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 | |
|---|---|---|---|---|---|---|
1301
Moody's
MCO
$80.6B
| $33M | 0.02% |
328,925
+12,776
| +4% | +$1.28M |
|
|
UBNK
1302
DELISTED
United Financial Bancorp, Inc.
UBNK
| $33M | 0.02% |
2,562,202
+172,099
| +7% | +$2.3M |
|
1303
White Mountains Insurance
WTM
$4.97B
| $33M | 0.02% |
45,390
+9,845
| +28% | +$7.54M |
|
|
WLL
1304
DELISTED
Whiting Petroleum Corporation
WLL
| $33M | 0.02% |
11,652
+2,920
| +33% | +$13.9M |
|
1305
Teledyne Technologies
TDY
$27.9B
| $32.9M | 0.02% |
371,153
+38,807
| +12% | +$3.44M |
|
|
DMND
1306
DELISTED
DIAMOND FOODS, INC.
DMND
| $32.9M | 0.02% |
853,878
-7,040
| -0.8% | -$266K |
|
1307
Neogen
NEOG
$2.81B
| $32.8M | 0.02% |
1,549,763
+41,278
| +3% | +$842K |
|
|
KNL
1308
DELISTED
Knoll, Inc.
KNL
| $32.8M | 0.02% |
1,743,657
+81,411
| +5% | +$1.79M |
|
1309
Advance Auto Parts
AAP
$2.55B
| $32.8M | 0.02% |
217,751
+14,277
| +7% | +$2.48M |
|
1310
Resources Connection
RGP
$139M
| $32.8M | 0.02% |
2,004,423
+101,032
| +5% | +$1.77M |
|
1311
First Industrial Realty Trust
FR
$8.25B
| $32.8M | 0.02% |
1,479,924
+16,232
| +1% | +$358K |
|
1312
REX American Resources
REX
$1.43B
| $32.6M | 0.02% |
3,621,666
-348,288
| -9% | -$3.21M |
|
1313
Carter's
CRI
$1.1B
| $32.6M | 0.02% |
366,232
+16,273
| +5% | +$1.45M |
|
1314
Eversource Energy
ES
$25.8B
| $32.6M | 0.02% |
637,694
+19,918
| +3% | +$1.01M |
|
|
MTSC
1315
DELISTED
MTS Systems Corp
MTSC
| $32.6M | 0.02% |
513,557
+8,996
| +2% | +$569K |
|
|
DWA
1316
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $32.5M | 0.02% |
1,262,519
-22,537
| -2% | -$518K |
|
1317
Piper Sandler
PIPR
$5.09B
| $32.5M | 0.02% |
3,219,404
-2,000
| -0.1% | -$19.2K |
|
|
CCP
1318
DELISTED
Care Capital Properties, Inc.
CCP
| $32.5M | 0.02% |
1,063,406
+61,800
| +6% | +$1.97M |
|
|
LFC
1319
DELISTED
China Life Insurance Company Ltd.
LFC
| $32.5M | 0.02% |
2,029,930
-160,977
| -7% | -$2.87M |
|
1320
TriMas Corp
TRS
$1.4B
| $32.4M | 0.02% |
1,738,116
+70,573
| +4% | +$1.37M |
|
|
TI
1321
DELISTED
Telecom Italia
TI
| $32.4M | 0.02% |
2,561,529
-26,024
| -1% | -$325K |
|
|
GPOR
1322
DELISTED
Gulfport Energy Corp.
GPOR
| $32.3M | 0.02% |
1,315,232
-44,927
| -3% | -$1.26M |
|
1323
Sempra
SRE
$53.4B
| $32.3M | 0.02% |
686,764
+34,446
| +5% | +$1.7M |
|
1324
Bankunited
BKU
$3.2B
| $32.2M | 0.02% |
894,056
+1,173
| +0.1% | +$43.6K |
|
1325
Hubbell
HUBB
$23.3B
| $32.2M | 0.02% |
+318,860
| New | +$32.5M |
|
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.