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 | |
|---|---|---|---|---|---|---|
2001
Mistras Group
MG
$638M
| $14.9M | 0.01% |
779,195
+43,647
| +6% | +$844K |
|
|
QTS
2002
DELISTED
QTS REALTY TRUST, INC.
QTS
| $14.9M | 0.01% |
329,458
+131,694
| +67% | +$5.73M |
|
2003
First Community Bankshares
FCBC
$888M
| $14.9M | 0.01% |
797,553
+24,972
| +3% | +$479K |
|
2004
Medifast
MED
$134M
| $14.9M | 0.01% |
489,024
+2,167
| +0.4% | +$64.5K |
|
|
EXAR
2005
DELISTED
Exar Corporation
EXAR
| $14.8M | 0.01% |
2,418,147
-267,196
| -10% | -$1.64M |
|
|
PAMT
2006
PAMT Corp
PAMT
$262M
| $14.8M | 0.01% |
2,147,880
+8,008
| +0.4% | +$68.1K |
|
2007
Arista Networks
ANET
$257B
| $14.8M | 0.01% |
3,034,592
+1,042,368
| +52% | +$4.52M |
|
2008
STAG Industrial
STAG
$7.19B
| $14.7M | 0.01% |
798,097
+84,374
| +12% | +$1.64M |
|
|
AUD
2009
DELISTED
Audacy, Inc.
AUD
| $14.7M | 0.01% |
1,307,288
+85,627
| +7% | +$960K |
|
2010
Unisys
UIS
$184M
| $14.6M | 0.01% |
1,322,330
-193,672
| -13% | -$2.45M |
|
2011
Supernus Pharmaceuticals
SUPN
$2.52B
| $14.6M | 0.01% |
1,087,055
+117,574
| +12% | +$1.82M |
|
2012
Center Bancorp
CNOB
$1.59B
| $14.6M | 0.01% |
780,529
+64,163
| +9% | +$1.19M |
|
2013
Hurco Companies Inc
HURC
$146M
| $14.6M | 0.01% |
548,680
+23,976
| +5% | +$639K |
|
|
VVC
2014
DELISTED
Vectren Corporation
VVC
| $14.5M | 0.01% |
341,361
+15,614
| +5% | +$671K |
|
2015
Sprouts Farmers Market
SFM
$6.53B
| $14.5M | 0.01% |
544,273
+113,815
| +26% | +$2.69M |
|
2016
STRATTEC Security
STRT
$273M
| $14.5M | 0.01% |
255,989
+2,796
| +1% | +$173K |
|
|
CBPX
2017
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $14.4M | 0.01% |
826,896
+248,487
| +43% | +$4.56M |
|
2018
CenterPoint Energy
CNP
$25.2B
| $14.4M | 0.01% |
786,116
+60,988
| +8% | +$1.08M |
|
2019
Boston Beer
SAM
$1.77B
| $14.4M | 0.01% |
71,477
+5,491
| +8% | +$1.2M |
|
2020
Polaris
PII
$3.19B
| $14.4M | 0.01% |
167,707
+6,872
| +4% | +$728K |
|
2021
Tootsie Roll Industries
TR
$2.84B
| $14.4M | 0.01% |
630,722
+1,751
| +0.3% | +$40.2K |
|
2022
Daktronics
DAKT
$844M
| $14.4M | 0.01% |
1,647,440
+92,769
| +6% | +$866K |
|
|
BGFV
2023
DELISTED
Big 5 Sporting Goods
BGFV
| $14.3M | 0.01% |
1,432,777
+95,428
| +7% | +$939K |
|
|
CPGX
2024
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
| $14.3M | 0.01% |
715,183
+120,292
| +20% | +$2.38M |
|
|
UNTD
2025
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $14.3M | 0.01% |
1,212,136
-28,689
| -2% | -$324K |
|
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.