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 | |
|---|---|---|---|---|---|---|
|
FNSR
826
DELISTED
Finisar Corp
FNSR
| $51.3M | 0.03% |
3,526,169
-229,719
| -6% | -$2.84M |
|
|
BIG
827
DELISTED
Big Lots, Inc.
BIG
| $51.2M | 0.03% |
1,328,571
-42,198
| -3% | -$1.87M |
|
828
ACI Worldwide
ACIW
$6.12B
| $51.2M | 0.03% |
2,392,198
+23,732
| +1% | +$546K |
|
829
Woodward
WWD
$23B
| $51.1M | 0.03% |
1,029,283
+93,455
| +10% | +$4.41M |
|
830
Omnicell
OMCL
$1.88B
| $51M | 0.03% |
1,641,466
+51,729
| +3% | +$1.53M |
|
831
Hormel Foods
HRL
$14.2B
| $51M | 0.03% |
1,289,902
-4,996
| -0.4% | -$178K |
|
832
Sinclair Inc
SBGI
$1.02B
| $51M | 0.03% |
1,566,726
+224,925
| +17% | +$7.15M |
|
833
Independent Bank
INDB
$4.04B
| $50.9M | 0.03% |
1,094,598
+53,037
| +5% | +$2.55M |
|
|
STJ
834
DELISTED
St Jude Medical
STJ
| $50.9M | 0.03% |
823,890
+199,858
| +32% | +$12.6M |
|
835
PC Connection
CNXN
$2.09B
| $50.9M | 0.03% |
2,246,479
+6,886
| +0.3% | +$151K |
|
836
Alamo Group
ALG
$1.91B
| $50.9M | 0.03% |
976,140
-3,152
| -0.3% | -$162K |
|
837
Armstrong World Industries
AWI
$7.37B
| $50.7M | 0.03% |
1,109,365
+64,633
| +6% | +$3.14M |
|
838
Paychex
PAYX
$43.4B
| $50.7M | 0.03% |
958,196
+20,883
| +2% | +$1.09M |
|
|
ANK
839
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
| $50.7M | 0.03% |
647,887
+44,363
| +7% | +$3.47M |
|
|
FRED
840
DELISTED
Fred's Inc
FRED
| $50.6M | 0.03% |
3,093,951
+54,483
| +2% | +$796K |
|
841
GSK
GSK
$107B
| $50.6M | 0.03% |
1,004,014
+47,484
| +5% | +$2.42M |
|
|
CSGS
842
DELISTED
CSG Systems International
CSGS
| $50.6M | 0.03% |
1,406,473
+15,402
| +1% | +$529K |
|
|
SVC
843
Service Properties Trust
SVC
$1.05B
| $50.6M | 0.03% |
386,916
+3,104
| +0.8% | +$417K |
|
844
Marten Transport
MRTN
$1.22B
| $50.5M | 0.03% |
7,134,568
+2,955
| +0% | +$20.2K |
|
845
Aon
AON
$80.6B
| $50.5M | 0.03% |
547,171
+10,357
| +2% | +$965K |
|
846
DHT Holdings
DHT
$2.99B
| $50.4M | 0.03% |
6,229,244
+1,377,790
| +28% | +$10.8M |
|
|
CRZO
847
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $50.2M | 0.03% |
1,696,784
-161,753
| -9% | -$5.93M |
|
848
Simmons First National
SFNC
$3.39B
| $50.1M | 0.03% |
1,952,360
+230,464
| +13% | +$6.07M |
|
849
Itaú Unibanco
ITUB
$89.8B
| $50.1M | 0.03% |
17,442,260
-3,312,080
| -16% | -$10.5M |
|
850
Matador Resources
MTDR
$6.04B
| $50M | 0.03% |
2,528,824
-338,446
| -12% | -$8.26M |
|
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.