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 | |
|---|---|---|---|---|---|---|
876
Century Aluminum
CENX
$4.43B
| $52.2M | 0.03% |
7,401,163
+865,213
| +13% | +$4.79M |
|
877
New York Times
NYT
$12.1B
| $52.1M | 0.03% |
4,183,779
+64,309
| +2% | +$815K |
|
878
Texas Capital Bancshares
TCBI
$4.3B
| $52.1M | 0.03% |
1,357,429
-1,231
| -0.1% | -$45.5K |
|
879
Intuit
INTU
$86.5B
| $52M | 0.03% |
500,397
+26,674
| +6% | +$2.58M |
|
880
Paychex
PAYX
$41.6B
| $52M | 0.03% |
963,373
+5,177
| +0.5% | +$261K |
|
881
Sinclair Inc
SBGI
$992M
| $52M | 0.03% |
1,689,410
+122,684
| +8% | +$3.77M |
|
882
Avista
AVA
$3.34B
| $51.9M | 0.03% |
1,273,704
+59,956
| +5% | +$2.26M |
|
|
ALE
883
DELISTED
Allete
ALE
| $51.9M | 0.03% |
925,892
+74,770
| +9% | +$3.99M |
|
|
HAR
884
DELISTED
Harman International Industries
HAR
| $51.8M | 0.03% |
582,220
+274,421
| +89% | +$21.8M |
|
|
VSI
885
DELISTED
Vitamin Shoppe Inc.
VSI
| $51.8M | 0.03% |
1,673,169
+382,434
| +30% | +$11.5M |
|
886
Global Payments
GPN
$23B
| $51.8M | 0.03% |
792,822
-22,577
| -3% | -$1.34M |
|
887
Green Plains
GPRE
$1.18B
| $51.8M | 0.03% |
3,242,779
+61,094
| +2% | +$983K |
|
|
BCPC
888
Balchem Corp
BCPC
$5.38B
| $51.6M | 0.03% |
832,082
+51,826
| +7% | +$3.11M |
|
889
Chemed
CHE
$7.07B
| $51.6M | 0.03% |
380,884
+10,714
| +3% | +$1.45M |
|
890
Adeia
ADEA
$2.94B
| $51.4M | 0.03% |
6,267,342
+347,703
| +6% | +$2.65M |
|
|
CNSL
891
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $51.4M | 0.03% |
1,994,666
+201,731
| +11% | +$4.33M |
|
|
AVX
892
DELISTED
AVX Corporation
AVX
| $51.3M | 0.03% |
4,078,971
+289,705
| +8% | +$3.37M |
|
|
FL
893
DELISTED
Foot Locker
FL
| $51.3M | 0.03% |
794,509
-10,018
| -1% | -$650K |
|
894
Brinker International
EAT
$9.17B
| $51.2M | 0.03% |
1,114,841
+129,913
| +13% | +$6.25M |
|
|
FBR
895
DELISTED
Fibria Celulose Sa
FBR
| $51.1M | 0.03% |
6,028,628
-749,718
| -11% | -$7.59M |
|
896
Bloomin' Brands
BLMN
$741M
| $51.1M | 0.03% |
3,029,710
+281,187
| +10% | +$4.73M |
|
897
Axos Financial
AX
$5.77B
| $51M | 0.03% |
2,392,121
-45,457
| -2% | -$824K |
|
898
Greif
GEF
$4.92B
| $51M | 0.03% |
1,557,667
+287,106
| +23% | +$7.92M |
|
|
AMWD
899
DELISTED
American Woodmark
AMWD
| $51M | 0.03% |
683,813
+4,633
| +0.7% | +$312K |
|
900
Baxter International
BAX
$13.5B
| $51M | 0.03% |
1,241,534
+258,966
| +26% | +$9.87M |
|
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.