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 | |
|---|---|---|---|---|---|---|
801
LiveRamp
RAMP
$2.29B
| $53M | 0.03% |
2,531,701
+192,157
| +8% | +$4.19M |
|
|
NCI
802
DELISTED
Navigant Consulting, Inc.
NCI
| $52.9M | 0.03% |
3,296,675
+319,595
| +11% | +$5.46M |
|
803
Highwoods Properties
HIW
$3.79B
| $52.8M | 0.03% |
1,211,602
+21,420
| +2% | +$914K |
|
|
CAM
804
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $52.8M | 0.03% |
835,404
-11,411
| -1% | -$755K |
|
805
Applied Industrial Technologies
AIT
$12.4B
| $52.7M | 0.03% |
1,302,622
+116,159
| +10% | +$4.74M |
|
806
Global Payments
GPN
$24.1B
| $52.6M | 0.03% |
815,399
+4,613
| +0.6% | +$311K |
|
807
Huntington Ingalls Industries
HII
$11B
| $52.6M | 0.03% |
414,696
-5,392
| -1% | -$660K |
|
808
LCI Industries
LCII
$2.59B
| $52.4M | 0.03% |
860,247
-421
| -0% | -$25K |
|
|
FL
809
DELISTED
Foot Locker
FL
| $52.4M | 0.03% |
804,527
+18,905
| +2% | +$1.26M |
|
810
Skyworks Solutions
SWKS
$9.21B
| $52.3M | 0.03% |
681,057
+2,712
| +0.4% | +$217K |
|
|
AUO
811
DELISTED
AU Optronics Corp
AUO
| $52.3M | 0.03% |
17,955,113
+308,202
| +2% | +$880K |
|
|
STMP
812
DELISTED
Stamps.com, Inc.
STMP
| $52.1M | 0.03% |
475,618
-715
| -0.2% | -$65.5K |
|
813
Liberty Media Series C
FWONK
$25.5B
| $52.1M | 0.03% |
1,933,622
+44,553
| +2% | +$1.21M |
|
814
New Jersey Resources
NJR
$6B
| $52.1M | 0.03% |
1,580,298
+14,959
| +1% | +$459K |
|
|
SPLS
815
DELISTED
Staples Inc
SPLS
| $52.1M | 0.03% |
5,497,048
+316,995
| +6% | +$3.72M |
|
|
WRI
816
DELISTED
Weingarten Realty Investors
WRI
| $52M | 0.03% |
1,503,542
+34,326
| +2% | +$1.18M |
|
817
Westlake Corp
WLK
$9.26B
| $51.9M | 0.03% |
955,188
-76,071
| -7% | -$4.41M |
|
818
American States Water
AWR
$3.44B
| $51.9M | 0.03% |
1,236,381
+38,627
| +3% | +$1.6M |
|
|
BPFH
819
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $51.8M | 0.03% |
4,569,725
+412,080
| +10% | +$4.79M |
|
820
Martin Marietta Materials
MLM
$34.2B
| $51.8M | 0.03% |
379,115
-14,758
| -4% | -$2.24M |
|
|
MHFI
821
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $51.5M | 0.03% |
522,609
+33,804
| +7% | +$3.2M |
|
822
Mercury Insurance
MCY
$6B
| $51.4M | 0.03% |
1,103,212
+46,529
| +4% | +$2.36M |
|
823
Mueller Industries
MLI
$14.5B
| $51.4M | 0.03% |
7,582,096
+476,828
| +7% | +$3.61M |
|
|
LDL
824
DELISTED
Lydall, Inc.
LDL
| $51.3M | 0.03% |
1,446,965
+1,389
| +0.1% | +$47.6K |
|
825
Axos Financial
AX
$5.58B
| $51.3M | 0.03% |
2,437,578
+21,662
| +0.9% | +$510K |
|
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.