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 | |
|---|---|---|---|---|---|---|
|
SP
2051
DELISTED
SP Plus Corporation
SP
| $13.8M | 0.01% |
575,448
+23,171
| +4% | +$567K |
|
2052
Dolby
DLB
$5.5B
| $13.7M | 0.01% |
408,068
+14,728
| +4% | +$506K |
|
2053
Seneca Foods Class A
SENEA
$1.26B
| $13.7M | 0.01% |
472,160
+15,686
| +3% | +$442K |
|
2054
National Fuel Gas
NFG
$7.64B
| $13.7M | 0.01% |
319,764
+14,817
| +5% | +$704K |
|
|
HT
2055
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $13.6M | 0.01% |
624,388
+462
| +0.1% | +$10.9K |
|
|
SHPG
2056
DELISTED
Shire pic
SHPG
| $13.6M | 0.01% |
66,099
+3,039
| +5% | +$632K |
|
2057
lululemon athletica
LULU
$10.6B
| $13.5M | 0.01% |
256,943
+32,979
| +15% | +$1.66M |
|
|
CUTR
2058
DELISTED
Cutera, Inc.
CUTR
| $13.5M | 0.01% |
1,052,533
-19,491
| -2% | -$264K |
|
|
NGHC
2059
DELISTED
National General Holdings Corp
NGHC
| $13.5M | 0.01% |
615,585
+188,216
| +44% | +$3.93M |
|
|
ATHN
2060
DELISTED
Athenahealth, Inc.
ATHN
| $13.5M | 0.01% |
83,559
+2,773
| +3% | +$428K |
|
|
EVRI
2061
DELISTED
Everi Holdings
EVRI
| $13.4M | 0.01% |
3,051,866
-153,366
| -5% | -$653K |
|
2062
Palo Alto Networks
PANW
$307B
| $13.4M | 0.01% |
455,976
+23,268
| +5% | +$671K |
|
2063
MDU Resources
MDU
$3.92B
| $13.4M | 0.01% |
1,920,321
+159,121
| +9% | +$1.1M |
|
|
WCIC
2064
DELISTED
WCI Communities, Inc.
WCIC
| $13.4M | 0.01% |
600,126
+225,188
| +60% | +$5.25M |
|
2065
Camden National
CAC
$965M
| $13.4M | 0.01% |
454,517
+34,760
| +8% | +$989K |
|
|
IHC
2066
DELISTED
Independence Holding Company
IHC
| $13.3M | 0.01% |
963,665
+3,619
| +0.4% | +$51.1K |
|
2067
Oil-Dri
ODC
$1.27B
| $13.3M | 0.01% |
723,932
+4,080
| +0.6% | +$63.4K |
|
|
TMH
2068
DELISTED
Team Health Holdings Inc
TMH
| $13.3M | 0.01% |
303,668
-1,233
| -0.4% | -$65.3K |
|
|
ATML
2069
DELISTED
ATMEL CORP
ATML
| $13.3M | 0.01% |
1,548,070
-10,068
| -0.6% | -$84.4K |
|
|
SWN
2070
DELISTED
Southwestern Energy Company
SWN
| $13.3M | 0.01% |
1,872,271
-164,477
| -8% | -$1.61M |
|
|
IMS
2071
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
| $13.3M | 0.01% |
521,145
+209,312
| +67% | +$5.85M |
|
|
SLCA
2072
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $13.1M | 0.01% |
699,052
-26,431
| -4% | -$495K |
|
|
BELFB
2073
Bel Fuse Inc Class B
BELFB
$3.39B
| $13M | 0.01% |
753,919
+24,063
| +3% | +$460K |
|
|
EGN
2074
DELISTED
Energen
EGN
| $13M | 0.01% |
317,143
+23,644
| +8% | +$1.3M |
|
2075
Canadian Imperial Bank of Commerce
CM
$103B
| $13M | 0.01% |
394,186
+34,798
| +10% | +$1.28M |
|
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.