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 | |
|---|---|---|---|---|---|---|
|
TUMI
1401
DELISTED
TUMI HLDGS INC COM
TUMI
| $29.8M | 0.02% |
1,792,860
+167,065
| +10% | +$2.85M |
|
|
PFC
1402
DELISTED
Premier Financial Corp. Common Stock
PFC
| $29.8M | 0.02% |
1,577,056
+3,200
| +0.2% | +$62.5K |
|
|
SVU
1403
DELISTED
SUPERVALU Inc.
SVU
| $29.8M | 0.02% |
627,677
-9,497
| -1% | -$453K |
|
|
HNGR
1404
DELISTED
Hanger Inc.
HNGR
| $29.7M | 0.02% |
1,807,506
+11,391
| +0.6% | +$172K |
|
1405
Orthofix Medical
OFIX
$355M
| $29.7M | 0.02% |
757,718
+46,204
| +6% | +$1.73M |
|
1406
Credicorp
BAP
$30.5B
| $29.7M | 0.02% |
304,710
+5,665
| +2% | +$615K |
|
1407
Mercer International
MERC
$25.2M
| $29.6M | 0.02% |
3,275,700
+1,800
| +0.1% | +$18.4K |
|
1408
Acadia Realty Trust
AKR
$2.67B
| $29.6M | 0.02% |
893,924
+11,578
| +1% | +$378K |
|
1409
Edison International
EIX
$21.6B
| $29.6M | 0.02% |
500,375
+23,539
| +5% | +$1.44M |
|
|
WFM
1410
DELISTED
Whole Foods Market Inc
WFM
| $29.6M | 0.02% |
883,825
+56,867
| +7% | +$1.81M |
|
1411
Matrix Service
MTRX
$282M
| $29.6M | 0.02% |
1,441,079
+73,262
| +5% | +$1.64M |
|
1412
Brunswick
BC
$4.43B
| $29.6M | 0.02% |
585,623
+43,119
| +8% | +$2.22M |
|
1413
MYR Group
MYRG
$4.3B
| $29.6M | 0.02% |
1,435,280
+49,513
| +4% | +$1.07M |
|
1414
Anika Therapeutics
ANIK
$281M
| $29.6M | 0.02% |
775,025
+41,155
| +6% | +$1.57M |
|
|
CERN
1415
DELISTED
Cerner Corp
CERN
| $29.6M | 0.02% |
491,315
+32,018
| +7% | +$1.97M |
|
|
RICE
1416
DELISTED
Rice Energy Inc.
RICE
| $29.6M | 0.02% |
2,711,794
+487,226
| +22% | +$6.72M |
|
1417
Crane NXT
CXT
$2.68B
| $29.5M | 0.02% |
1,777,854
+676,775
| +61% | +$11.7M |
|
|
RHT
1418
DELISTED
Red Hat Inc
RHT
| $29.5M | 0.02% |
355,959
+13,244
| +4% | +$1.05M |
|
1419
A.O. Smith
AOS
$7.74B
| $29.5M | 0.02% |
769,122
-2,134
| -0.3% | -$80.5K |
|
1420
NCR Voyix
VYX
$984M
| $29.4M | 0.02% |
1,957,637
-461,226
| -19% | -$7.35M |
|
|
ORBC
1421
DELISTED
ORBCOMM, Inc.
ORBC
| $29.4M | 0.02% |
4,054,074
+168,257
| +4% | +$1.08M |
|
1422
Cinemark Holdings
CNK
$3.97B
| $29.3M | 0.02% |
877,122
+55,216
| +7% | +$1.91M |
|
|
TAL
1423
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $29.3M | 0.02% |
1,842,438
-4,674
| -0.3% | -$82K |
|
1424
Las Vegas Sands
LVS
$26.7B
| $29.3M | 0.02% |
667,725
+21,403
| +3% | +$974K |
|
1425
Ball Corp
BALL
$16.2B
| $29.2M | 0.02% |
804,138
+28,554
| +4% | +$976K |
|
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.