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 | |
|---|---|---|---|---|---|---|
|
AIV
476
Aimco
AIV
$377M
| $80M | 0.05% |
15,009,720
+238,844
| +2% | +$1.23M |
|
|
ISIL
477
DELISTED
Intersil Corp
ISIL
| $79.6M | 0.05% |
6,241,622
-290,444
| -4% | -$3.86M |
|
478
Euronet Worldwide
EEFT
$3.19B
| $79.6M | 0.05% |
1,099,430
+8,295
| +0.8% | +$635K |
|
479
Griffon
GFF
$4.02B
| $79.6M | 0.05% |
4,471,342
-5,060
| -0.1% | -$88.5K |
|
480
Enerpac Tool Group
EPAC
$1.86B
| $79.6M | 0.05% |
3,320,186
+41,125
| +1% | +$944K |
|
481
Mueller Water Products
MWA
$3.94B
| $79M | 0.05% |
9,188,669
-611,674
| -6% | -$5.34M |
|
482
United Bankshares
UBSI
$6.69B
| $78.8M | 0.05% |
2,131,393
-30,019
| -1% | -$1.19M |
|
|
BMS
483
DELISTED
Bemis
BMS
| $78.7M | 0.05% |
1,759,898
-224,012
| -11% | -$10M |
|
484
Renasant Corp
RNST
$4.04B
| $78.6M | 0.05% |
2,284,700
+136,608
| +6% | +$4.82M |
|
485
Quanta Services
PWR
$84.2B
| $78.6M | 0.05% |
3,881,667
-125,199
| -3% | -$2.69M |
|
486
OSI Systems
OSIS
$3.53B
| $78.3M | 0.05% |
883,571
+39,265
| +5% | +$3.44M |
|
|
CPN
487
DELISTED
Calpine Corporation
CPN
| $78.2M | 0.05% |
5,408,374
+208,044
| +4% | +$3.04M |
|
|
CKH
488
DELISTED
Seacor Holdings Inc.
CKH
| $78.2M | 0.05% |
1,537,935
-35,230
| -2% | -$1.96M |
|
|
ISBC
489
DELISTED
Investors Bancorp, Inc.
ISBC
| $78.2M | 0.05% |
6,283,553
+525,533
| +9% | +$6.61M |
|
|
BEL
490
DELISTED
Belmond Ltd.
BEL
| $78M | 0.05% |
8,210,933
+283,720
| +4% | +$2.86M |
|
|
DFS
491
DELISTED
Discover Financial Services
DFS
| $77.8M | 0.05% |
1,451,440
+59,953
| +4% | +$3.33M |
|
492
Cabot Corp
CBT
$4.72B
| $77.8M | 0.05% |
1,902,561
-57,480
| -3% | -$2.27M |
|
|
CADE
493
DELISTED
Cadence Bank
CADE
| $77.7M | 0.05% |
3,239,427
-31,316
| -1% | -$785K |
|
494
American Eagle Outfitters
AEO
$2.94B
| $77.7M | 0.05% |
5,010,489
+320,640
| +7% | +$5.02M |
|
495
Children's Place
PLCE
$53.8M
| $77.6M | 0.05% |
1,406,204
+16,063
| +1% | +$864K |
|
496
Unifirst Corp
UNF
$5.45B
| $77.5M | 0.05% |
743,470
+34,328
| +5% | +$3.67M |
|
|
KS
497
DELISTED
KapStone Paper and Pack Corp.
KS
| $77.4M | 0.05% |
3,426,285
+23,768
| +0.7% | +$521K |
|
498
Teva Pharmaceuticals
TEVA
$40.4B
| $77.4M | 0.05% |
1,178,669
-89,363
| -7% | -$5.52M |
|
499
Primerica
PRI
$10.1B
| $77.2M | 0.05% |
1,633,620
+130,628
| +9% | +$6.39M |
|
500
Trustmark
TRMK
$2.75B
| $77.1M | 0.05% |
3,346,594
+350,856
| +12% | +$8.49M |
|
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.