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 | |
|---|---|---|---|---|---|---|
801
National Beverage
FIZZ
$2.96B
| $55.4M | 0.03% |
2,616,610
+84,756
| +3% | +$1.68M |
|
802
Standard Motor Products
SMP
$851M
| $55.3M | 0.03% |
1,595,900
+36,597
| +2% | +$1.26M |
|
803
Hormel Foods
HRL
$13.8B
| $55.2M | 0.03% |
1,276,352
-13,550
| -1% | -$565K |
|
804
Intercontinental Exchange
ICE
$85.6B
| $55.2M | 0.03% |
1,173,085
+68,570
| +6% | +$3.34M |
|
805
Saia
SAIA
$9.27B
| $55.2M | 0.03% |
1,959,534
+62,290
| +3% | +$1.54M |
|
806
Haemonetics
HAE
$3.89B
| $55.1M | 0.03% |
1,576,066
+126,716
| +9% | +$4.09M |
|
807
Cimpress
CMPR
$2.39B
| $55.1M | 0.03% |
607,404
+81,947
| +16% | +$6.73M |
|
808
Herc Holdings
HRI
$5.02B
| $55.1M | 0.03% |
1,743,655
+52,981
| +3% | +$1.56M |
|
|
CAM
809
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $55M | 0.03% |
820,925
-14,479
| -2% | -$930K |
|
810
Moog Inc Class A
MOG.A
$12.4B
| $55M | 0.03% |
1,203,933
+20,860
| +2% | +$974K |
|
|
HW
811
DELISTED
Headwaters Inc
HW
| $54.9M | 0.03% |
2,768,044
+97,543
| +4% | +$1.64M |
|
|
TXNM
812
TXNM Energy Inc
TXNM
$6.41B
| $54.9M | 0.03% |
1,628,154
+44,926
| +3% | +$1.44M |
|
813
Black Hills Corp
BKH
$5.42B
| $54.8M | 0.03% |
911,769
+112,546
| +14% | +$6.01M |
|
814
Brink's
BCO
$4.88B
| $54.8M | 0.03% |
1,632,146
+28,390
| +2% | +$835K |
|
815
Becton Dickinson
BDX
$45.6B
| $54.7M | 0.03% |
369,615
+11,980
| +3% | +$1.7M |
|
816
Skyworks Solutions
SWKS
$9.37B
| $54.7M | 0.03% |
702,435
+21,378
| +3% | +$1.45M |
|
|
ANK
817
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
| $54.7M | 0.03% |
721,075
+73,188
| +11% | +$5.55M |
|
|
KAMN
818
DELISTED
Kaman Corp
KAMN
| $54.7M | 0.03% |
1,280,520
+117,501
| +10% | +$4.79M |
|
|
WCG
819
DELISTED
Wellcare Health Plans, Inc.
WCG
| $54.7M | 0.03% |
589,259
-14,210
| -2% | -$1.18M |
|
|
BWLD
820
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $54.6M | 0.03% |
368,516
+2,124
| +0.6% | +$324K |
|
|
CALY
821
Callaway Golf Company
CALY
$3.32B
| $54.6M | 0.03% |
5,984,887
+210,492
| +4% | +$1.85M |
|
|
ANAT
822
DELISTED
American National Group, Inc. Common Stock
ANAT
| $54.5M | 0.03% |
471,550
+31,269
| +7% | +$3.2M |
|
823
Sonic Automotive
SAH
$2.9B
| $54.4M | 0.03% |
2,943,248
+361,852
| +14% | +$6.63M |
|
824
Alamo Group
ALG
$1.94B
| $54.4M | 0.03% |
975,840
-300
| -0% | -$15.9K |
|
825
Saic
SAIC
$4.95B
| $54.3M | 0.03% |
1,018,057
+111,102
| +12% | +$4.94M |
|
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.