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 | |
|---|---|---|---|---|---|---|
1801
Teradata
TDC
$2.72B
| $19.7M | 0.01% |
743,763
-24,973
| -3% | -$704K |
|
1802
Strategic Education
STRA
$1.78B
| $19.6M | 0.01% |
325,755
+72,313
| +29% | +$4.1M |
|
1803
Empire State Realty Trust
ESRT
$722M
| $19.5M | 0.01% |
1,080,982
+477,178
| +79% | +$8.56M |
|
1804
Cooper Companies
COO
$10.2B
| $19.5M | 0.01% |
580,972
+59,956
| +12% | +$2.15M |
|
|
ECHO
1805
DELISTED
Echo Global Logistics, Inc.
ECHO
| $19.4M | 0.01% |
953,594
+48,073
| +5% | +$1.06M |
|
|
IIP
1806
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $19.4M | 0.01% |
3,033,182
-108,233
| -3% | -$693K |
|
|
HMSY
1807
DELISTED
HMS Holdings Corp.
HMSY
| $19.4M | 0.01% |
1,572,996
-46,628
| -3% | -$530K |
|
1808
Capri Holdings
CPRI
$1.7B
| $19.4M | 0.01% |
484,465
+34,496
| +8% | +$1.42M |
|
|
HIBB
1809
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $19.4M | 0.01% |
641,338
-13,574
| -2% | -$448K |
|
|
TSYS
1810
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
| $19.3M | 0.01% |
3,889,880
+53,956
| +1% | +$239K |
|
1811
Element Solutions
ESI
$8.08B
| $19.3M | 0.01% |
1,505,813
-126,199
| -8% | -$1.53M |
|
1812
Forrester Research
FORR
$214M
| $19.3M | 0.01% |
677,226
+13,728
| +2% | +$428K |
|
1813
Park-Ohio Holdings
PKOH
$670M
| $19.3M | 0.01% |
523,750
+3,106
| +0.6% | +$113K |
|
|
LTC
1814
LTC Properties
LTC
$2.35B
| $19.3M | 0.01% |
446,340
+2,236
| +0.5% | +$95.3K |
|
|
CPLA
1815
DELISTED
Capella Education Company
CPLA
| $19.2M | 0.01% |
416,262
+29,678
| +8% | +$1.43M |
|
|
EVHC
1816
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $19.2M | 0.01% |
247,231
+77,784
| +46% | +$6.72M |
|
|
CSCD
1817
DELISTED
CASCADE MICROTECH, INC.
CSCD
| $19.2M | 0.01% |
1,182,630
+21,208
| +2% | +$334K |
|
|
TTM
1818
DELISTED
Tata Motors Limited
TTM
| $19.2M | 0.01% |
651,785
| – | – |
|
|
ABB
1819
DELISTED
ABB Ltd
ABB
| $19.2M | 0.01% |
1,081,702
-1,436
| -0.1% | -$26.4K |
|
1820
Forestar Group
FOR
$1.33B
| $19.2M | 0.01% |
1,752,009
+23,521
| +1% | +$307K |
|
1821
Morningstar
MORN
$7.61B
| $19.2M | 0.01% |
238,298
+35,404
| +17% | +$2.87M |
|
1822
Idexx Laboratories
IDXX
$39.9B
| $19.1M | 0.01% |
261,564
+12,666
| +5% | +$904K |
|
1823
IMAX
IMAX
$2.84B
| $19.1M | 0.01% |
536,079
-5,700
| -1% | -$214K |
|
|
LION
1824
DELISTED
Fidelity Southern Corporation
LION
| $19M | 0.01% |
853,419
+134,211
| +19% | +$2.9M |
|
1825
Korea Electric Power
KEP
$14.5B
| $19M | 0.01% |
898,411
+4,886
| +0.5% | +$106K |
|
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.