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 | |
|---|---|---|---|---|---|---|
676
Flex
FLEX
$37.7B
| $60.5M | 0.04% |
7,158,308
+2,901,999
| +68% | +$24.5M |
|
677
Allegiant Air
ALGT
$2.57B
| $60.5M | 0.04% |
360,253
+16,632
| +5% | +$3.2M |
|
678
Bank of Hawaii
BOH
$3.14B
| $60.5M | 0.04% |
961,048
+13,782
| +1% | +$905K |
|
679
Invesco
IVZ
$12.4B
| $60.4M | 0.04% |
1,802,857
+307,279
| +21% | +$10.1M |
|
|
MRSH
680
Marsh
MRSH
$94.3B
| $60.2M | 0.04% |
1,085,796
+134,222
| +14% | +$7.4M |
|
|
ACC
681
DELISTED
American Campus Communities, Inc.
ACC
| $60.2M | 0.04% |
1,455,901
+27,743
| +2% | +$1.09M |
|
682
Fair Isaac
FICO
$31.8B
| $60.2M | 0.04% |
638,846
-5,129
| -0.8% | -$466K |
|
|
ESND
683
DELISTED
Essendant Inc.
ESND
| $60.2M | 0.04% |
1,850,633
+219,790
| +13% | +$7.49M |
|
684
Home BancShares
HOMB
$6.3B
| $60.2M | 0.04% |
2,969,358
+185,014
| +7% | +$3.95M |
|
685
CVB Financial
CVBF
$4.02B
| $60.1M | 0.04% |
3,553,191
+178,284
| +5% | +$3.12M |
|
|
BRKL
686
DELISTED
Brookline Bancorp
BRKL
| $60.1M | 0.04% |
5,222,512
+296,100
| +6% | +$3.36M |
|
687
Transocean
RIG
$5.48B
| $59.9M | 0.04% |
4,840,322
+602,670
| +14% | +$8.69M |
|
688
Gentherm
THRM
$1.32B
| $59.9M | 0.04% |
1,263,578
+50,920
| +4% | +$2.44M |
|
|
SCHW
689
Charles Schwab
SCHW
$182B
| $59.9M | 0.04% |
1,818,472
+120,822
| +7% | +$3.82M |
|
690
Watts Water Technologies
WTS
$11.2B
| $59.8M | 0.04% |
1,203,781
+10,159
| +0.9% | +$555K |
|
|
WIRE
691
DELISTED
Encore Wire Corp
WIRE
| $59.8M | 0.04% |
1,611,661
+23,756
| +1% | +$963K |
|
692
Ligand Pharmaceuticals
LGND
$5.77B
| $59.8M | 0.04% |
883,522
-13,770
| -2% | -$850K |
|
693
Northern Trust
NTRS
$21.8B
| $59.7M | 0.04% |
828,058
+40,544
| +5% | +$2.91M |
|
|
AEGN
694
DELISTED
Aegion Corp
AEGN
| $59.6M | 0.04% |
3,088,467
-45,586
| -1% | -$904K |
|
695
Visteon
VC
$2.85B
| $59.5M | 0.04% |
519,452
+116,039
| +29% | +$13.1M |
|
696
Methode Electronics
MEI
$458M
| $59.4M | 0.04% |
1,865,194
-113,137
| -6% | -$3.82M |
|
697
Standard Motor Products
SMP
$902M
| $59.3M | 0.04% |
1,559,303
+9,095
| +0.6% | +$362K |
|
698
Nabors Industries
NBR
$1.17B
| $59.3M | 0.04% |
139,321
+4,096
| +3% | +$2.01M |
|
699
Deluxe
DLX
$1.25B
| $59.3M | 0.04% |
1,086,325
+43,181
| +4% | +$2.49M |
|
|
SRC
700
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $59.2M | 0.04% |
1,316,919
+35,258
| +3% | +$1.56M |
|
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.