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 | |
|---|---|---|---|---|---|---|
|
ATW
1601
DELISTED
Atwood Oceanics
ATW
| $24.7M | 0.02% |
2,417,664
-4,530
| -0.2% | -$69.3K |
|
|
PERY
1602
DELISTED
Perry Ellis International Inc
PERY
| $24.7M | 0.02% |
1,338,292
+13,143
| +1% | +$270K |
|
1603
Eagle Bancorp
EGBN
$860M
| $24.6M | 0.02% |
488,178
+140,651
| +40% | +$7.05M |
|
1604
Pearson
PSO
$9.62B
| $24.6M | 0.02% |
2,283,401
+16,292
| +0.7% | +$220K |
|
1605
Park National Corp
PRK
$3.3B
| $24.6M | 0.02% |
271,860
| – | – |
|
1606
Factset
FDS
$9.92B
| $24.5M | 0.02% |
150,953
+4,474
| +3% | +$751K |
|
1607
Waters Corp
WAT
$42.2B
| $24.5M | 0.02% |
182,300
+10,779
| +6% | +$1.39M |
|
1608
Edgewell Personal Care
EPC
$1.26B
| $24.5M | 0.02% |
312,218
+14,160
| +5% | +$1.15M |
|
1609
Digi International
DGII
$2.76B
| $24.5M | 0.02% |
2,148,655
+31,586
| +1% | +$388K |
|
|
WBC
1610
DELISTED
WABCO HOLDINGS INC.
WBC
| $24.4M | 0.02% |
238,143
+6,057
| +3% | +$644K |
|
1611
Forum Energy Technologies
FET
$944M
| $24.3M | 0.02% |
97,698
+8,444
| +9% | +$2.29M |
|
1612
NiSource
NI
$19.6B
| $24.3M | 0.02% |
1,247,040
+19,209
| +2% | +$369K |
|
1613
National Healthcare
NHC
$3.52B
| $24.3M | 0.02% |
394,161
+13,871
| +4% | +$899K |
|
1614
Helios Technologies
HLIO
$2.24B
| $24.3M | 0.02% |
765,260
-4,579
| -0.6% | -$140K |
|
1615
RPM International
RPM
$12.7B
| $24.3M | 0.02% |
550,941
-739
| -0.1% | -$33.3K |
|
1616
Central Pacific Financial
CPF
$962M
| $24.2M | 0.02% |
1,099,685
-731
| -0.1% | -$16.2K |
|
1617
Banco Santander
SAN
$215B
| $24.2M | 0.02% |
5,174,944
+144,832
| +3% | +$751K |
|
1618
Covenant Logistics
CVLG
$863M
| $24.1M | 0.02% |
2,555,072
-88,502
| -3% | -$874K |
|
|
EBIX
1619
DELISTED
Ebix Inc
EBIX
| $24M | 0.02% |
733,098
-19,128
| -3% | -$606K |
|
1620
AB InBev
BUD
$155B
| $24M | 0.02% |
192,268
+1,492
| +0.8% | +$181K |
|
1621
C.H. Robinson
CHRW
$18B
| $24M | 0.02% |
387,028
+26,270
| +7% | +$1.77M |
|
1622
Washington Trust Bancorp
WASH
$752M
| $24M | 0.01% |
606,868
+20,462
| +3% | +$809K |
|
1623
OFG Bancorp
OFG
$2.21B
| $24M | 0.01% |
3,273,730
-208,396
| -6% | -$1.79M |
|
|
SRCL
1624
DELISTED
Stericycle Inc
SRCL
| $23.9M | 0.01% |
198,221
+21,056
| +12% | +$2.68M |
|
|
ELME
1625
Elme Communities
ELME
$147M
| $23.9M | 0.01% |
882,134
+5,554
| +0.6% | +$150K |
|
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.