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 | |
|---|---|---|---|---|---|---|
1451
Urban Edge Properties
UE
$2.54B
| $28.3M | 0.02% |
1,206,807
+35,850
| +3% | +$836K |
|
|
FRGI
1452
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $28.3M | 0.02% |
841,298
-20,636
| -2% | -$772K |
|
1453
Eagle Materials
EXP
$5.46B
| $28.2M | 0.02% |
467,264
+161,536
| +53% | +$10.8M |
|
1454
Toro Company
TTC
$8.76B
| $28.2M | 0.02% |
772,256
-18,128
| -2% | -$678K |
|
1455
Kite Realty
KRG
$5.11B
| $28.2M | 0.02% |
1,086,384
+18,936
| +2% | +$491K |
|
1456
Interparfums
IPAR
$3.55B
| $28.1M | 0.02% |
1,181,478
+25,482
| +2% | +$669K |
|
1457
NatWest
NWG
$75.2B
| $28.1M | 0.02% |
2,943,294
+237,457
| +9% | +$2.42M |
|
1458
SS&C Technologies
SSNC
$18.8B
| $28.1M | 0.02% |
823,160
-20,836
| -2% | -$740K |
|
1459
Copart
CPRT
$27.5B
| $28.1M | 0.02% |
5,906,912
+864,000
| +17% | +$3.99M |
|
|
SPR
1460
DELISTED
Spirit AeroSystems
SPR
| $28M | 0.02% |
559,081
-1,334
| -0.2% | -$68.1K |
|
1461
Harmonic Inc
HLIT
$1.21B
| $28M | 0.02% |
6,872,364
+225,866
| +3% | +$1.2M |
|
1462
Hecla Mining
HL
$12.7B
| $28M | 0.02% |
14,795,733
-249,317
| -2% | -$518K |
|
1463
Veeco
VECO
$2.52B
| $27.9M | 0.02% |
1,357,836
-19,106
| -1% | -$387K |
|
|
EQY
1464
DELISTED
Equity One
EQY
| $27.9M | 0.02% |
1,027,986
+26,519
| +3% | +$700K |
|
1465
Lincoln Electric
LECO
$14B
| $27.9M | 0.02% |
537,456
+35,359
| +7% | +$1.97M |
|
1466
National Bank Holdings
NBHC
$1.83B
| $27.9M | 0.02% |
1,304,327
+261,506
| +25% | +$5.66M |
|
1467
WSFS Financial
WSFS
$4.04B
| $27.9M | 0.02% |
860,829
+108,524
| +14% | +$3.47M |
|
|
HSII
1468
DELISTED
Heidrick & Struggles
HSII
| $27.9M | 0.02% |
1,023,304
+24,649
| +2% | +$645K |
|
1469
HEICO Corp Class A
HEI.A
$31B
| $27.9M | 0.02% |
1,382,083
+88,106
| +7% | +$1.61M |
|
1470
Crocs
CROX
$5.93B
| $27.9M | 0.02% |
2,719,613
-490,111
| -15% | -$5.28M |
|
|
TYPE
1471
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $27.8M | 0.02% |
1,177,056
-9,988
| -0.8% | -$245K |
|
1472
Unilever
UL
$134B
| $27.8M | 0.02% |
573,073
+19,614
| +4% | +$957K |
|
1473
Hawaiian Electric Industries
HE
$1.75B
| $27.7M | 0.02% |
957,899
| – | – |
|
1474
StoneX
SNEX
$7.99B
| $27.7M | 0.02% |
4,193,249
+91,151
| +2% | +$581K |
|
1475
XPO
XPO
$20.6B
| $27.7M | 0.02% |
2,938,307
+197,205
| +7% | +$1.96M |
|
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.