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 | 19.72% |
| 2 | Industrials | 13.81% |
| 3 | Technology | 12.31% |
| 4 | Consumer Discretionary | 10.14% |
| 5 | Healthcare | 10.07% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
851
Landstar System
LSTR
$5.74B
| $49.9M | 0.03% |
851,627
+67,916
| +9% | +$4.18M |
|
|
LTXB
852
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $49.9M | 0.03% |
1,993,026
+117,375
| +6% | +$3.38M |
|
853
Ciena
CIEN
$48.3B
| $49.8M | 0.03% |
2,408,181
+189,415
| +9% | +$4.35M |
|
854
Ingles Markets
IMKTA
$1.57B
| $49.8M | 0.03% |
1,129,706
+39,688
| +4% | +$1.98M |
|
855
Air Products & Chemicals
APD
$63.9B
| $49.8M | 0.03% |
413,420
+24,510
| +6% | +$3.08M |
|
856
B&G Foods
BGS
$255M
| $49.7M | 0.03% |
1,419,529
+68,057
| +5% | +$2.46M |
|
|
HAWK
857
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $49.7M | 0.03% |
1,123,297
+128,904
| +13% | +$5.77M |
|
|
LSI
858
DELISTED
Life Storage, Inc.
LSI
| $49.6M | 0.03% |
693,641
+20,709
| +3% | +$1.39M |
|
859
RBC Bearings
RBC
$15.4B
| $49.5M | 0.03% |
766,914
+10,277
| +1% | +$686K |
|
860
Silicon Laboratories
SLAB
$7.33B
| $49.5M | 0.03% |
1,019,119
-78,106
| -7% | -$3.86M |
|
|
XEC
861
DELISTED
CIMAREX ENERGY CO
XEC
| $49.4M | 0.03% |
552,464
-93,808
| -15% | -$10.4M |
|
862
Spire
SR
$4.72B
| $49.4M | 0.03% |
830,953
+48,130
| +6% | +$2.77M |
|
863
Simpson Manufacturing
SSD
$7.06B
| $49.3M | 0.03% |
1,443,373
+83,265
| +6% | +$3.02M |
|
|
EA
864
DELISTED
Electronic Arts
EA
| $49.3M | 0.03% |
716,783
+24,890
| +4% | +$1.75M |
|
865
Agilent Technologies
A
$43.3B
| $49.3M | 0.03% |
1,178,128
-383,829
| -25% | -$14.8M |
|
|
STFC
866
DELISTED
State Auto Financial Corp
STFC
| $49.2M | 0.03% |
2,388,855
+26,619
| +1% | +$618K |
|
867
Salesforce
CRM
$206B
| $49.2M | 0.03% |
627,316
+41,849
| +7% | +$3.27M |
|
868
CarMax
KMX
$8.34B
| $49.2M | 0.03% |
910,785
+140,672
| +18% | +$8.03M |
|
869
Ametek
AME
$53.2B
| $49M | 0.03% |
914,325
+43,510
| +5% | +$2.39M |
|
|
NEWP
870
DELISTED
NEWPORT CORP
NEWP
| $49M | 0.03% |
3,085,964
+25,527
| +0.8% | +$401K |
|
871
Cable One
CABO
$107M
| $49M | 0.03% |
112,927
-19,212
| -15% | -$8.49M |
|
|
GTS
872
DELISTED
Triple-S Management Corporation
GTS
| $48.9M | 0.03% |
2,150,298
-4,037
| -0.2% | -$88.3K |
|
873
First Citizens BancShares
FCNCA
$23.7B
| $48.9M | 0.03% |
189,427
+2,409
| +1% | +$599K |
|
874
NorthWestern Energy
NWE
$4.22B
| $48.9M | 0.03% |
900,701
+72,673
| +9% | +$3.95M |
|
|
MANT
875
DELISTED
Mantech International Corp
MANT
| $48.8M | 0.03% |
1,614,198
+119,443
| +8% | +$3.56M |
|
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 20% of assets, up from 20% 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.