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 | 19.04% |
| 2 | Industrials | 13.42% |
| 3 | Technology | 11.6% |
| 4 | Consumer Discretionary | 9.68% |
| 5 | Healthcare | 9.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
WRK
276
DELISTED
WestRock Company
WRK
| $117M | 0.07% |
2,853,314
-409,622
| -13% | -$18.6M |
|
277
UFP Industries
UFPI
$4.95B
| $117M | 0.07% |
5,133,600
| – | – |
|
278
Horace Mann Educators
HMN
$2.13B
| $117M | 0.07% |
3,512,479
-16,572
| -0.5% | -$567K |
|
279
Everest Group
EG
$15.8B
| $116M | 0.07% |
635,907
-119,016
| -16% | -$21.6M |
|
280
Canadian Natural Resources
CNQ
$96.1B
| $116M | 0.07% |
11,032,973
+314,192
| +3% | +$3.51M |
|
281
Bunge Global
BG
$21B
| $116M | 0.07% |
1,704,915
+68,907
| +4% | +$4.86M |
|
|
SKX
282
DELISTED
Skechers
SKX
| $116M | 0.07% |
3,842,166
-1,394,412
| -27% | -$46.6M |
|
283
Nasdaq
NDAQ
$53.6B
| $116M | 0.07% |
5,972,985
-520,581
| -8% | -$9.91M |
|
284
NOV
NOV
$7.09B
| $115M | 0.07% |
3,444,406
+32,755
| +1% | +$1.22M |
|
285
Colgate-Palmolive
CL
$73.9B
| $115M | 0.07% |
1,727,860
+116,629
| +7% | +$7.76M |
|
286
Olin
OLN
$2.44B
| $115M | 0.07% |
6,660,613
+1,685,860
| +34% | +$32.4M |
|
287
FTI Consulting
FCN
$5.17B
| $115M | 0.07% |
3,314,562
+290,739
| +10% | +$11.2M |
|
|
SNP
288
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $114M | 0.07% |
1,904,624
-4,296
| -0.2% | -$284K |
|
|
IBKC
289
DELISTED
IBERIABANK Corp
IBKC
| $114M | 0.07% |
2,074,224
+258,994
| +14% | +$15.5M |
|
290
Meritage Homes
MTH
$4.83B
| $114M | 0.07% |
6,719,742
+671,352
| +11% | +$12.3M |
|
291
Gen Digital
GEN
$16.7B
| $114M | 0.07% |
5,416,456
+399,147
| +8% | +$8.12M |
|
|
XL
292
DELISTED
XL Group Ltd.
XL
| $113M | 0.07% |
2,887,474
-726,064
| -20% | -$27.6M |
|
293
Kaiser Aluminum
KALU
$2.55B
| $113M | 0.07% |
1,352,094
-110,576
| -8% | -$9.22M |
|
294
Old Republic International
ORI
$10.8B
| $113M | 0.07% |
6,062,693
+424,603
| +8% | +$7.65M |
|
|
STL
295
DELISTED
Sterling Bancorp
STL
| $113M | 0.07% |
6,961,892
+771,241
| +12% | +$12.5M |
|
296
Provident Financial Services
PFS
$3.15B
| $113M | 0.07% |
5,586,592
+10,552
| +0.2% | +$215K |
|
|
PLCM
297
DELISTED
POLYCOM INC
PLCM
| $112M | 0.07% |
8,911,061
+269,066
| +3% | +$3.51M |
|
|
HOLX
298
DELISTED
Hologic
HOLX
| $112M | 0.07% |
2,894,903
-494,720
| -15% | -$19.2M |
|
299
Abbott
ABT
$190B
| $112M | 0.07% |
2,491,062
+132,689
| +6% | +$5.86M |
|
|
ALR
300
DELISTED
Alere Inc
ALR
| $112M | 0.07% |
2,857,212
-87,954
| -3% | -$3.77M |
|
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 19% of assets, up from 19% 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.