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 | 19.04% |
| 2 | Industrials | 13.42% |
| 3 | Technology | 11.6% |
| 4 | Consumer Discretionary | 9.68% |
| 5 | Healthcare | 9.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
GK
426
DELISTED
G&K Services Inc
GK
| $87.8M | 0.05% |
1,396,541
-71,936
| -5% | -$4.79M |
|
427
Kimberly-Clark
KMB
$37.6B
| $87.8M | 0.05% |
689,580
+61,343
| +10% | +$7.36M |
|
|
TCF
428
DELISTED
TCF Financial Corporation
TCF
| $86.9M | 0.05% |
6,157,549
+446,255
| +8% | +$6.72M |
|
429
AAR Corp
AIR
$5.4B
| $86.7M | 0.05% |
3,297,199
-65,495
| -2% | -$1.53M |
|
430
ABM Industries
ABM
$2.89B
| $86.6M | 0.05% |
3,042,772
+327,118
| +12% | +$9.41M |
|
|
AAWW
431
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $86.5M | 0.05% |
2,093,082
-34,015
| -2% | -$1.38M |
|
432
LyondellBasell Industries
LYB
$19.5B
| $86.1M | 0.05% |
990,802
+14,734
| +2% | +$1.36M |
|
433
Mid-America Apartment Communities
MAA
$16B
| $86.1M | 0.05% |
947,840
+25,439
| +3% | +$2.21M |
|
434
Insight Enterprises
NSIT
$3.85B
| $86M | 0.05% |
3,425,186
-5,648
| -0.2% | -$149K |
|
|
MRO
435
DELISTED
Marathon Oil Corporation
MRO
| $86M | 0.05% |
6,834,905
-61,700
| -0.9% | -$1.04M |
|
|
FBR
436
DELISTED
Fibria Celulose Sa
FBR
| $86M | 0.05% |
6,778,346
-787,938
| -10% | -$10.8M |
|
437
Toll Brothers
TOL
$14B
| $85.9M | 0.05% |
2,579,459
+136,625
| +6% | +$4.87M |
|
|
PRA
438
DELISTED
ProAssurance
PRA
| $85.6M | 0.05% |
1,764,505
+166,137
| +10% | +$8.53M |
|
|
CMD
439
DELISTED
Cantel Medical Corporation
CMD
| $85.6M | 0.05% |
1,377,481
+48,527
| +4% | +$2.96M |
|
440
Community Health Systems
CYH
$382M
| $84.9M | 0.05% |
3,871,906
+79,577
| +2% | +$2.06M |
|
|
LVNTA
441
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $84.8M | 0.05% |
1,879,444
+7,444
| +0.4% | +$319K |
|
442
Progressive
PGR
$128B
| $84.7M | 0.05% |
2,664,506
+54,796
| +2% | +$1.74M |
|
443
Terex
TEX
$7.37B
| $84.7M | 0.05% |
4,582,658
-93,211
| -2% | -$1.84M |
|
444
ManpowerGroup
MAN
$2.6B
| $84.6M | 0.05% |
1,003,181
+134,155
| +15% | +$11.7M |
|
|
MDAS
445
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
| $84.4M | 0.05% |
2,728,517
+111,677
| +4% | +$3.1M |
|
|
THS
446
DELISTED
Treehouse Foods
THS
| $84.3M | 0.05% |
1,074,724
+20,075
| +2% | +$1.68M |
|
447
Toyota
TM
$228B
| $84.3M | 0.05% |
685,252
+6,424
| +0.9% | +$794K |
|
|
PBY
448
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $84.2M | 0.05% |
4,573,874
-2,144
| -0% | -$32K |
|
449
Emerson Electric
EMR
$81.6B
| $84.2M | 0.05% |
1,759,907
+115,398
| +7% | +$5.49M |
|
450
Textron
TXT
$14.9B
| $84.1M | 0.05% |
2,001,290
+564,592
| +39% | +$23.3M |
|
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 19% of assets, up from 19% 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.