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 | |
|---|---|---|---|---|---|---|
1176
Manulife Financial
MFC
$74B
| $40M | 0.02% |
2,830,162
+529,419
| +23% | +$7.09M |
|
|
MODV
1177
DELISTED
ModivCare
MODV
| $39.9M | 0.02% |
782,041
+62,100
| +9% | +$2.91M |
|
1178
Packaging Corp of America
PKG
$22.4B
| $39.9M | 0.02% |
661,142
+97,818
| +17% | +$5.24M |
|
|
AXE
1179
DELISTED
Anixter International Inc
AXE
| $39.9M | 0.02% |
765,865
+88,943
| +13% | +$4.18M |
|
1180
Movado Group
MOV
$866M
| $39.9M | 0.02% |
1,448,713
-4,312
| -0.3% | -$115K |
|
1181
Sturm, Ruger & Co
RGR
$616M
| $39.9M | 0.02% |
583,103
+24,601
| +4% | +$1.6M |
|
|
TLRD
1182
DELISTED
Tailored Brands, Inc.
TLRD
| $39.9M | 0.02% |
+2,226,537
| New | +$34.3M |
|
1183
Piper Sandler
PIPR
$5.13B
| $39.8M | 0.02% |
3,214,392
-5,012
| -0.2% | -$50.8K |
|
1184
Fastenal
FAST
$55.2B
| $39.8M | 0.02% |
3,248,332
+160,208
| +5% | +$1.74M |
|
1185
Bath & Body Works
BBWI
$4.23B
| $39.8M | 0.02% |
560,316
+14,505
| +3% | +$1.04M |
|
|
SCS
1186
DELISTED
Steelcase
SCS
| $39.7M | 0.02% |
2,662,091
+359,644
| +16% | +$4.78M |
|
|
COL
1187
DELISTED
Rockwell Collins
COL
| $39.7M | 0.02% |
430,347
+8,720
| +2% | +$756K |
|
1188
Mine Safety
MSA
$7.43B
| $39.5M | 0.02% |
817,842
+39,135
| +5% | +$1.69M |
|
|
BXLT
1189
DELISTED
BAXALTA INC COM STK (DE)
BXLT
| $39.4M | 0.02% |
976,378
+24,521
| +3% | +$970K |
|
1190
McGrath RentCorp
MGRC
$2.92B
| $39.4M | 0.02% |
1,569,612
+165,258
| +12% | +$4.06M |
|
|
JWN
1191
DELISTED
Nordstrom
JWN
| $39.3M | 0.02% |
687,623
-10,095
| -1% | -$520K |
|
1192
Deutsche Bank
DB
$69.8B
| $39.3M | 0.02% |
2,598,472
+12,745
| +0.5% | +$213K |
|
1193
WEC Energy
WEC
$35.6B
| $39.3M | 0.02% |
653,956
+10,247
| +2% | +$574K |
|
|
LTXB
1194
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $39.3M | 0.02% |
1,998,846
+5,820
| +0.3% | +$113K |
|
|
CIT
1195
DELISTED
CIT Group Inc.
CIT
| $39.3M | 0.02% |
1,265,129
-80,909
| -6% | -$2.55M |
|
1196
Ligand Pharmaceuticals
LGND
$5.85B
| $39.2M | 0.02% |
587,448
-296,074
| -34% | -$18M |
|
1197
LKQ Corp
LKQ
$5.91B
| $39.2M | 0.02% |
1,228,936
+40,356
| +3% | +$1.13M |
|
1198
RLJ Lodging Trust
RLJ
$1.87B
| $39.1M | 0.02% |
1,710,119
-7,451
| -0.4% | -$150K |
|
|
CONE
1199
DELISTED
CyrusOne Inc Common Stock
CONE
| $39.1M | 0.02% |
855,536
+11,294
| +1% | +$431K |
|
1200
M/I Homes
MHO
$3.8B
| $39M | 0.02% |
2,092,686
+4,949
| +0.2% | +$89K |
|
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.