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 | |
|---|---|---|---|---|---|---|
751
Copa Holdings
CPA
$5.76B
| $58.1M | 0.03% |
858,282
+444,606
| +107% | +$25M |
|
|
MANT
752
DELISTED
Mantech International Corp
MANT
| $58.1M | 0.03% |
1,816,008
+201,810
| +13% | +$5.88M |
|
753
Simpson Manufacturing
SSD
$7.72B
| $58.1M | 0.03% |
1,521,140
+77,767
| +5% | +$2.63M |
|
754
PC Connection
CNXN
$2.11B
| $58M | 0.03% |
2,247,196
+717
| +0% | +$16.4K |
|
755
Methode Electronics
MEI
$496M
| $57.9M | 0.03% |
1,980,202
+115,008
| +6% | +$3.13M |
|
756
Southwest Gas
SWX
$6.47B
| $57.9M | 0.03% |
878,992
+11,270
| +1% | +$679K |
|
757
Portland General Electric
POR
$5.8B
| $57.9M | 0.03% |
1,465,339
-2,537
| -0.2% | -$97.1K |
|
758
New Jersey Resources
NJR
$5.84B
| $57.8M | 0.03% |
1,587,478
+7,180
| +0.5% | +$249K |
|
759
PPG Industries
PPG
$24.6B
| $57.8M | 0.03% |
518,642
+26,707
| +5% | +$2.63M |
|
760
NorthWestern Energy
NWE
$4.23B
| $57.8M | 0.03% |
936,411
+35,710
| +4% | +$2.06M |
|
761
ONE Gas
OGS
$4.87B
| $57.8M | 0.03% |
946,323
+27,568
| +3% | +$1.56M |
|
762
eBay
EBAY
$50.6B
| $57.8M | 0.03% |
2,422,355
+49,746
| +2% | +$1.21M |
|
763
Dollar Tree
DLTR
$24.4B
| $57.7M | 0.03% |
699,651
-14,903
| -2% | -$1.18M |
|
764
American Airlines Group
AAL
$10.1B
| $57.6M | 0.03% |
1,405,354
+34,894
| +3% | +$1.4M |
|
765
Arch Capital
ACGL
$34.3B
| $57.6M | 0.03% |
2,430,303
-565,176
| -19% | -$12.9M |
|
|
KLXI
766
DELISTED
KLX Inc.
KLXI
| $57.6M | 0.03% |
2,124,492
+379,316
| +22% | +$9.28M |
|
767
Stryker
SYK
$125B
| $57.3M | 0.03% |
534,249
+16,082
| +3% | +$1.59M |
|
|
SFLY
768
DELISTED
Shutterfly, Inc.
SFLY
| $57.3M | 0.03% |
1,235,301
+14,340
| +1% | +$611K |
|
769
Woodward
WWD
$21.3B
| $57.2M | 0.03% |
1,099,837
+70,554
| +7% | +$3.37M |
|
770
Dentsply Sirona
XRAY
$2.68B
| $57.2M | 0.03% |
927,960
+500,835
| +117% | +$29.5M |
|
771
LiveRamp
RAMP
$2.3B
| $57.1M | 0.03% |
2,663,398
+131,697
| +5% | +$2.62M |
|
|
PMC
772
DELISTED
PharMerica Corporation
PMC
| $57.1M | 0.03% |
2,581,423
+2,312
| +0.1% | +$61.5K |
|
|
NCI
773
DELISTED
Navigant Consulting, Inc.
NCI
| $57M | 0.03% |
3,606,558
+309,883
| +9% | +$4.74M |
|
774
Itron
ITRI
$4.36B
| $56.9M | 0.03% |
1,364,526
+233,321
| +21% | +$8.63M |
|
775
Compass Minerals
CMP
$1.23B
| $56.9M | 0.03% |
803,233
+59,605
| +8% | +$4.26M |
|
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.