M
| $20.5M | 0.01% |
604,153
-45,421
| -7% | -$1.58M |
|
|
SLH
1772
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
| $20.4M | 0.01% |
372,893
+571
| +0.2% | +$31K |
|
|
GRA
1773
DELISTED
W.R. Grace & Co.
GRA
| $20.4M | 0.01% |
205,193
+7,516
| +4% | +$736K |
|
|
HAYN
1774
DELISTED
Haynes International, Inc.
HAYN
| $20.3M | 0.01% |
553,482
+51,926
| +10% | +$2.02M |
|
|
PGTI
1775
DELISTED
PGT, Inc.
PGTI
| $20.3M | 0.01% |
1,781,443
+67,764
| +4% | +$804K |
|
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.