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 | |
|---|---|---|---|---|---|---|
|
COWN
1776
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $20.3M | 0.01% |
1,322,758
| – | – |
|
1777
Booz Allen Hamilton
BAH
$9.49B
| $20.2M | 0.01% |
656,323
-10,482
| -2% | -$304K |
|
1778
Protolabs
PRLB
$2.07B
| $20.2M | 0.01% |
317,295
-4,479
| -1% | -$289K |
|
1779
Zebra Technologies
ZBRA
$16.5B
| $20.2M | 0.01% |
290,013
+141
| +0% | +$10.6K |
|
1780
First Busey Corp
BUSE
$2.49B
| $20.1M | 0.01% |
976,065
+45,396
| +5% | +$953K |
|
|
FCE.A
1781
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $20.1M | 0.01% |
918,117
-4,433
| -0.5% | -$96.6K |
|
|
POWR
1782
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
| $20.1M | 0.01% |
1,334,982
-39,241
| -3% | -$526K |
|
|
DISH
1783
DELISTED
DISH Network Corp.
DISH
| $20.1M | 0.01% |
350,945
+33,794
| +11% | +$2.07M |
|
1784
Gorman-Rupp
GRC
$1.9B
| $20M | 0.01% |
749,314
+11,638
| +2% | +$323K |
|
|
SYNT
1785
DELISTED
Syntel Inc
SYNT
| $20M | 0.01% |
442,132
+585
| +0.1% | +$27.3K |
|
1786
Copa Holdings
CPA
$5.35B
| $20M | 0.01% |
413,676
-25,111
| -6% | -$1.31M |
|
1787
Ameren
AEE
$28.8B
| $20M | 0.01% |
461,688
+23,650
| +5% | +$1.03M |
|
1788
Williams-Sonoma
WSM
$25.8B
| $19.9M | 0.01% |
682,390
+48,988
| +8% | +$1.68M |
|
1789
Heritage Financial
HFWA
$1.15B
| $19.9M | 0.01% |
1,056,381
+97,366
| +10% | +$1.84M |
|
1790
Robert Half
RHI
$3.81B
| $19.9M | 0.01% |
421,560
+40,666
| +11% | +$2.05M |
|
|
WSTC
1791
DELISTED
West Corporation
WSTC
| $19.9M | 0.01% |
921,111
+52,510
| +6% | +$1.26M |
|
1792
Acadia Healthcare
ACHC
$2.68B
| $19.9M | 0.01% |
317,954
-11,050
| -3% | -$720K |
|
1793
Bruker
BRKR
$9.61B
| $19.8M | 0.01% |
817,293
+68,763
| +9% | +$1.43M |
|
1794
Argan
AGX
$5.37B
| $19.8M | 0.01% |
611,822
+64,430
| +12% | +$2.32M |
|
|
ZAGG
1795
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $19.8M | 0.01% |
1,809,165
+181,033
| +11% | +$1.72M |
|
|
LBAI
1796
DELISTED
Lakeland Bancorp Inc
LBAI
| $19.7M | 0.01% |
1,673,940
+51,530
| +3% | +$603K |
|
|
GLDD
1797
DELISTED
Great Lakes Dredge & Dock
GLDD
| $19.7M | 0.01% |
4,978,488
-128,334
| -3% | -$568K |
|
|
SCAI
1798
DELISTED
Surgical Care Affiliates, Inc.
SCAI
| $19.7M | 0.01% |
495,020
+104,404
| +27% | +$3.63M |
|
|
CHSP
1799
DELISTED
Chesapeake Lodging Trust
CHSP
| $19.7M | 0.01% |
782,805
+15,819
| +2% | +$430K |
|
|
EBSB
1800
DELISTED
Meridian Bancorp, Inc.
EBSB
| $19.7M | 0.01% |
1,394,218
+215,923
| +18% | +$3.06M |
|
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.