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 | |
|---|---|---|---|---|---|---|
326
Jabil
JBL
$30B
| $106M | 0.07% |
4,551,365
+218,059
| +5% | +$5.19M |
|
327
Granite Construction
GVA
$5.1B
| $106M | 0.07% |
2,469,935
+151,330
| +7% | +$5.68M |
|
328
NETGEAR
NTGR
$619M
| $106M | 0.07% |
2,526,805
+167,599
| +7% | +$6.77M |
|
|
CB
329
DELISTED
CHUBB CORPORATION
CB
| $106M | 0.07% |
798,167
-17,023
| -2% | -$2.2M |
|
|
MDC
330
DELISTED
M.D.C. Holdings, Inc.
MDC
| $106M | 0.07% |
5,743,118
-25,921
| -0.4% | -$491K |
|
|
ASNA
331
DELISTED
Ascena Retail Group, Inc.
ASNA
| $105M | 0.07% |
534,748
-24,752
| -4% | -$5.84M |
|
|
NAVG
332
DELISTED
Navigators Group Inc
NAVG
| $105M | 0.07% |
2,447,632
+488
| +0% | +$20.7K |
|
333
Steel Dynamics
STLD
$36.5B
| $105M | 0.07% |
5,859,014
+315,739
| +6% | +$5.64M |
|
|
DD
334
DELISTED
Du Pont De Nemours E I
DD
| $105M | 0.07% |
1,570,990
+48
| +0% | +$3.05K |
|
335
Lam Research
LRCX
$320B
| $105M | 0.07% |
13,171,710
+383,950
| +3% | +$2.89M |
|
336
Northwest Bancshares
NWBI
$2.31B
| $104M | 0.07% |
7,800,494
+678,086
| +10% | +$9.15M |
|
337
Interactive Brokers
IBKR
$38.9B
| $104M | 0.07% |
9,562,908
+274,136
| +3% | +$2.86M |
|
338
Trinity Industries
TRN
$2.97B
| $104M | 0.06% |
6,024,687
+174,997
| +3% | +$3.25M |
|
339
Scorpio Tankers
STNG
$3.94B
| $104M | 0.06% |
1,294,571
+180,031
| +16% | +$16M |
|
340
Capitol Federal Financial
CFFN
$1.08B
| $103M | 0.06% |
8,232,544
+844,830
| +11% | +$10.7M |
|
|
AAN.A
341
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $103M | 0.06% |
4,613,592
+38,829
| +0.8% | +$869K |
|
342
Shinhan Financial Group
SHG
$32.4B
| $103M | 0.06% |
3,071,788
-69,092
| -2% | -$2.52M |
|
343
HF Sinclair
DINO
$16.2B
| $103M | 0.06% |
2,586,490
+44,874
| +2% | +$2.12M |
|
344
Quest Diagnostics
DGX
$26B
| $103M | 0.06% |
1,446,118
+49,332
| +4% | +$3.32M |
|
345
CONMED
CNMD
$1.31B
| $103M | 0.06% |
2,335,120
+20,204
| +0.9% | +$877K |
|
|
ARRS
346
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $102M | 0.06% |
3,338,433
+169,363
| +5% | +$4.98M |
|
347
E.W. Scripps
SSP
$267M
| $102M | 0.06% |
5,358,776
-183,051
| -3% | -$3.74M |
|
348
Casey's General Stores
CASY
$32.5B
| $102M | 0.06% |
843,779
+21,147
| +3% | +$2.41M |
|
|
EFII
349
DELISTED
Electronics for Imaging
EFII
| $102M | 0.06% |
2,172,614
+27,921
| +1% | +$1.32M |
|
|
MDRX
350
DELISTED
Veradigm Inc. Common Stock
MDRX
| $102M | 0.06% |
6,601,437
-118,544
| -2% | -$1.7M |
|
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.