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 | |
|---|---|---|---|---|---|---|
1051
Signet Jewelers
SIG
$3.94B
| $41.5M | 0.03% |
335,894
+12,049
| +4% | +$1.63M |
|
|
TIF
1052
DELISTED
Tiffany & Co.
TIF
| $41.5M | 0.03% |
544,469
+107,792
| +25% | +$8.42M |
|
1053
Steven Madden
SHOO
$3.04B
| $41.5M | 0.03% |
2,061,684
-6,341
| -0.3% | -$141K |
|
|
VG
1054
DELISTED
Vonage Holdings Corporation
VG
| $41.5M | 0.03% |
7,234,296
| – | – |
|
1055
Saic
SAIC
$5.56B
| $41.5M | 0.03% |
906,955
+51,471
| +6% | +$2.35M |
|
1056
Microchip Technology
MCHP
$37.8B
| $41.5M | 0.03% |
1,783,118
+41,070
| +2% | +$963K |
|
1057
CBIZ
CBZ
$2.96B
| $41.5M | 0.03% |
4,204,851
+496,768
| +13% | +$5.26M |
|
|
CY
1058
DELISTED
Cypress Semiconductor
CY
| $41.4M | 0.03% |
4,221,746
-664,864
| -14% | -$6.61M |
|
1059
Cato Corp
CATO
$46.6M
| $41.4M | 0.03% |
1,124,726
+34,742
| +3% | +$1.31M |
|
1060
Range Resources
RRC
$9.08B
| $41.4M | 0.03% |
1,682,940
+8,853
| +0.5% | +$263K |
|
|
NUAN
1061
DELISTED
Nuance Communications, Inc.
NUAN
| $41.4M | 0.03% |
2,401,626
-10,195
| -0.4% | -$166K |
|
1062
Mativ Holdings
MATV
$664M
| $41.3M | 0.03% |
983,370
+17
| +0% | +$680 |
|
|
BOBE
1063
DELISTED
Bob Evans Farms, Inc.
BOBE
| $41.3M | 0.03% |
1,062,811
-46,709
| -4% | -$1.94M |
|
1064
Carlisle Companies
CSL
$12.6B
| $41.2M | 0.03% |
464,096
+42,213
| +10% | +$3.73M |
|
1065
AutoZone
AZO
$46.5B
| $41.1M | 0.03% |
55,361
+1,966
| +4% | +$1.5M |
|
1066
L3Harris
LHX
$46.7B
| $41.1M | 0.03% |
472,618
+22,233
| +5% | +$1.79M |
|
|
LABL
1067
DELISTED
Multi-Color Corp
LABL
| $41M | 0.03% |
684,639
+34,226
| +5% | +$2.35M |
|
1068
Quanex
NX
$952M
| $40.9M | 0.03% |
1,963,106
+52,108
| +3% | +$1.01M |
|
1069
Itron
ITRI
$4.03B
| $40.9M | 0.03% |
1,131,205
-6,908
| -0.6% | -$244K |
|
1070
WisdomTree
WT
$3.37B
| $40.9M | 0.03% |
2,609,221
-123,321
| -5% | -$2.26M |
|
1071
American Electric Power
AEP
$65.7B
| $40.9M | 0.03% |
701,551
+47,712
| +7% | +$2.7M |
|
|
AXE
1072
DELISTED
Anixter International Inc
AXE
| $40.9M | 0.03% |
676,922
+90,565
| +15% | +$5.79M |
|
1073
Campbell Soup
CPB
$6.38B
| $40.8M | 0.03% |
776,791
+34,306
| +5% | +$1.76M |
|
1074
Archrock
AROC
$5.44B
| $40.8M | 0.03% |
5,427,788
-412,446
| -7% | -$5.89M |
|
1075
First Interstate BancSystem
FIBK
$3.52B
| $40.8M | 0.03% |
1,403,091
+83,222
| +6% | +$2.4M |
|
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.