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 | |
|---|---|---|---|---|---|---|
1326
Incyte
INCY
$25.6B
| $32.2M | 0.02% |
297,055
-38,708
| -12% | -$4.32M |
|
1327
Commerce Bancshares
CBSH
$8.29B
| $32.2M | 0.02% |
1,232,756
+45,527
| +4% | +$1.23M |
|
1328
Repligen
RGEN
$9.97B
| $32.2M | 0.02% |
1,137,844
-94,834
| -8% | -$2.73M |
|
1329
Voya Financial
VOYA
$9.02B
| $32.1M | 0.02% |
870,411
+100,195
| +13% | +$3.97M |
|
1330
Five Below
FIVE
$13B
| $32.1M | 0.02% |
1,000,701
+71,374
| +8% | +$2.29M |
|
1331
Gerdau
GGB
$10B
| $32.1M | 0.02% |
33,722,399
-470,831
| -1% | -$544K |
|
|
KKD
1332
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $32.1M | 0.02% |
2,129,271
-32,769
| -2% | -$466K |
|
1333
Williams Companies
WMB
$88B
| $32.1M | 0.02% |
1,248,462
+14,147
| +1% | +$494K |
|
1334
HCA Healthcare
HCA
$93.5B
| $32M | 0.02% |
473,344
+23,468
| +5% | +$1.64M |
|
1335
Kforce
KFRC
$922M
| $32M | 0.02% |
1,266,291
+33,117
| +3% | +$876K |
|
|
WBMD
1336
DELISTED
WebMD Health Corp.
WBMD
| $32M | 0.02% |
662,012
+15,594
| +2% | +$695K |
|
|
SJI
1337
DELISTED
South Jersey Industries, Inc.
SJI
| $32M | 0.02% |
1,359,042
+135,468
| +11% | +$3.32M |
|
|
ENDP
1338
DELISTED
Endo International plc
ENDP
| $31.9M | 0.02% |
521,592
+33,765
| +7% | +$2.05M |
|
1339
CorVel
CRVL
$3.6B
| $31.9M | 0.02% |
2,180,589
+56,061
| +3% | +$689K |
|
1340
Ulta Beauty
ULTA
$23.4B
| $31.9M | 0.02% |
172,395
+5,556
| +3% | +$960K |
|
|
AD
1341
Array Digital Infrastructure
AD
$3.25B
| $31.9M | 0.02% |
781,484
+23,381
| +3% | +$935K |
|
|
PE
1342
DELISTED
PARSLEY ENERGY INC
PE
| $31.9M | 0.02% |
1,726,439
+941,531
| +120% | +$17M |
|
|
HBI
1343
DELISTED
Hanesbrands
HBI
| $31.8M | 0.02% |
1,082,279
+40,278
| +4% | +$1.21M |
|
1344
Patrick Industries
PATK
$2.26B
| $31.8M | 0.02% |
1,644,710
-39,649
| -2% | -$735K |
|
1345
News Corp Class A
NWSA
$16.2B
| $31.7M | 0.02% |
2,375,648
+72,078
| +3% | +$1.02M |
|
|
EGL
1346
DELISTED
Engility Holdings, Inc.
EGL
| $31.7M | 0.02% |
976,798
+155,392
| +19% | +$4.95M |
|
|
CONE
1347
DELISTED
CyrusOne Inc Common Stock
CONE
| $31.6M | 0.02% |
844,242
+103,238
| +14% | +$3.65M |
|
1348
Fastenal
FAST
$56B
| $31.5M | 0.02% |
3,088,124
+159,592
| +5% | +$1.57M |
|
|
HOT
1349
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $31.5M | 0.02% |
454,807
+14,553
| +3% | +$1.04M |
|
|
RTEC
1350
DELISTED
Rudolph Technologies Inc
RTEC
| $31.5M | 0.02% |
2,214,751
+241,308
| +12% | +$3.31M |
|
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.