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 | |
|---|---|---|---|---|---|---|
|
BGG
626
DELISTED
Briggs & Stratton Corp.
BGG
| $64.9M | 0.04% |
3,752,123
-86,529
| -2% | -$1.62M |
|
627
Dollar General
DG
$28.4B
| $64.6M | 0.04% |
898,215
+26,732
| +3% | +$1.81M |
|
|
WCC
628
WESCO International
WCC
$15.1B
| $64.5M | 0.04% |
1,477,615
+27,816
| +2% | +$1.3M |
|
629
First Horizon
FHN
$12.2B
| $64.5M | 0.04% |
4,444,429
-214,272
| -5% | -$3.11M |
|
|
JNPR
630
DELISTED
Juniper Networks
JNPR
| $64.5M | 0.04% |
2,337,369
-253,569
| -10% | -$7.51M |
|
|
ARII
631
DELISTED
American Railcar Industries, Inc.
ARII
| $64.5M | 0.04% |
1,393,581
-7,732
| -0.6% | -$385K |
|
632
Parker-Hannifin
PH
$120B
| $64.3M | 0.04% |
662,642
+30,671
| +5% | +$3.11M |
|
633
Ecolab
ECL
$79.8B
| $64.2M | 0.04% |
561,124
+26,231
| +5% | +$3.09M |
|
634
Murphy USA
MUSA
$11.4B
| $64.1M | 0.04% |
1,055,683
+56,777
| +6% | +$3.39M |
|
635
Carpenter Technology
CRS
$26.4B
| $64.1M | 0.04% |
2,118,121
+392,393
| +23% | +$12.9M |
|
636
Regis Corp
RGS
$68.4M
| $64M | 0.04% |
226,287
-3,709
| -2% | -$1.12M |
|
637
Waste Management
WM
$95B
| $64M | 0.04% |
1,199,150
+80,357
| +7% | +$4.27M |
|
|
KSU
638
DELISTED
Kansas City Southern
KSU
| $64M | 0.04% |
857,030
+183,408
| +27% | +$15.7M |
|
639
AstraZeneca
AZN
$269B
| $64M | 0.04% |
942,150
+32,716
| +4% | +$2.14M |
|
|
IPXL
640
DELISTED
Impax Laboratories, Inc.
IPXL
| $63.9M | 0.04% |
1,495,098
-9,756
| -0.6% | -$390K |
|
|
ZNGA
641
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $63.9M | 0.04% |
23,824,830
+3,259,964
| +16% | +$8.2M |
|
642
Sensient Technologies
SXT
$5.22B
| $63.8M | 0.04% |
1,014,846
+1,851
| +0.2% | +$119K |
|
643
The Greenbrier Companies
GBX
$1.57B
| $63.5M | 0.04% |
1,947,519
-32,604
| -2% | -$1.12M |
|
644
UMB Financial
UMBF
$11.3B
| $63.5M | 0.04% |
1,364,242
+64,130
| +5% | +$3.24M |
|
645
Conagra Brands
CAG
$7.42B
| $63.5M | 0.04% |
1,935,313
-139,831
| -7% | -$4.47M |
|
646
La-Z-Boy
LZB
$1.64B
| $63.4M | 0.04% |
2,596,864
-3,090
| -0.1% | -$82.9K |
|
647
Synaptics
SYNA
$4.05B
| $63.4M | 0.04% |
788,630
+30,925
| +4% | +$2.63M |
|
|
PX
648
DELISTED
Praxair Inc
PX
| $63.4M | 0.04% |
618,616
+37,620
| +6% | +$4.1M |
|
649
Pool Corp
POOL
$7.05B
| $63.2M | 0.04% |
782,940
-1,315
| -0.2% | -$105K |
|
|
DF
650
DELISTED
Dean Foods Company
DF
| $63.2M | 0.04% |
3,682,328
+84,561
| +2% | +$1.52M |
|
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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.