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 | |
|---|---|---|---|---|---|---|
776
Apogee Enterprises
APOG
$826M
| $56.8M | 0.03% |
1,293,917
-34,092
| -3% | -$1.35M |
|
777
Huntington Ingalls Industries
HII
$12.9B
| $56.7M | 0.03% |
414,382
-314
| -0.1% | -$40.9K |
|
778
Madison Square Garden
MSGS
$9.48B
| $56.7M | 0.03% |
478,218
-885
| -0.2% | -$98.5K |
|
779
Blackbaud
BLKB
$1.94B
| $56.7M | 0.03% |
902,293
+60,089
| +7% | +$3.51M |
|
|
FINL
780
DELISTED
Finish Line
FINL
| $56.7M | 0.03% |
2,689,264
+248,638
| +10% | +$4.6M |
|
781
Devon Energy
DVN
$52.1B
| $56.7M | 0.03% |
2,068,354
+33,512
| +2% | +$816K |
|
782
Northern Trust
NTRS
$33.3B
| $56.7M | 0.03% |
870,574
+42,516
| +5% | +$2.66M |
|
783
Keurig Dr Pepper
KDP
$42.3B
| $56.7M | 0.03% |
634,010
+7,562
| +1% | +$690K |
|
|
ARII
784
DELISTED
American Railcar Industries, Inc.
ARII
| $56.7M | 0.03% |
1,391,522
-2,059
| -0.1% | -$86.1K |
|
785
Landstar System
LSTR
$5.93B
| $56.6M | 0.03% |
875,692
+24,065
| +3% | +$1.45M |
|
786
Gentherm
THRM
$1.25B
| $56.5M | 0.03% |
1,359,642
+96,064
| +8% | +$3.88M |
|
|
JBTM
787
JBT Marel
JBTM
$7.21B
| $56.5M | 0.03% |
1,001,743
+30,211
| +3% | +$1.47M |
|
788
Westlake Corp
WLK
$9.03B
| $56.3M | 0.03% |
1,216,765
+261,577
| +27% | +$11.9M |
|
|
PRXL
789
DELISTED
Parexel International Corp
PRXL
| $56.3M | 0.03% |
897,849
-1,110
| -0.1% | -$68.4K |
|
790
ON Semiconductor
ON
$31.8B
| $56.2M | 0.03% |
5,862,211
+1,068,985
| +22% | +$9.16M |
|
791
Kelly Services Class A
KELYA
$514M
| $56.1M | 0.03% |
2,936,497
+30,327
| +1% | +$505K |
|
|
TEN
792
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $56.1M | 0.03% |
1,089,713
+143,961
| +15% | +$6.32M |
|
793
Hyster-Yale Materials Handling
HY
$599M
| $56.1M | 0.03% |
842,664
+9,627
| +1% | +$546K |
|
794
Douglas Emmett
DEI
$1.98B
| $56.1M | 0.03% |
1,863,675
+54,232
| +3% | +$1.54M |
|
|
DHC
795
Diversified Healthcare Trust
DHC
$2.15B
| $55.7M | 0.03% |
3,115,660
+81,765
| +3% | +$1.28M |
|
796
Cardinal Health
CAH
$53.9B
| $55.7M | 0.03% |
679,565
+30,682
| +5% | +$2.49M |
|
|
BPFH
797
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $55.7M | 0.03% |
4,862,183
+292,458
| +6% | +$3.09M |
|
798
Macy's
M
$6.53B
| $55.5M | 0.03% |
1,258,872
+201,426
| +19% | +$8.33M |
|
|
BRS
799
DELISTED
Bristow Group, Inc.
BRS
| $55.5M | 0.03% |
2,933,493
+120,223
| +4% | +$2.23M |
|
800
Mitsubishi UFJ Financial
MUFG
$253B
| $55.4M | 0.03% |
12,079,860
-3,573
| -0% | -$17.4K |
|
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.