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 | |
|---|---|---|---|---|---|---|
726
Zoetis
ZTS
$32.7B
| $57.5M | 0.04% |
1,200,830
-674,206
| -36% | -$30.5M |
|
727
National Beverage
FIZZ
$3.06B
| $57.5M | 0.04% |
2,531,854
+35,798
| +1% | +$694K |
|
728
Markel Group
MKL
$25.2B
| $57.5M | 0.04% |
65,074
+1,366
| +2% | +$1.19M |
|
729
Huron Consulting
HURN
$2.71B
| $57.5M | 0.04% |
967,482
+65,395
| +7% | +$3.68M |
|
730
Minerals Technologies
MTX
$2.29B
| $57.5M | 0.04% |
1,252,968
+62,845
| +5% | +$3.53M |
|
|
SEM
731
DELISTED
Select Medical
SEM
| $57.5M | 0.04% |
8,954,068
-64,860
| -0.7% | -$405K |
|
732
Ross Stores
ROST
$80.8B
| $57.2M | 0.04% |
1,063,422
+38,006
| +4% | +$1.94M |
|
733
Andersons Inc
ANDE
$2.39B
| $57.2M | 0.04% |
1,807,524
+125,614
| +7% | +$4.34M |
|
734
ING
ING
$92.9B
| $57.1M | 0.04% |
4,240,858
-32,001
| -0.7% | -$452K |
|
|
HRC
735
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $56.7M | 0.04% |
1,180,426
-22,910
| -2% | -$1.17M |
|
736
Intercontinental Exchange
ICE
$87.2B
| $56.6M | 0.04% |
1,104,515
+36,920
| +3% | +$1.86M |
|
737
Douglas Emmett
DEI
$2.05B
| $56.4M | 0.04% |
1,809,443
+34,558
| +2% | +$1.06M |
|
738
Prosperity Bancshares
PB
$8.9B
| $56.4M | 0.04% |
1,178,775
+153,057
| +15% | +$7.87M |
|
739
Rush Enterprises Class A
RUSHA
$6.34B
| $56.3M | 0.04% |
5,790,341
+18,000
| +0.3% | +$192K |
|
|
VRTU
740
DELISTED
Virtusa Corporation
VRTU
| $56.1M | 0.04% |
1,357,913
+32,711
| +2% | +$1.64M |
|
741
EXL Service
EXLS
$5.46B
| $56.1M | 0.04% |
6,242,685
+309,190
| +5% | +$2.7M |
|
|
MASI
742
DELISTED
Masimo
MASI
| $56.1M | 0.04% |
1,351,212
+76,849
| +6% | +$3.14M |
|
743
Marvell Technology
MRVL
$147B
| $56M | 0.03% |
6,348,696
-37,241
| -0.6% | -$329K |
|
744
Compass Minerals
CMP
$1.23B
| $56M | 0.03% |
743,628
+24,489
| +3% | +$2M |
|
745
Bread Financial
BFH
$4.32B
| $56M | 0.03% |
253,581
+2,022
| +0.8% | +$457K |
|
|
SF
746
Stifel
SF
$12.4B
| $56M | 0.03% |
2,972,090
+691,238
| +30% | +$13.4M |
|
|
NUVA
747
DELISTED
NuVasive, Inc.
NUVA
| $55.8M | 0.03% |
1,030,568
+32,254
| +3% | +$1.64M |
|
748
Deutsche Bank
DB
$66.6B
| $55.8M | 0.03% |
2,585,727
-2,995
| -0.1% | -$71.2K |
|
749
H.B. Fuller
FUL
$3B
| $55.7M | 0.03% |
1,528,485
+56,872
| +4% | +$2.15M |
|
750
Labcorp
LH
$25.2B
| $55.7M | 0.03% |
524,683
+49,573
| +10% | +$5.11M |
|
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.