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 | |
|---|---|---|---|---|---|---|
|
CFNL
1201
DELISTED
Cardinal Financial Corp
CFNL
| $36M | 0.02% |
1,581,074
+69,578
| +5% | +$1.64M |
|
1202
Jones Lang LaSalle
JLL
$15.7B
| $36M | 0.02% |
224,978
-1,759
| -0.8% | -$278K |
|
|
KW
1203
DELISTED
Kennedy-Wilson Holdings
KW
| $35.9M | 0.02% |
1,492,634
+61,921
| +4% | +$1.52M |
|
1204
Oil States International
OIS
$509M
| $35.9M | 0.02% |
1,318,673
+124,194
| +10% | +$3.69M |
|
1205
MarineMax
HZO
$1.16B
| $35.9M | 0.02% |
1,949,766
-137,105
| -7% | -$2.28M |
|
|
AGR
1206
DELISTED
Avangrid, Inc.
AGR
| $35.9M | 0.02% |
+934,881
| New | +$34M |
|
|
AMRI
1207
DELISTED
Albany Molecular Research Inc
AMRI
| $35.9M | 0.02% |
1,806,634
-233,909
| -11% | -$4.45M |
|
|
LCI
1208
DELISTED
Lannett Company, Inc.
LCI
| $35.8M | 0.02% |
222,780
-5,393
| -2% | -$885K |
|
|
EE
1209
DELISTED
El Paso Electric Company
EE
| $35.7M | 0.02% |
926,346
+93,701
| +11% | +$3.58M |
|
1210
Cogent Communications
CCOI
$444M
| $35.7M | 0.02% |
1,027,799
+60,996
| +6% | +$1.97M |
|
1211
Ethan Allen Interiors
ETD
$545M
| $35.6M | 0.02% |
1,280,899
+50,835
| +4% | +$1.42M |
|
|
BNCL
1212
DELISTED
Beneficial Bancorp, Inc.
BNCL
| $35.6M | 0.02% |
2,671,771
+386,645
| +17% | +$5.29M |
|
|
ORIT
1213
DELISTED
Oritani Financial Corp. New
ORIT
| $35.6M | 0.02% |
2,154,617
+145,656
| +7% | +$2.37M |
|
|
KRA
1214
DELISTED
Kraton Corporation
KRA
| $35.5M | 0.02% |
2,139,480
+208,447
| +11% | +$4.27M |
|
1215
Packaging Corp of America
PKG
$20.6B
| $35.5M | 0.02% |
563,324
+66,882
| +13% | +$4.41M |
|
|
DCOM
1216
DELISTED
Dime Community Bancshares
DCOM
| $35.5M | 0.02% |
2,030,850
+206,641
| +11% | +$3.67M |
|
1217
Westamerica Bancorp
WABC
$1.38B
| $35.4M | 0.02% |
758,107
+51,672
| +7% | +$2.4M |
|
|
HMHC
1218
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $35.4M | 0.02% |
1,625,995
+479,295
| +42% | +$9.64M |
|
|
MNK
1219
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $35.4M | 0.02% |
474,060
-15,927
| -3% | -$1.07M |
|
1220
McGrath RentCorp
MGRC
$2.72B
| $35.4M | 0.02% |
1,404,354
+111,686
| +9% | +$3.09M |
|
1221
Telkom Indonesia
TLK
$14.5B
| $35.4M | 0.02% |
1,592,450
-98,030
| -6% | -$2.02M |
|
1222
TTEC Holdings
TTEC
$59.6M
| $35.3M | 0.02% |
1,265,004
+34,717
| +3% | +$995K |
|
1223
MillerKnoll
MLKN
$1.44B
| $35.3M | 0.02% |
1,229,989
+285,109
| +30% | +$8.76M |
|
|
K
1224
DELISTED
Kellanova
K
| $35.3M | 0.02% |
520,137
+29,068
| +6% | +$1.9M |
|
1225
Consolidated Edison
ED
$39B
| $35.3M | 0.02% |
548,659
+10,038
| +2% | +$645K |
|
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.