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 | |
|---|---|---|---|---|---|---|
|
RAVN
1701
DELISTED
Raven Industries Inc
RAVN
| $22.1M | 0.01% |
1,418,773
+116,349
| +9% | +$2.02M |
|
|
FNHC
1702
DELISTED
FedNat Holding Company Common Stock
FNHC
| $22.1M | 0.01% |
748,189
+17,547
| +2% | +$512K |
|
|
LEG
1703
DELISTED
Leggett & Platt
LEG
| $22.1M | 0.01% |
524,703
+14,637
| +3% | +$649K |
|
|
NEWS
1704
DELISTED
NewStar Financial, Inc.
NEWS
| $22M | 0.01% |
2,451,301
+8,722
| +0.4% | +$80.8K |
|
|
SSI
1705
DELISTED
Stage Stores Inc
SSI
| $22M | 0.01% |
2,413,835
-263,887
| -10% | -$2.44M |
|
1706
Arthur J. Gallagher & Co
AJG
$61.9B
| $22M | 0.01% |
536,977
+30,775
| +6% | +$1.32M |
|
1707
Graco
GGG
$12.4B
| $22M | 0.01% |
914,223
+59,607
| +7% | +$1.44M |
|
1708
NewMarket
NEU
$8.18B
| $22M | 0.01% |
57,659
+2,162
| +4% | +$839K |
|
|
CNL
1709
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $21.9M | 0.01% |
420,230
-3,266
| -0.8% | -$170K |
|
1710
TFS Financial
TFSL
$4.71B
| $21.9M | 0.01% |
1,164,487
-8,523
| -0.7% | -$156K |
|
|
WPP
1711
DELISTED
WAUSAU PAPER CORP.
WPP
| $21.9M | 0.01% |
2,138,890
-5,068
| -0.2% | -$49.7K |
|
|
BFX
1712
DELISTED
BowFlex Inc.
BFX
| $21.9M | 0.01% |
1,308,403
+18,744
| +1% | +$329K |
|
1713
Essential Utilities
WTRG
$11.8B
| $21.8M | 0.01% |
732,502
+31,583
| +5% | +$909K |
|
|
RAD
1714
DELISTED
Rite Aid Corporation
RAD
| $21.8M | 0.01% |
139,140
+1,841
| +1% | +$272K |
|
1715
Scotiabank
BNS
$115B
| $21.7M | 0.01% |
549,333
+7,166
| +1% | +$309K |
|
1716
MSC Industrial Direct
MSM
$6.8B
| $21.7M | 0.01% |
386,197
+61,442
| +19% | +$3.72M |
|
1717
WEX
WEX
$6.65B
| $21.7M | 0.01% |
245,768
+2,714
| +1% | +$246K |
|
|
FRAN
1718
DELISTED
Francesca's Holdings Corporation
FRAN
| $21.7M | 0.01% |
103,841
+10,715
| +12% | +$1.88M |
|
1719
United Therapeutics
UTHR
$21.3B
| $21.7M | 0.01% |
138,293
+4,251
| +3% | +$619K |
|
1720
Hilton Worldwide
HLT
$68.1B
| $21.6M | 0.01% |
336,986
+51,260
| +18% | +$3.64M |
|
|
RDUS
1721
DELISTED
Radius Recycling
RDUS
| $21.6M | 0.01% |
1,505,327
-77,007
| -5% | -$1.23M |
|
|
MXIM
1722
DELISTED
Maxim Integrated Products
MXIM
| $21.6M | 0.01% |
568,747
+16,097
| +3% | +$616K |
|
|
COR
1723
DELISTED
Coresite Realty Corporation
COR
| $21.6M | 0.01% |
379,987
+113,054
| +42% | +$6.4M |
|
|
RATE
1724
DELISTED
Bankrate Inc
RATE
| $21.4M | 0.01% |
1,612,332
+449,266
| +39% | +$5.93M |
|
|
KE
1725
Kimball Electronics
KE
$600M
| $21.4M | 0.01% |
1,945,632
+20,631
| +1% | +$236K |
|
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.