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 | |
|---|---|---|---|---|---|---|
1851
Wheaton Precious Metals
WPM
$68.7B
| $18.3M | 0.01% |
1,474,028
+765,496
| +108% | +$10.1M |
|
|
FDML
1852
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $18.3M | 0.01% |
2,667,492
-11,801
| -0.4% | -$90.6K |
|
|
GLOG
1853
DELISTED
GASLOG LTD
GLOG
| $18.2M | 0.01% |
2,198,741
-38,902
| -2% | -$418K |
|
|
TAST
1854
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $18.2M | 0.01% |
1,554,112
+110,831
| +8% | +$1.32M |
|
1855
Warner Bros
WBD
$70.8B
| $18.2M | 0.01% |
682,185
-2,307
| -0.3% | -$66.6K |
|
1856
Republic Bancorp
RBCAA
$1.85B
| $18.2M | 0.01% |
688,072
+14,093
| +2% | +$364K |
|
|
ENLC
1857
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $18.1M | 0.01% |
1,202,310
-30,185
| -2% | -$543K |
|
1858
F5
FFIV
$24.7B
| $18.1M | 0.01% |
186,775
+12,332
| +7% | +$1.33M |
|
|
MDVN
1859
DELISTED
MEDIVATION, INC.
MDVN
| $18.1M | 0.01% |
374,599
+10,351
| +3% | +$447K |
|
1860
Boyd Gaming
BYD
$5.5B
| $18.1M | 0.01% |
910,142
+84
| +0% | +$1.61K |
|
1861
RH
RH
$2.45B
| $18.1M | 0.01% |
227,307
+36,475
| +19% | +$3.39M |
|
|
DYN
1862
DELISTED
Dynegy, Inc.
DYN
| $18M | 0.01% |
1,345,119
+235,502
| +21% | +$4.04M |
|
1863
SiriusXM
SIRI
$9.44B
| $18M | 0.01% |
441,517
+21,121
| +5% | +$854K |
|
1864
Wabtec
WAB
$47.3B
| $17.9M | 0.01% |
252,109
+12,440
| +5% | +$994K |
|
1865
Calix
CALX
$2.24B
| $17.9M | 0.01% |
2,272,774
+184,448
| +9% | +$1.44M |
|
|
FNBC
1866
DELISTED
First NBC Bank Holding Company
FNBC
| $17.9M | 0.01% |
477,821
+123,335
| +35% | +$4.68M |
|
|
GXP
1867
DELISTED
Great Plains Energy Incorporated
GXP
| $17.9M | 0.01% |
653,941
+37,387
| +6% | +$1.01M |
|
|
CLR
1868
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $17.8M | 0.01% |
776,519
+34,011
| +5% | +$1.09M |
|
|
JMG
1869
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
| $17.8M | 0.01% |
1,483,543
-7,763
| -0.5% | -$91.2K |
|
1870
Autodesk
ADSK
$45.7B
| $17.8M | 0.01% |
292,375
+14,174
| +5% | +$823K |
|
|
CHUY
1871
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $17.8M | 0.01% |
567,764
+102,752
| +22% | +$3.17M |
|
1872
Columbus McKinnon
CMCO
$464M
| $17.7M | 0.01% |
938,168
+13,746
| +1% | +$265K |
|
|
DNB
1873
DELISTED
Dun & Bradstreet
DNB
| $17.7M | 0.01% |
170,233
+5,990
| +4% | +$650K |
|
1874
OneMain Financial
OMF
$7.03B
| $17.7M | 0.01% |
425,572
-43,042
| -9% | -$1.98M |
|
1875
Mercantile Bank Corp
MBWM
$1.05B
| $17.7M | 0.01% |
719,784
+27,540
| +4% | +$647K |
|
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.