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 | |
|---|---|---|---|---|---|---|
1476
COPT Defense Properties
CDP
$3.92B
| $27.7M | 0.02% |
1,267,187
+40,261
| +3% | +$894K |
|
1477
CVR Energy
CVI
$5.44B
| $27.6M | 0.02% |
702,251
+119,108
| +20% | +$5.13M |
|
1478
Myers Industries
MYE
$1.18B
| $27.6M | 0.02% |
2,074,204
-57,639
| -3% | -$836K |
|
1479
Motorcar Parts of America
MPAA
$200M
| $27.6M | 0.02% |
816,519
+56,429
| +7% | +$2.02M |
|
1480
Flowers Foods
FLO
$1.29B
| $27.6M | 0.02% |
1,284,393
+32,373
| +3% | +$789K |
|
|
SWI
1481
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $27.5M | 0.02% |
466,469
+8,832
| +2% | +$489K |
|
|
DFT
1482
DELISTED
DuPont Fabros Technology Inc.
DFT
| $27.5M | 0.02% |
863,811
+10,104
| +1% | +$315K |
|
|
CVGW
1483
DELISTED
Calavo Growers
CVGW
| $27.4M | 0.02% |
560,142
+4,590
| +0.8% | +$233K |
|
|
EPIQ
1484
DELISTED
EPIQ SYSTEMS INC
EPIQ
| $27.4M | 0.02% |
2,099,174
+5,548
| +0.3% | +$74.6K |
|
1485
DTE Energy
DTE
$27.1B
| $27.4M | 0.02% |
401,845
+19,823
| +5% | +$1.36M |
|
|
CTXS
1486
DELISTED
Citrix Systems Inc
CTXS
| $27.4M | 0.02% |
455,204
+21,323
| +5% | +$1.31M |
|
|
GAP
1487
The Gap Inc
GAP
$7.33B
| $27.4M | 0.02% |
1,109,198
+35,432
| +3% | +$945K |
|
|
DRII
1488
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $27.4M | 0.02% |
1,073,729
+204,639
| +24% | +$5.38M |
|
1489
Comtech Telecommunications
CMTL
$45.5M
| $27.4M | 0.02% |
1,363,183
-7,963
| -0.6% | -$179K |
|
|
CAMP
1490
DELISTED
CalAmp Corp.
CAMP
| $27.4M | 0.02% |
59,689
-127
| -0.2% | -$56K |
|
1491
World Kinect Corp
WKC
$1.83B
| $27.4M | 0.02% |
711,116
+87,758
| +14% | +$3.59M |
|
1492
Federated Hermes
FHI
$4.21B
| $27.3M | 0.02% |
953,664
+166,923
| +21% | +$5.04M |
|
1493
Sanofi
SNY
$103B
| $27.2M | 0.02% |
638,715
-15,962
| -2% | -$734K |
|
|
FEIC
1494
DELISTED
FEI COMPANY
FEIC
| $27.2M | 0.02% |
340,304
+28,116
| +9% | +$2.17M |
|
1495
RPC Inc
RES
$1.31B
| $27.2M | 0.02% |
2,272,336
+499,468
| +28% | +$5.98M |
|
|
STRZA
1496
DELISTED
Starz - Series A
STRZA
| $27.1M | 0.02% |
809,967
-155,583
| -16% | -$5.55M |
|
1497
Lifecore Biomedical
LFCR
$169M
| $27.1M | 0.02% |
2,293,549
+3,621
| +0.2% | +$44.5K |
|
|
VRE
1498
DELISTED
Veris Residential
VRE
| $27.1M | 0.02% |
1,161,173
+18,827
| +2% | +$420K |
|
|
PRFT
1499
DELISTED
Perficient Inc
PRFT
| $27.1M | 0.02% |
1,581,956
+72,331
| +5% | +$1.23M |
|
|
BSMX
1500
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $27.1M | 0.02% |
3,121,705
-300
| -0% | -$2.63K |
|
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.