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 | |
|---|---|---|---|---|---|---|
|
KBAL
1551
DELISTED
Kimball International
KBAL
| $25.9M | 0.02% |
2,655,835
-34,392
| -1% | -$381K |
|
1552
Greenlight Captial
GLRE
$491M
| $25.9M | 0.02% |
1,385,219
-48,255
| -3% | -$1.03M |
|
|
PTR
1553
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $25.9M | 0.02% |
394,910
-9,263
| -2% | -$683K |
|
1554
Liberty Media Series A
FWONA
$21.5B
| $25.9M | 0.02% |
981,265
+26,296
| +3% | +$700K |
|
1555
Healthcare Services Group
HCSG
$1.47B
| $25.9M | 0.02% |
742,285
+177,503
| +31% | +$6.45M |
|
|
CBF
1556
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $25.9M | 0.02% |
809,281
+126,475
| +19% | +$4.11M |
|
1557
FirstCash
FCFS
$9.5B
| $25.9M | 0.02% |
691,262
+46,583
| +7% | +$1.82M |
|
1558
FirstEnergy
FE
$26.5B
| $25.9M | 0.02% |
814,738
+28,849
| +4% | +$907K |
|
1559
International Flavors & Fragrances
IFF
$21.7B
| $25.8M | 0.02% |
215,800
+11,573
| +6% | +$1.34M |
|
1560
Willis Towers Watson
WTW
$28.9B
| $25.8M | 0.02% |
200,591
-1,027
| -0.5% | -$122K |
|
|
TE
1561
DELISTED
TECO ENERGY INC
TE
| $25.8M | 0.02% |
968,328
-10,619
| -1% | -$283K |
|
|
EV
1562
DELISTED
Eaton Vance Corp.
EV
| $25.8M | 0.02% |
795,707
+192,053
| +32% | +$6.73M |
|
1563
Community Trust Bancorp
CTBI
$1.38B
| $25.8M | 0.02% |
737,928
+30,229
| +4% | +$1.06M |
|
|
AJRD
1564
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $25.8M | 0.02% |
1,645,102
+127,072
| +8% | +$2.12M |
|
1565
KB Home
KBH
$2.98B
| $25.7M | 0.02% |
2,084,825
-56,457
| -3% | -$760K |
|
1566
Smith & Wesson
SWBI
$598M
| $25.6M | 0.02% |
1,514,385
+1,101,596
| +267% | +$16.2M |
|
|
DISCK
1567
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $25.5M | 0.02% |
1,011,726
-19,212
| -2% | -$525K |
|
|
MSGN
1568
DELISTED
MSG Networks Inc.
MSGN
| $25.5M | 0.02% |
+1,226,218
| New | +$24.9M |
|
|
NXGN
1569
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $25.5M | 0.02% |
1,581,600
+28,359
| +2% | +$414K |
|
1570
Diamondrock Hospitality Co
DRH
$2.51B
| $25.5M | 0.02% |
2,640,343
-63
| -0% | -$707 |
|
|
MYCC
1571
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $25.5M | 0.02% |
1,393,733
+374,996
| +37% | +$7.23M |
|
|
SEMG
1572
DELISTED
SEMGROUP CORPORATION
SEMG
| $25.4M | 0.02% |
881,408
+110,499
| +14% | +$4.23M |
|
1573
TripAdvisor
TRIP
$1.04B
| $25.4M | 0.02% |
297,661
+11,561
| +4% | +$933K |
|
1574
Tompkins Financial
TMP
$1.41B
| $25.4M | 0.02% |
451,650
+13,746
| +3% | +$792K |
|
|
EDR
1575
DELISTED
Education Realty Trust Inc
EDR
| $25.4M | 0.02% |
669,587
+40,548
| +6% | +$1.45M |
|
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.