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 | 19.04% |
| 2 | Industrials | 13.42% |
| 3 | Technology | 11.6% |
| 4 | Consumer Discretionary | 9.68% |
| 5 | Healthcare | 9.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
Zions Bancorporation
ZION
$10.1B
| $112M | 0.07% |
4,084,867
+91,850
| +2% | +$2.64M |
|
302
Emcor
EME
$30.2B
| $112M | 0.07% |
2,321,158
+112,931
| +5% | +$5.42M |
|
|
LM
303
DELISTED
Legg Mason, Inc.
LM
| $111M | 0.07% |
2,836,913
-21,007
| -0.7% | -$900K |
|
304
D.R. Horton
DHI
$41.9B
| $111M | 0.07% |
3,461,124
+139,105
| +4% | +$4.34M |
|
|
FMBI
305
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $111M | 0.07% |
6,001,619
+359,260
| +6% | +$6.62M |
|
306
Lockheed Martin
LMT
$133B
| $110M | 0.07% |
505,402
+29,773
| +6% | +$6.46M |
|
|
SNV
307
DELISTED
Synovus
SNV
| $109M | 0.07% |
3,375,111
-49,770
| -1% | -$1.59M |
|
|
TFCFA
308
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $109M | 0.07% |
4,008,080
+88,414
| +2% | +$2.56M |
|
309
Universal Corp
UVV
$1.36B
| $109M | 0.07% |
1,940,016
| – | – |
|
310
Molina Healthcare
MOH
$10.4B
| $108M | 0.07% |
1,803,884
+153,252
| +9% | +$9.66M |
|
311
Pultegroup
PHM
$25.6B
| $108M | 0.07% |
6,063,132
+1,028,661
| +20% | +$19.2M |
|
312
Avis
CAR
$5.33B
| $108M | 0.07% |
2,973,464
+5,777
| +0.2% | +$243K |
|
313
Pinnacle Financial Partners Inc
PNFP
$15.9B
| $108M | 0.07% |
2,098,343
-29,520
| -1% | -$1.56M |
|
314
Micron Technology
MU
$870B
| $108M | 0.07% |
7,609,170
+16,953
| +0.2% | +$271K |
|
315
Best Buy
BBY
$19B
| $107M | 0.07% |
3,528,553
+129,432
| +4% | +$4.28M |
|
316
Integer Holdings
ITGR
$3.39B
| $107M | 0.07% |
2,240,823
+10,969
| +0.5% | +$548K |
|
317
AGCO
AGCO
$8.44B
| $107M | 0.07% |
2,361,001
+109,264
| +5% | +$5.16M |
|
318
Graphic Packaging
GPK
$3.31B
| $107M | 0.07% |
8,332,161
-1,812,366
| -18% | -$24.3M |
|
319
W.R. Berkley
WRB
$28.1B
| $107M | 0.07% |
6,571,560
+249,351
| +4% | +$4.07M |
|
|
MINI
320
DELISTED
Mobile Mini Inc
MINI
| $107M | 0.07% |
3,421,375
+144,651
| +4% | +$4.87M |
|
321
Scholastic
SCHL
$771M
| $106M | 0.07% |
2,756,413
+62,654
| +2% | +$2.53M |
|
|
LVLT
322
DELISTED
Level 3 Communications Inc
LVLT
| $106M | 0.07% |
1,955,221
+220,807
| +13% | +$11.1M |
|
|
BECN
323
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $106M | 0.07% |
2,576,809
+190,890
| +8% | +$7.31M |
|
|
OA
324
DELISTED
Orbital ATK, Inc.
OA
| $106M | 0.07% |
1,187,634
-117,361
| -9% | -$9.87M |
|
325
Jacobs Solutions
J
$16.2B
| $106M | 0.07% |
3,056,187
+447,249
| +17% | +$15.3M |
|
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 19% of assets, up from 19% 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.