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 | |
|---|---|---|---|---|---|---|
1951
Jazz Pharmaceuticals
JAZZ
$15.9B
| $16.3M | 0.01% |
115,602
+2,649
| +2% | +$367K |
|
1952
Saga Communications
SGA
$58M
| $16.2M | 0.01% |
422,125
+1,386
| +0.3% | +$57K |
|
1953
PTC
PTC
$14.5B
| $16.2M | 0.01% |
468,356
-39,471
| -8% | -$1.38M |
|
1954
Nektar Therapeutics
NKTR
$2.34B
| $16.2M | 0.01% |
64,108
+39,450
| +160% | +$8.11M |
|
1955
Artivion
AORT
$1.18B
| $16.2M | 0.01% |
1,501,086
-18,966
| -1% | -$199K |
|
1956
Pilgrim's Pride
PPC
$7.04B
| $16.1M | 0.01% |
730,751
+117,030
| +19% | +$2.39M |
|
1957
BioMarin Pharmaceuticals
BMRN
$12.7B
| $16.1M | 0.01% |
153,926
+7,529
| +5% | +$786K |
|
|
SCG
1958
DELISTED
Scana
SCG
| $16.1M | 0.01% |
265,646
+15,525
| +6% | +$910K |
|
1959
Genworth Financial
GNW
$3.87B
| $16M | 0.01% |
4,283,964
-2,056,342
| -32% | -$9.51M |
|
1960
EQT Corp
EQT
$31.4B
| $16M | 0.01% |
563,088
+26,857
| +5% | +$902K |
|
|
AEPI
1961
DELISTED
AEP Industries Inc
AEPI
| $16M | 0.01% |
206,894
+14,439
| +8% | +$1.15M |
|
1962
Sensata Technologies
ST
$6.2B
| $15.9M | 0.01% |
345,729
+52,748
| +18% | +$2.43M |
|
|
SCNB
1963
DELISTED
Suffolk Bancorp
SCNB
| $15.9M | 0.01% |
559,514
+13,919
| +3% | +$406K |
|
|
SNI
1964
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $15.9M | 0.01% |
287,256
+17,937
| +7% | +$1.01M |
|
|
TLMR
1965
DELISTED
TALMER BANCORP INC (MI)
TLMR
| $15.9M | 0.01% |
875,352
+268,375
| +44% | +$4.65M |
|
1966
Unitil
UTL
$967M
| $15.7M | 0.01% |
438,871
+27,470
| +7% | +$986K |
|
1967
Flotek Industries
FTK
$1.08B
| $15.7M | 0.01% |
229,403
-11,039
| -5% | -$946K |
|
1968
Build-A-Bear
BBW
$322M
| $15.7M | 0.01% |
1,285,044
+24,689
| +2% | +$363K |
|
|
ULTI
1969
DELISTED
Ultimate Software Group Inc
ULTI
| $15.7M | 0.01% |
80,444
-2,593
| -3% | -$508K |
|
1970
Cooper-Standard Automotive
CPS
$417M
| $15.7M | 0.01% |
202,406
+70,506
| +53% | +$4.98M |
|
1971
AES
AES
$10.6B
| $15.7M | 0.01% |
1,640,791
-16,273
| -1% | -$163K |
|
1972
Winmark
WINA
$1.07B
| $15.7M | 0.01% |
168,714
+933
| +0.6% | +$90.3K |
|
|
USAK
1973
DELISTED
USA Truck Inc
USAK
| $15.7M | 0.01% |
898,681
-3,928
| -0.4% | -$73.7K |
|
1974
CoStar Group
CSGP
$12B
| $15.6M | 0.01% |
756,840
-69,280
| -8% | -$1.38M |
|
|
STR
1975
DELISTED
QUESTAR CORP
STR
| $15.6M | 0.01% |
799,662
+14,931
| +2% | +$293K |
|
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.