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 |
Wells Fargo
WFC
|
+$281M |
| 2 |
Apple
AAPL
|
+$154M |
| 3 |
Qualcomm
QCOM
|
+$151M |
| 4 |
Citigroup
C
|
+$130M |
| 5 |
Mondelez International
MDLZ
|
+$112M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SFG
STANCORP FINL GRP
SFG
|
+$278M |
| 2 |
SYA
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
|
+$187M |
| 3 |
Synchrony
SYF
|
+$171M |
| 4 |
PRE
PARTNERRE LTD
PRE
|
+$167M |
| 5 |
HNT
HEALTH NET INC
HNT
|
+$155M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.43% |
| 2 | Industrials | 13.93% |
| 3 | Technology | 12.1% |
| 4 | Consumer Discretionary | 9.79% |
| 5 | Healthcare | 9.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
476
McKesson
MCK
$100B
| $83.3M | 0.05% |
529,407
+75,381
| +17% | +$12.2M |
|
|
HOLX
477
DELISTED
Hologic
HOLX
| $83.2M | 0.05% |
2,412,788
-482,115
| -17% | -$16.8M |
|
478
Sonoco
SON
$5.57B
| $83.1M | 0.05% |
1,710,332
-57,182
| -3% | -$2.43M |
|
479
Unifirst Corp
UNF
$5.3B
| $82.8M | 0.05% |
758,485
+15,015
| +2% | +$1.57M |
|
480
Popular Inc
BPOP
$11.2B
| $82.7M | 0.05% |
2,889,551
+526,671
| +22% | +$13.8M |
|
|
EFII
481
DELISTED
Electronics for Imaging
EFII
| $82.6M | 0.05% |
1,948,508
-224,106
| -10% | -$9.14M |
|
482
Ally Financial
ALLY
$13.2B
| $82.5M | 0.05% |
4,405,309
+618,979
| +16% | +$10.7M |
|
483
BHP
BHP
$215B
| $82.2M | 0.05% |
3,557,013
-23,706
| -0.7% | -$502K |
|
|
CHMT
484
DELISTED
Chemtura Corporation
CHMT
| $82M | 0.05% |
3,107,007
+140,451
| +5% | +$3.59M |
|
|
BEL
485
DELISTED
Belmond Ltd.
BEL
| $81.8M | 0.05% |
8,621,571
+410,638
| +5% | +$3.65M |
|
|
TPH
486
DELISTED
Tri Pointe Homes
TPH
| $81.6M | 0.05% |
6,924,221
+919,829
| +15% | +$9.71M |
|
|
WCC
487
WESCO International
WCC
$16.7B
| $81.5M | 0.05% |
1,491,624
+14,009
| +0.9% | +$623K |
|
488
Scansource
SCSC
$1.15B
| $81.5M | 0.05% |
2,018,579
+199,101
| +11% | +$6.94M |
|
|
PARA
489
DELISTED
Paramount Global Class B
PARA
| $81.5M | 0.05% |
1,479,512
+38,330
| +3% | +$1.87M |
|
490
Scorpio Tankers
STNG
$3.9B
| $81.5M | 0.05% |
1,397,477
+102,906
| +8% | +$6.1M |
|
491
NNN REIT
NNN
$9.04B
| $81.4M | 0.05% |
1,762,944
+30,681
| +2% | +$1.33M |
|
|
NLSN
492
DELISTED
Nielsen Holdings plc
NLSN
| $81.4M | 0.05% |
1,546,517
-215,679
| -12% | -$10.4M |
|
|
BMS
493
DELISTED
Bemis
BMS
| $81.4M | 0.05% |
1,571,576
-188,322
| -11% | -$9.08M |
|
|
FISV
494
Fiserv Inc
FISV
$28.8B
| $81.2M | 0.05% |
1,582,424
+4,396
| +0.3% | +$208K |
|
|
CTB
495
DELISTED
Cooper Tire & Rubber Co.
CTB
| $81.2M | 0.05% |
2,192,239
+171,302
| +8% | +$6.27M |
|
496
Graphic Packaging
GPK
$3.17B
| $81M | 0.05% |
6,302,170
-2,029,991
| -24% | -$24.7M |
|
497
Omega Healthcare
OHI
$15.1B
| $80.9M | 0.05% |
2,292,845
+202,704
| +10% | +$6.64M |
|
498
Western Digital
WDC
$188B
| $80.9M | 0.05% |
2,265,206
+63,259
| +3% | +$2.26M |
|
|
CKH
499
DELISTED
Seacor Holdings Inc.
CKH
| $80.8M | 0.05% |
1,535,378
-2,557
| -0.2% | -$118K |
|
500
Kinder Morgan
KMI
$71.7B
| $80.6M | 0.05% |
4,514,951
-128
| -0% | -$2.09K |
|
Similar funds
Dimensional Fund Advisors's Q1 2016 Portfolio in Review
As of Q1 2016, Dimensional Fund Advisors held 3,387 positions worth $167B, up 4.1% from $160B the previous quarter. Its ten largest holdings account for 9% of the portfolio.
Trading was light in Q1 2016: portfolio turnover was 4.3%. Dimensional Fund Advisors opened 58 new positions and exited 88, leaving the 3,387-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 19% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q1 2016 buy was Welbilt, Inc.: 3,607,294 shares worth $53.2M.
- Dimensional Fund Advisors added most to Wells Fargo in Q1 2016, an estimated $281M increase.
- Dimensional Fund Advisors's biggest Q1 2016 reduction was Synchrony, cutting an estimated $171M.
- Dimensional Fund Advisors fully exited STANCORP FINL GRP in Q1 2016, selling an estimated $278M.
- Dimensional Fund Advisors's ten largest holdings make up 9% of its $167B portfolio in Q1 2016.
- Dimensional Fund Advisors opened 58 new positions and closed 88 in Q1 2016.
- Dimensional Fund Advisors's portfolio value rose 4.1% quarter-over-quarter to $167B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2016, filed 13 May 2016.