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 | |
|---|---|---|---|---|---|---|
|
HOT
1226
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $38.2M | 0.02% |
457,470
+2,663
| +0.6% | +$182K |
|
1227
Jack Henry & Associates
JKHY
$11.1B
| $38.1M | 0.02% |
450,380
+7,219
| +2% | +$579K |
|
1228
HCA Healthcare
HCA
$88B
| $38.1M | 0.02% |
487,842
+14,498
| +3% | +$1.01M |
|
1229
Intuitive Surgical
ISRG
$135B
| $38M | 0.02% |
569,457
+17,937
| +3% | +$1.11M |
|
1230
NVR
NVR
$16.6B
| $38M | 0.02% |
21,943
-458
| -2% | -$741K |
|
|
AZPN
1231
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $37.9M | 0.02% |
1,050,036
+656,011
| +166% | +$23.7M |
|
1232
Allison Transmission
ALSN
$9.65B
| $37.9M | 0.02% |
1,405,591
+59,133
| +4% | +$1.44M |
|
|
IPG
1233
DELISTED
Interpublic Group of Companies
IPG
| $37.8M | 0.02% |
1,647,656
+29,843
| +2% | +$645K |
|
1234
Barnes & Noble Education
BNED
$447M
| $37.8M | 0.02% |
38,576
+2,287
| +6% | +$2.29M |
|
1235
Public Service Enterprise Group
PEG
$38.2B
| $37.8M | 0.02% |
801,599
+18,651
| +2% | +$792K |
|
1236
Gaming and Leisure Properties
GLPI
$12.7B
| $37.7M | 0.02% |
1,219,554
+21,187
| +2% | +$575K |
|
|
LHO
1237
DELISTED
LaSalle Hotel Properties
LHO
| $37.7M | 0.02% |
1,489,330
+1,375
| +0.1% | +$32.6K |
|
1238
Quanex
NX
$883M
| $37.7M | 0.02% |
2,170,195
+207,089
| +11% | +$3.65M |
|
|
MNK
1239
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $37.6M | 0.02% |
613,521
+139,461
| +29% | +$8.92M |
|
1240
Globus Medical
GMED
$11.1B
| $37.6M | 0.02% |
1,581,986
+134,318
| +9% | +$3.28M |
|
|
DCH
1241
Dauch Corp
DCH
$1.38B
| $37.6M | 0.02% |
2,440,493
+20,514
| +0.8% | +$296K |
|
1242
Cavco Industries
CVCO
$4.21B
| $37.5M | 0.02% |
401,426
+34,630
| +9% | +$2.85M |
|
|
SEE
1243
DELISTED
Sealed Air
SEE
| $37.4M | 0.02% |
779,927
+20,455
| +3% | +$895K |
|
|
AD
1244
Array Digital Infrastructure
AD
$3.03B
| $37.4M | 0.02% |
819,167
+37,683
| +5% | +$1.47M |
|
1245
L3Harris
LHX
$51.7B
| $37.4M | 0.02% |
480,172
+7,554
| +2% | +$604K |
|
1246
Church & Dwight Co
CHD
$23.7B
| $37.3M | 0.02% |
809,966
+97,668
| +14% | +$4.26M |
|
1247
Interparfums
IPAR
$4B
| $37.3M | 0.02% |
1,206,717
+25,239
| +2% | +$659K |
|
1248
HNI Corp
HNI
$3.43B
| $37.2M | 0.02% |
950,392
+141
| +0% | +$4.8K |
|
1249
Banco Bradesco
BBD
$39.4B
| $37.2M | 0.02% |
10,608,926
-1,089,912
| -9% | -$2.84M |
|
1250
MYR Group
MYRG
$5.26B
| $37.2M | 0.02% |
1,480,636
+45,356
| +3% | +$978K |
|
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.