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 | |
|---|---|---|---|---|---|---|
526
HUB Group
HUBG
$2.85B
| $77.2M | 0.05% |
3,786,916
+289,008
| +8% | +$5.01M |
|
|
MENT
527
DELISTED
Mentor Graphics Corp
MENT
| $77.2M | 0.05% |
3,797,286
+417,254
| +12% | +$7.62M |
|
528
United Bankshares
UBSI
$6.63B
| $77.2M | 0.05% |
2,103,407
-27,986
| -1% | -$982K |
|
|
CADE
529
DELISTED
Cadence Bank
CADE
| $77.1M | 0.05% |
3,619,698
+380,271
| +12% | +$7.9M |
|
530
RLI Corp
RLI
$5.62B
| $77M | 0.05% |
2,303,622
+97,454
| +4% | +$3.06M |
|
531
Caleres
CAL
$431M
| $77M | 0.05% |
2,721,681
+121,700
| +5% | +$3.24M |
|
|
FNSR
532
DELISTED
Finisar Corp
FNSR
| $77M | 0.05% |
4,218,755
+692,586
| +20% | +$9.96M |
|
533
Illinois Tool Works
ITW
$82.6B
| $76.9M | 0.05% |
750,330
+23,560
| +3% | +$2.18M |
|
534
Automatic Data Processing
ADP
$106B
| $76.8M | 0.05% |
856,338
+28,017
| +3% | +$2.35M |
|
|
PACW
535
DELISTED
PacWest Bancorp
PACW
| $76.6M | 0.05% |
2,061,975
+195,437
| +10% | +$6.92M |
|
|
MAGN
536
Magnera Corp
MAGN
$472M
| $76.5M | 0.05% |
283,948
+3,270
| +1% | +$741K |
|
|
ISBC
537
DELISTED
Investors Bancorp, Inc.
ISBC
| $76.4M | 0.05% |
6,559,580
+276,027
| +4% | +$3.18M |
|
538
Columbia Banking Systems
COLB
$8.84B
| $76.3M | 0.05% |
2,549,545
+81,240
| +3% | +$2.39M |
|
539
Equity Lifestyle Properties
ELS
$12.6B
| $76.1M | 0.05% |
2,093,074
+43,614
| +2% | +$1.49M |
|
540
Broadcom
AVGO
$1.85T
| $76M | 0.05% |
4,916,270
+595,470
| +14% | +$8.05M |
|
541
Integer Holdings
ITGR
$4.12B
| $75.9M | 0.05% |
2,130,314
-110,509
| -5% | -$3.89M |
|
542
Gibraltar Industries
ROCK
$1.25B
| $75.7M | 0.05% |
2,646,749
+9,564
| +0.4% | +$223K |
|
|
MRO
543
DELISTED
Marathon Oil Corporation
MRO
| $75.6M | 0.05% |
6,791,801
-43,104
| -0.6% | -$403K |
|
|
CXO
544
DELISTED
CONCHO RESOURCES INC.
CXO
| $75.6M | 0.05% |
748,069
+261,491
| +54% | +$24M |
|
545
Clean Harbors
CLH
$16.5B
| $75.6M | 0.05% |
1,531,697
+219,738
| +17% | +$9.62M |
|
|
SKX
546
DELISTED
Skechers
SKX
| $75.5M | 0.05% |
2,478,047
-1,364,119
| -36% | -$41.1M |
|
|
DFS
547
DELISTED
Discover Financial Services
DFS
| $75.4M | 0.05% |
1,480,890
+29,450
| +2% | +$1.42M |
|
|
PNY
548
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
| $75.3M | 0.05% |
1,259,158
-300
| -0% | -$17.7K |
|
|
ACC
549
DELISTED
American Campus Communities, Inc.
ACC
| $75.3M | 0.05% |
1,598,383
+142,482
| +10% | +$6.14M |
|
|
INVX
550
Innovex International
INVX
$1.96B
| $75.2M | 0.05% |
1,241,618
+482,702
| +64% | +$26.9M |
|
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.