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 | |
|---|---|---|---|---|---|---|
1076
Banner Corp
BANR
$2.41B
| $44M | 0.03% |
1,046,045
-2,113
| -0.2% | -$86.6K |
|
1077
Northwest Natural Holdings
NWN
$2.06B
| $43.9M | 0.03% |
815,373
+83,377
| +11% | +$4.29M |
|
1078
Kadant
KAI
$3.77B
| $43.9M | 0.03% |
971,220
-12,386
| -1% | -$491K |
|
|
SASR
1079
DELISTED
Sandy Spring Bancorp Inc
SASR
| $43.8M | 0.03% |
1,574,793
+65,248
| +4% | +$1.73M |
|
1080
Cato Corp
CATO
$69.3M
| $43.8M | 0.03% |
1,135,323
+10,597
| +0.9% | +$389K |
|
1081
Signet Jewelers
SIG
$3.66B
| $43.7M | 0.03% |
352,266
+16,372
| +5% | +$1.86M |
|
1082
Celanese
CE
$4.85B
| $43.6M | 0.03% |
665,281
+465
| +0.1% | +$28.8K |
|
|
PPS
1083
DELISTED
Post Properties
PPS
| $43.6M | 0.03% |
729,416
+10,738
| +1% | +$613K |
|
1084
Belden
BDC
$4.87B
| $43.5M | 0.03% |
709,432
+77,494
| +12% | +$3.82M |
|
|
PAY
1085
DELISTED
Verifone Systems Inc
PAY
| $43.5M | 0.03% |
1,540,300
+782,426
| +103% | +$19.3M |
|
1086
Crane NXT
CXT
$3.04B
| $43.5M | 0.03% |
2,323,563
+545,709
| +31% | +$9.31M |
|
1087
Archrock
AROC
$6.16B
| $43.4M | 0.03% |
5,426,288
-1,500
| -0% | -$8.34K |
|
|
MEG
1088
DELISTED
Media General, Inc
MEG
| $43.4M | 0.03% |
2,660,890
-3,900
| -0.1% | -$62.9K |
|
1089
Agilent Technologies
A
$39.3B
| $43.4M | 0.03% |
1,088,858
-89,270
| -8% | -$3.4M |
|
1090
Microchip Technology
MCHP
$40.3B
| $43.4M | 0.03% |
1,799,772
+16,654
| +0.9% | +$371K |
|
1091
Eagle Materials
EXP
$6.51B
| $43.3M | 0.03% |
618,213
+150,949
| +32% | +$8.79M |
|
|
GCI
1092
DELISTED
Gannett Co., Inc
GCI
| $43.3M | 0.03% |
2,859,934
+1,087,881
| +61% | +$16.4M |
|
1093
Cenovus Energy
CVE
$54.4B
| $43.2M | 0.03% |
3,325,107
-171,431
| -5% | -$2.05M |
|
1094
Consolidated Edison
ED
$39.8B
| $43.2M | 0.03% |
563,900
+15,241
| +3% | +$1.08M |
|
|
FFIC
1095
DELISTED
Flushing Financial
FFIC
| $43.2M | 0.03% |
1,996,418
+35,225
| +2% | +$733K |
|
|
EXTN
1096
DELISTED
Exterran Corporation
EXTN
| $43.2M | 0.03% |
2,791,859
-1,475
| -0.1% | -$22.3K |
|
1097
Universal Electronics
UEIC
$58.7M
| $43.2M | 0.03% |
696,210
-11,830
| -2% | -$630K |
|
1098
Ethan Allen Interiors
ETD
$588M
| $43.2M | 0.03% |
1,356,304
+75,405
| +6% | +$2.11M |
|
1099
TETRA Technologies
TTI
$1.16B
| $43.1M | 0.03% |
6,789,753
+650,567
| +11% | +$3.81M |
|
|
NVO
1100
Novo Nordisk
NVO
$206B
| $43.1M | 0.03% |
1,589,698
+793,138
| +100% | +$21.2M |
|
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.