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 | |
|---|---|---|---|---|---|---|
|
PDCO
1376
DELISTED
Patterson Companies, Inc.
PDCO
| $30.6M | 0.02% |
677,390
+49,173
| +8% | +$2.26M |
|
1377
Cavco Industries
CVCO
$4.14B
| $30.6M | 0.02% |
366,796
+29,519
| +9% | +$2.51M |
|
|
WAIR
1378
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $30.5M | 0.02% |
2,546,750
+347,137
| +16% | +$4.32M |
|
1379
Marcus Corp
MCS
$852M
| $30.4M | 0.02% |
1,604,454
+397
| +0% | +$7.94K |
|
1380
ITT
ITT
$18.1B
| $30.4M | 0.02% |
836,294
+203,958
| +32% | +$7.65M |
|
1381
Dr. Reddy's Laboratories
RDY
$10.2B
| $30.3M | 0.02% |
3,276,775
+158,570
| +5% | +$1.74M |
|
1382
Public Service Enterprise Group
PEG
$35.3B
| $30.3M | 0.02% |
782,948
+41,596
| +6% | +$1.67M |
|
1383
Radian Group
RDN
$4.64B
| $30.3M | 0.02% |
2,260,178
-1,806
| -0.1% | -$26.5K |
|
1384
Church & Dwight Co
CHD
$22.8B
| $30.2M | 0.02% |
712,298
+29,188
| +4% | +$1.25M |
|
1385
Lloyds Banking Group
LYG
$86.1B
| $30.2M | 0.02% |
6,925,163
-1,191,317
| -15% | -$5.4M |
|
|
BBL
1386
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $30.2M | 0.02% |
1,332,095
+117,258
| +10% | +$3.31M |
|
|
FRC
1387
DELISTED
First Republic Bank
FRC
| $30.2M | 0.02% |
456,521
+20,554
| +5% | +$1.36M |
|
1388
Vertex Pharmaceuticals
VRTX
$130B
| $30.2M | 0.02% |
239,624
+14,019
| +6% | +$1.69M |
|
1389
Belden
BDC
$4.4B
| $30.1M | 0.02% |
631,938
-3,449
| -0.5% | -$190K |
|
|
LBRDK
1390
DELISTED
Liberty Broadband Class C
LBRDK
| $30.1M | 0.02% |
580,861
+12,915
| +2% | +$685K |
|
1391
National CineMedia
NCMI
$209M
| $30.1M | 0.02% |
191,735
+3,108
| +2% | +$461K |
|
1392
Brady Corp
BRC
$4B
| $30.1M | 0.02% |
1,310,082
-32,067
| -2% | -$748K |
|
|
SPWR
1393
DELISTED
SunPower Corporation Common Stock
SPWR
| $30.1M | 0.02% |
1,530,669
-48,403
| -3% | -$810K |
|
1394
Virtus Investment Partners
VRTS
$864M
| $30M | 0.02% |
255,539
+52,918
| +26% | +$6.34M |
|
1395
Badger Meter
BMI
$3.7B
| $30M | 0.02% |
2,048,728
+38,048
| +2% | +$567K |
|
1396
IPG Photonics
IPGP
$3.29B
| $30M | 0.02% |
336,500
+30,906
| +10% | +$2.65M |
|
|
GRMN
1397
Garmin
GRMN
$53.9B
| $29.9M | 0.02% |
805,439
+228,308
| +40% | +$8.3M |
|
|
JAH
1398
DELISTED
JARDEN CORPORATION
JAH
| $29.9M | 0.02% |
523,745
-13,789
| -3% | -$691K |
|
1399
MACOM Technology Solutions
MTSI
$20.1B
| $29.8M | 0.02% |
729,864
-27,523
| -4% | -$958K |
|
1400
Power Integrations
POWI
$2.76B
| $29.8M | 0.02% |
1,226,610
+41,580
| +4% | +$1.01M |
|
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.