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 | |
|---|---|---|---|---|---|---|
1026
World Kinect Corp
WKC
$2.03B
| $45.8M | 0.03% |
943,652
+232,536
| +33% | +$9.98M |
|
|
DNY
1027
DELISTED
DONNELLEY R R & SONS CO
DNY
| $45.7M | 0.03% |
2,789,272
+424,346
| +18% | +$6.96M |
|
1028
Fidelity National Financial
FNF
$13.8B
| $45.7M | 0.03% |
1,941,741
+23,022
| +1% | +$515K |
|
1029
Mattel
MAT
$4.39B
| $45.7M | 0.03% |
1,359,161
+14,604
| +1% | +$444K |
|
1030
Merit Medical Systems
MMSI
$5.11B
| $45.7M | 0.03% |
2,470,906
+15,187
| +0.6% | +$263K |
|
1031
Cogent Communications
CCOI
$681M
| $45.7M | 0.03% |
1,170,512
+142,713
| +14% | +$4.95M |
|
|
BOBE
1032
DELISTED
Bob Evans Farms, Inc.
BOBE
| $45.7M | 0.03% |
978,361
-84,450
| -8% | -$3.56M |
|
1033
DHT Holdings
DHT
$2.94B
| $45.6M | 0.03% |
7,910,494
+1,681,250
| +27% | +$10M |
|
1034
Franklin Electric
FELE
$4.66B
| $45.5M | 0.03% |
1,415,642
+157,695
| +13% | +$4.48M |
|
|
TFCF
1035
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $45.5M | 0.03% |
1,613,708
+145,894
| +10% | +$3.92M |
|
1036
Carlisle Companies
CSL
$14.6B
| $45.5M | 0.03% |
457,233
-6,863
| -1% | -$605K |
|
1037
Federated Hermes
FHI
$4.73B
| $45.5M | 0.03% |
1,576,843
+623,179
| +65% | +$16.4M |
|
|
GPOR
1038
DELISTED
Gulfport Energy Corp.
GPOR
| $45.5M | 0.03% |
1,603,941
+288,709
| +22% | +$7.62M |
|
1039
Red Robin
RRGB
$146M
| $45.4M | 0.03% |
704,590
+60,113
| +9% | +$3.74M |
|
1040
Zimmer Biomet
ZBH
$18.5B
| $45.4M | 0.03% |
438,128
+11,423
| +3% | +$1.11M |
|
1041
Royal Bank of Canada
RY
$291B
| $45.2M | 0.03% |
785,540
-6,726
| -0.8% | -$349K |
|
1042
United Parks & Resorts
PRKS
$2.14B
| $45.2M | 0.03% |
2,146,619
+33,096
| +2% | +$619K |
|
|
WFM
1043
DELISTED
Whole Foods Market Inc
WFM
| $45.2M | 0.03% |
1,452,712
+568,887
| +64% | +$17.8M |
|
|
HMHC
1044
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $45.2M | 0.03% |
2,265,964
+639,969
| +39% | +$11.8M |
|
1045
Helix Energy Solutions
HLX
$1.37B
| $45.1M | 0.03% |
8,060,290
-11,025
| -0.1% | -$46.5K |
|
|
B
1046
Barrick Mining
B
$62.2B
| $45.1M | 0.03% |
3,321,361
-4,089,567
| -55% | -$47.6M |
|
1047
Murphy Oil
MUR
$5.65B
| $45.1M | 0.03% |
1,790,063
-343,200
| -16% | -$6.88M |
|
1048
Primoris Services
PRIM
$4.74B
| $45M | 0.03% |
1,853,294
+136,772
| +8% | +$2.92M |
|
|
NFBK
1049
DELISTED
Northfield Bancorp
NFBK
| $45M | 0.03% |
2,736,789
+53,776
| +2% | +$838K |
|
|
TSS
1050
DELISTED
Total System Services, Inc.
TSS
| $44.9M | 0.03% |
943,793
+5,249
| +0.6% | +$230K |
|
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.