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 | |
|---|---|---|---|---|---|---|
|
FFIC
1026
DELISTED
Flushing Financial
FFIC
| $42.4M | 0.03% |
1,961,193
+59,487
| +3% | +$1.28M |
|
|
WOOF
1027
DELISTED
VCA Inc.
WOOF
| $42.4M | 0.03% |
771,035
-295,697
| -28% | -$16.2M |
|
1028
Insperity
NSP
$1.97B
| $42.4M | 0.03% |
1,760,512
+82,098
| +5% | +$1.86M |
|
1029
Grand Canyon Education
LOPE
$4.01B
| $42.3M | 0.03% |
1,055,187
+34,527
| +3% | +$1.36M |
|
1030
Bath & Body Works
BBWI
$3.37B
| $42.3M | 0.03% |
545,811
+21,184
| +4% | +$1.64M |
|
1031
Saia
SAIA
$9.14B
| $42.2M | 0.03% |
1,897,244
+17,803
| +0.9% | +$460K |
|
|
VSI
1032
DELISTED
Vitamin Shoppe Inc.
VSI
| $42.2M | 0.03% |
1,290,735
+12,241
| +1% | +$388K |
|
1033
Ennis
EBF
$540M
| $42.2M | 0.03% |
2,191,744
-1,787
| -0.1% | -$34.8K |
|
|
BRCM
1034
DELISTED
BROADCOM CORP CL-A
BRCM
| $42.1M | 0.03% |
728,786
-1,523
| -0.2% | -$82K |
|
1035
Credit Acceptance
CACC
$6.24B
| $42.1M | 0.03% |
196,688
-55,002
| -22% | -$11.2M |
|
1036
LendingTree
TREE
$373M
| $42M | 0.03% |
470,145
+77,186
| +20% | +$7.94M |
|
1037
Interface
TILE
$2B
| $42M | 0.03% |
2,192,928
+43,476
| +2% | +$897K |
|
1038
Sysco
SYY
$37.7B
| $42M | 0.03% |
1,023,524
+39,658
| +4% | +$1.63M |
|
1039
Central Garden & Pet Co Class A
CENTA
$2.19B
| $42M | 0.03% |
3,856,758
+3,125
| +0.1% | +$40.2K |
|
|
SUP
1040
DELISTED
Superior Industries International
SUP
| $41.9M | 0.03% |
2,273,915
-3,718
| -0.2% | -$70.7K |
|
1041
Enpro
NPO
$6.08B
| $41.9M | 0.03% |
954,591
-17,044
| -2% | -$801K |
|
1042
Harley-Davidson
HOG
$2.79B
| $41.8M | 0.03% |
921,815
+90,844
| +11% | +$4.47M |
|
|
MJN
1043
DELISTED
Mead Johnson Nutrition Company
MJN
| $41.7M | 0.03% |
528,398
+25,979
| +5% | +$2.05M |
|
1044
Applied Materials
AMAT
$330B
| $41.7M | 0.03% |
2,231,152
+174,019
| +8% | +$3.02M |
|
|
CATM
1045
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $41.6M | 0.03% |
1,236,844
+139,934
| +13% | +$4.86M |
|
|
ESGR
1046
DELISTED
Enstar Group
ESGR
| $41.6M | 0.03% |
277,367
+10,669
| +4% | +$1.64M |
|
1047
United Parks & Resorts
PRKS
$1.64B
| $41.6M | 0.03% |
2,113,523
+267,415
| +14% | +$4.97M |
|
1048
TTM Technologies
TTMI
$12B
| $41.6M | 0.03% |
6,389,508
-35,159
| -0.5% | -$252K |
|
|
HOUS
1049
DELISTED
Anywhere Real Estate
HOUS
| $41.6M | 0.03% |
1,134,018
+306,281
| +37% | +$12.1M |
|
|
OME
1050
DELISTED
Omega Protein
OME
| $41.6M | 0.03% |
1,871,900
+26,213
| +1% | +$546K |
|
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.