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 | |
|---|---|---|---|---|---|---|
1176
Tredegar Corp
TG
$240M
| $36.9M | 0.02% |
2,711,194
-27,242
| -1% | -$401K |
|
1177
NVR
NVR
$16.5B
| $36.8M | 0.02% |
22,401
+262
| +1% | +$429K |
|
1178
AptarGroup
ATR
$7.93B
| $36.8M | 0.02% |
506,019
+43,212
| +9% | +$3.12M |
|
1179
UBS Group
UBS
$154B
| $36.7M | 0.02% |
1,896,032
+120,758
| +7% | +$2.36M |
|
1180
KBR
KBR
$4.61B
| $36.7M | 0.02% |
2,166,676
+77,242
| +4% | +$1.42M |
|
1181
Xylem
XYL
$25B
| $36.7M | 0.02% |
1,004,158
+8,693
| +0.9% | +$314K |
|
1182
Mattel
MAT
$3.76B
| $36.5M | 0.02% |
1,344,557
+141,118
| +12% | +$3.47M |
|
1183
Materion
MTRN
$5.17B
| $36.5M | 0.02% |
1,303,629
+51,589
| +4% | +$1.56M |
|
1184
CDW
CDW
$18.7B
| $36.5M | 0.02% |
867,988
+19,252
| +2% | +$838K |
|
1185
Exelon
EXC
$43.7B
| $36.5M | 0.02% |
1,841,621
+137,525
| +8% | +$2.79M |
|
1186
Hanmi Financial
HAFC
$951M
| $36.4M | 0.02% |
1,536,401
+76,568
| +5% | +$1.96M |
|
1187
Rogers Corp
ROG
$2.3B
| $36.4M | 0.02% |
706,073
-2,560
| -0.4% | -$134K |
|
1188
Agnico Eagle Mines
AEM
$99B
| $36.4M | 0.02% |
1,384,667
+30,087
| +2% | +$821K |
|
|
NPKI
1189
NPK International
NPKI
$1.1B
| $36.4M | 0.02% |
6,887,187
-240,648
| -3% | -$1.39M |
|
1190
Universal Electronics
UEIC
$66.2M
| $36.4M | 0.02% |
708,040
+13,768
| +2% | +$668K |
|
1191
Teradyne
TER
$53.3B
| $36.4M | 0.02% |
1,758,424
+7,510
| +0.4% | +$149K |
|
1192
LPL Financial
LPLA
$26.2B
| $36.3M | 0.02% |
852,098
+8,543
| +1% | +$364K |
|
1193
Affiliated Managers Group
AMG
$8.87B
| $36.3M | 0.02% |
227,196
+8,481
| +4% | +$1.46M |
|
|
AFFX
1194
DELISTED
Affymetrix Inc
AFFX
| $36.3M | 0.02% |
3,593,520
-52,610
| -1% | -$486K |
|
1195
Heartland Express
HTLD
$919M
| $36.2M | 0.02% |
2,126,610
+271,673
| +15% | +$5.21M |
|
1196
Trex
TREX
$4.39B
| $36.1M | 0.02% |
3,800,424
+30,116
| +0.8% | +$302K |
|
1197
Barnes & Noble Education
BNED
$363M
| $36.1M | 0.02% |
36,289
+1,907
| +6% | +$2.39M |
|
|
ASRT
1198
DELISTED
Assertio
ASRT
| $36.1M | 0.02% |
33,164
-561
| -2% | -$631K |
|
1199
Prudential
PUK
$32.5B
| $36M | 0.02% |
823,613
+18,112
| +2% | +$806K |
|
1200
Bio-Rad Laboratories Class A
BIO
$10.1B
| $36M | 0.02% |
259,620
+10,154
| +4% | +$1.41M |
|
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.