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 | |
|---|---|---|---|---|---|---|
1151
Carriage Services
CSV
$508M
| $37.5M | 0.02% |
1,556,372
-6,334
| -0.4% | -$148K |
|
1152
Haverty Furniture Companies
HVT
$426M
| $37.5M | 0.02% |
1,748,418
+14,478
| +0.8% | +$332K |
|
1153
Baxter International
BAX
$12.2B
| $37.5M | 0.02% |
982,568
+75,015
| +8% | +$2.74M |
|
1154
SFL Corp
SFL
$1.87B
| $37.5M | 0.02% |
2,261,970
+1,729
| +0.1% | +$29K |
|
|
METR
1155
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
| $37.4M | 0.02% |
1,193,302
-1,700
| -0.1% | -$53.8K |
|
1156
Seagate
STX
$178B
| $37.4M | 0.02% |
1,021,205
+35,280
| +4% | +$1.34M |
|
|
LHO
1157
DELISTED
LaSalle Hotel Properties
LHO
| $37.4M | 0.02% |
1,487,955
+42,481
| +3% | +$1.21M |
|
1158
PG&E
PCG
$29.4B
| $37.4M | 0.02% |
703,488
+38,088
| +6% | +$2.02M |
|
1159
Quaker Houghton
KWR
$2.65B
| $37.4M | 0.02% |
483,677
+14,255
| +3% | +$1.15M |
|
1160
Movado Group
MOV
$735M
| $37.4M | 0.02% |
1,453,025
-23,461
| -2% | -$612K |
|
1161
LivaNova
LIVN
$4.33B
| $37.4M | 0.02% |
+629,186
| New | +$38.2M |
|
1162
Amdocs
DOX
$6.41B
| $37.3M | 0.02% |
684,053
+12,479
| +2% | +$716K |
|
1163
AutoNation
AN
$6.46B
| $37.3M | 0.02% |
625,673
+67,999
| +12% | +$4.21M |
|
|
DST
1164
DELISTED
DST Systems Inc.
DST
| $37.2M | 0.02% |
652,822
-47,864
| -7% | -$2.81M |
|
1165
Estee Lauder
EL
$34.6B
| $37.2M | 0.02% |
421,908
+23,690
| +6% | +$2.02M |
|
1166
RLJ Lodging Trust
RLJ
$1.65B
| $37.2M | 0.02% |
1,717,570
+43,952
| +3% | +$1.08M |
|
|
BXLT
1167
DELISTED
BAXALTA INC COM STK (DE)
BXLT
| $37.2M | 0.02% |
951,857
+40,922
| +4% | +$1.43M |
|
1168
Black Hills Corp
BKH
$5.38B
| $37.1M | 0.02% |
799,223
+6,647
| +0.8% | +$292K |
|
1169
Ralph Lauren
RL
$20.2B
| $37.1M | 0.02% |
332,604
+11,979
| +4% | +$1.42M |
|
|
CCC
1170
DELISTED
Calgon Carbon Corp
CCC
| $37.1M | 0.02% |
2,149,165
-26,302
| -1% | -$439K |
|
1171
Northwest Natural Holdings
NWN
$2.05B
| $37M | 0.02% |
731,996
+46,418
| +7% | +$2.23M |
|
|
EGOV
1172
DELISTED
NIC Inc
EGOV
| $37M | 0.02% |
1,881,552
+91,496
| +5% | +$1.79M |
|
|
MSFG
1173
DELISTED
MainSource Financial Group Inc
MSFG
| $37M | 0.02% |
1,617,337
+27,001
| +2% | +$607K |
|
1174
Macy's
M
$5.7B
| $37M | 0.02% |
1,057,446
+79,695
| +8% | +$3.45M |
|
|
CS
1175
DELISTED
Credit Suisse Group
CS
| $37M | 0.02% |
1,704,810
-125,131
| -7% | -$2.92M |
|
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.