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 | |
|---|---|---|---|---|---|---|
1526
McCormick & Company Non-Voting
MKC
$13.4B
| $26.5M | 0.02% |
618,372
+20,256
| +3% | +$854K |
|
1527
NN Inc
NNBR
$278M
| $26.4M | 0.02% |
1,659,380
+26,798
| +2% | +$434K |
|
|
AFAM
1528
DELISTED
Almost Family Inc
AFAM
| $26.4M | 0.02% |
690,287
+68,359
| +11% | +$2.77M |
|
1529
Howard Hughes
HHH
$3.68B
| $26.4M | 0.02% |
244,534
+19,449
| +9% | +$2.24M |
|
1530
Cullen/Frost Bankers
CFR
$9.92B
| $26.4M | 0.02% |
439,504
+21,982
| +5% | +$1.46M |
|
|
BDBD
1531
DELISTED
BOULDER BRANDS INC
BDBD
| $26.4M | 0.02% |
2,400,907
-93,857
| -4% | -$914K |
|
|
EXAM
1532
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $26.3M | 0.02% |
989,698
-14,293
| -1% | -$385K |
|
1533
H&R Block
HRB
$5.52B
| $26.3M | 0.02% |
789,562
+30,556
| +4% | +$1.09M |
|
|
ELLI
1534
DELISTED
Ellie Mae Inc
ELLI
| $26.3M | 0.02% |
436,425
-1,101
| -0.3% | -$72.2K |
|
|
VIVO
1535
DELISTED
Meridian Bioscience Inc
VIVO
| $26.3M | 0.02% |
1,279,318
+75,432
| +6% | +$1.45M |
|
|
TRST
1536
Trustco Bank Corp NY
TRST
$958M
| $26.2M | 0.02% |
854,244
+44,827
| +6% | +$1.4M |
|
|
GG
1537
DELISTED
Goldcorp Inc
GG
| $26.2M | 0.02% |
2,264,527
+139,903
| +7% | +$1.78M |
|
|
SIX
1538
DELISTED
Six Flags Entertainment Corp.
SIX
| $26.1M | 0.02% |
475,517
+14,840
| +3% | +$767K |
|
1539
Otter Tail
OTTR
$3.72B
| $26.1M | 0.02% |
980,986
+17,250
| +2% | +$463K |
|
1540
Chesapeake Utilities
CPK
$3.15B
| $26.1M | 0.02% |
460,088
+10,817
| +2% | +$580K |
|
|
LBY
1541
DELISTED
Libbey, Inc.
LBY
| $26.1M | 0.02% |
1,224,221
-13,019
| -1% | -$362K |
|
1542
Pebblebrook Hotel Trust
PEB
$2.03B
| $26.1M | 0.02% |
931,385
+8,249
| +0.9% | +$272K |
|
1543
Marriott International
MAR
$87.1B
| $26.1M | 0.02% |
389,135
+14,188
| +4% | +$1.03M |
|
|
LTM
1544
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $26.1M | 0.02% |
4,840,359
+235,626
| +5% | +$1.29M |
|
1545
Global Indemnity Group
GBLI
$403M
| $26.1M | 0.02% |
898,627
+6,917
| +0.8% | +$194K |
|
1546
Erie Indemnity
ERIE
$12.8B
| $26.1M | 0.02% |
272,560
+24,129
| +10% | +$2.19M |
|
1547
Kennametal
KMT
$2.28B
| $26.1M | 0.02% |
1,356,982
+139,489
| +11% | +$3.6M |
|
1548
Dick's Sporting Goods
DKS
$11B
| $26.1M | 0.02% |
736,967
+169,853
| +30% | +$7.13M |
|
1549
Dentsply Sirona
XRAY
$1.87B
| $26M | 0.02% |
427,125
+15,808
| +4% | +$940K |
|
1550
Lennox International
LII
$12.4B
| $26M | 0.02% |
207,861
+4,317
| +2% | +$556K |
|
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.