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 | |
|---|---|---|---|---|---|---|
1901
Kratos Defense & Security Solutions
KTOS
$9.03B
| $17M | 0.01% |
4,139,667
+308,489
| +8% | +$1.37M |
|
1902
Waterstone Financial
WSBF
$372M
| $16.9M | 0.01% |
1,201,728
+36,295
| +3% | +$496K |
|
1903
Sally Beauty Holdings
SBH
$1.48B
| $16.9M | 0.01% |
606,631
+9,568
| +2% | +$240K |
|
1904
Cheniere Energy
LNG
$55.7B
| $16.9M | 0.01% |
454,333
+14,344
| +3% | +$653K |
|
1905
Crown Holdings
CCK
$12B
| $16.9M | 0.01% |
333,554
+42,979
| +15% | +$2.19M |
|
|
LQ
1906
DELISTED
La Quinta Holdings Inc.
LQ
| $16.9M | 0.01% |
1,241,774
+31,478
| +3% | +$482K |
|
1907
ResMed
RMD
$32.7B
| $16.9M | 0.01% |
314,665
+15,783
| +5% | +$890K |
|
1908
Banco Santander Chile
BSAC
$16.2B
| $16.9M | 0.01% |
957,246
-16,613
| -2% | -$309K |
|
|
FARM
1909
DELISTED
Farmer Brothers
FARM
| $16.9M | 0.01% |
523,294
+27,541
| +6% | +$825K |
|
|
BLT
1910
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
| $16.9M | 0.01% |
1,718,620
-139,784
| -8% | -$953K |
|
|
XOXO
1911
DELISTED
Xo Group Inc
XOXO
| $16.8M | 0.01% |
1,048,158
+6,330
| +0.6% | +$101K |
|
|
BEAV
1912
DELISTED
B/E Aerospace Inc
BEAV
| $16.8M | 0.01% |
396,890
+39,340
| +11% | +$1.76M |
|
|
SAVE
1913
DELISTED
Spirit Airlines, Inc.
SAVE
| $16.8M | 0.01% |
421,734
+17,540
| +4% | +$713K |
|
|
TOWR
1914
DELISTED
Tower International, Inc.
TOWR
| $16.8M | 0.01% |
588,138
+9,822
| +2% | +$276K |
|
|
CKP
1915
DELISTED
CHECKPOINT SYSTEMS INC
CKP
| $16.8M | 0.01% |
2,679,942
-37,288
| -1% | -$251K |
|
|
SPA
1916
DELISTED
Sparton
SPA
| $16.8M | 0.01% |
840,163
+470
| +0.1% | +$10.4K |
|
|
AVID
1917
DELISTED
Avid Technology Inc
AVID
| $16.8M | 0.01% |
2,303,514
-139,424
| -6% | -$1.03M |
|
|
USG
1918
DELISTED
Usg
USG
| $16.8M | 0.01% |
690,965
+153,914
| +29% | +$3.79M |
|
1919
Rollins
ROL
$15.9B
| $16.8M | 0.01% |
1,456,362
-40,433
| -3% | -$482K |
|
|
BMTC
1920
DELISTED
Bryn Mawr Bank Corp
BMTC
| $16.8M | 0.01% |
583,368
+66,465
| +13% | +$1.97M |
|
|
X
1921
DELISTED
US Steel
X
| $16.7M | 0.01% |
2,098,047
-217,441
| -9% | -$2.14M |
|
|
IL
1922
DELISTED
IntraLinks Holdings Inc.
IL
| $16.7M | 0.01% |
1,845,861
+109,592
| +6% | +$1.01M |
|
|
SFE
1923
DELISTED
Safeguard Scientifics, Inc.
SFE
| $16.7M | 0.01% |
1,151,123
-1,033
| -0.1% | -$16.7K |
|
1924
Cameco
CCJ
$40.4B
| $16.7M | 0.01% |
1,354,467
+32,021
| +2% | +$411K |
|
|
INSY
1925
DELISTED
Insys Therapeutics, Inc.
INSY
| $16.7M | 0.01% |
583,172
-149,177
| -20% | -$4.13M |
|
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.