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 | |
|---|---|---|---|---|---|---|
576
Safety Insurance
SAFT
$1.51B
| $69.9M | 0.04% |
1,240,187
-6,335
| -0.5% | -$355K |
|
577
Caleres
CAL
$432M
| $69.7M | 0.04% |
2,599,981
+17,436
| +0.7% | +$508K |
|
578
Arch Capital
ACGL
$35.7B
| $69.6M | 0.04% |
2,995,479
-257,649
| -8% | -$6.33M |
|
579
NextEra Energy
NEE
$185B
| $69.5M | 0.04% |
2,675,224
+199,120
| +8% | +$5.04M |
|
|
SPTN
580
DELISTED
SpartanNash
SPTN
| $69.5M | 0.04% |
3,211,120
-12,251
| -0.4% | -$303K |
|
581
NNN REIT
NNN
$9.29B
| $69.4M | 0.04% |
1,732,263
+54,894
| +3% | +$2.09M |
|
|
TIME
582
DELISTED
Time Inc.
TIME
| $69.3M | 0.04% |
4,425,636
+255,447
| +6% | +$4.39M |
|
|
JCP
583
DELISTED
J.C. Penney Company, Inc.
JCP
| $69.1M | 0.04% |
10,369,570
+4,985,651
| +93% | +$41.6M |
|
584
Deere & Co
DE
$165B
| $69.1M | 0.04% |
905,258
+42,172
| +5% | +$3.26M |
|
|
TPC
585
Tutor Perini Cor
TPC
$4.03B
| $68.9M | 0.04% |
4,116,970
-19,855
| -0.5% | -$338K |
|
586
1st Source
SRCE
$2.17B
| $68.8M | 0.04% |
2,228,314
+9,752
| +0.4% | +$312K |
|
|
ETFC
587
DELISTED
E*Trade Financial Corporation
ETFC
| $68.6M | 0.04% |
2,314,413
-603,932
| -21% | -$17.4M |
|
588
First Commonwealth Financial
FCF
$2.2B
| $68.6M | 0.04% |
7,560,198
-20,297
| -0.3% | -$190K |
|
|
KNGT
589
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $68.4M | 0.04% |
2,823,459
+352,764
| +14% | +$8.55M |
|
590
Kirby Corp
KEX
$7.01B
| $68.4M | 0.04% |
1,299,981
+259,980
| +25% | +$16.1M |
|
591
Equity Lifestyle Properties
ELS
$13.1B
| $68.3M | 0.04% |
2,049,460
+22,132
| +1% | +$685K |
|
592
TE Connectivity
TEL
$60B
| $68.3M | 0.04% |
1,056,949
+9,094
| +0.9% | +$586K |
|
593
RLI Corp
RLI
$6.02B
| $68.1M | 0.04% |
2,206,168
+56,326
| +3% | +$1.68M |
|
594
General Mills
GIS
$20.2B
| $68M | 0.04% |
1,178,359
+66,419
| +6% | +$3.82M |
|
|
PARA
595
DELISTED
Paramount Global Class B
PARA
| $67.9M | 0.04% |
1,441,182
+45,707
| +3% | +$2.14M |
|
596
Regal Rexnord
RRX
$12.5B
| $67.9M | 0.04% |
1,159,962
+279,852
| +32% | +$17.1M |
|
597
CubeSmart
CUBE
$9.61B
| $67.7M | 0.04% |
2,212,122
+102,812
| +5% | +$2.95M |
|
598
Teleflex
TFX
$5.96B
| $67.6M | 0.04% |
514,594
-22,714
| -4% | -$2.95M |
|
599
SouthState Bank Corp
SSB
$10.3B
| $67.6M | 0.04% |
939,488
+27,189
| +3% | +$2.07M |
|
600
Matthews International
MATW
$887M
| $67.5M | 0.04% |
1,262,915
+76,393
| +6% | +$4.27M |
|
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.