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 | |
|---|---|---|---|---|---|---|
1276
CDW
CDW
$18.9B
| $36.4M | 0.02% |
877,565
+9,577
| +1% | +$373K |
|
|
XXIA
1277
DELISTED
Ixia
XXIA
| $36.4M | 0.02% |
2,921,167
+91,522
| +3% | +$970K |
|
|
CRZO
1278
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $36.4M | 0.02% |
1,177,021
-519,763
| -31% | -$13.1M |
|
|
GRMN
1279
Garmin
GRMN
$58.8B
| $36.3M | 0.02% |
908,267
+102,828
| +13% | +$3.82M |
|
|
KATE
1280
DELISTED
Kate Spade & Company
KATE
| $36.3M | 0.02% |
1,422,120
+889,813
| +167% | +$17.5M |
|
|
AVG
1281
DELISTED
AVG Technologies N.V.
AVG
| $36.3M | 0.02% |
1,748,710
+21,474
| +1% | +$403K |
|
|
KKD
1282
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $36.3M | 0.02% |
2,325,913
+196,642
| +9% | +$2.85M |
|
1283
Team
TISI
$77.7M
| $36.2M | 0.02% |
119,276
+35,117
| +42% | +$9.01M |
|
1284
Commerce Bancshares
CBSH
$8.59B
| $36.2M | 0.02% |
1,312,646
+79,890
| +6% | +$2.07M |
|
|
FOE
1285
DELISTED
Ferro Corporation
FOE
| $36.2M | 0.02% |
3,051,052
-85,009
| -3% | -$853K |
|
1286
TTEC Holdings
TTEC
$122M
| $36.2M | 0.02% |
1,303,755
+38,751
| +3% | +$1.04M |
|
1287
MSCI
MSCI
$41.8B
| $36.2M | 0.02% |
488,098
+4,715
| +1% | +$326K |
|
|
ECOL
1288
DELISTED
US Ecology, Inc.
ECOL
| $36.2M | 0.02% |
818,738
+22,584
| +3% | +$818K |
|
|
BGC
1289
DELISTED
General Cable Corporation
BGC
| $36.1M | 0.02% |
2,959,872
-39,053
| -1% | -$398K |
|
|
X
1290
DELISTED
US Steel
X
| $36.1M | 0.02% |
2,249,332
+151,285
| +7% | +$1.51M |
|
1291
Seagate
STX
$189B
| $36.1M | 0.02% |
1,047,177
+25,972
| +3% | +$837K |
|
|
KW
1292
DELISTED
Kennedy-Wilson Holdings
KW
| $36.1M | 0.02% |
1,646,556
+153,922
| +10% | +$3.05M |
|
|
CMA
1293
DELISTED
Comerica
CMA
| $35.9M | 0.02% |
947,625
+23,039
| +2% | +$830K |
|
|
EGOV
1294
DELISTED
NIC Inc
EGOV
| $35.8M | 0.02% |
1,984,394
+102,842
| +5% | +$1.86M |
|
1295
Mativ Holdings
MATV
$500M
| $35.7M | 0.02% |
1,135,513
+152,143
| +15% | +$5.44M |
|
|
DST
1296
DELISTED
DST Systems Inc.
DST
| $35.7M | 0.02% |
633,978
-18,844
| -3% | -$1M |
|
|
REGI
1297
DELISTED
Renewable Energy Group, Inc.
REGI
| $35.7M | 0.02% |
3,785,323
+421,779
| +13% | +$3.24M |
|
|
DFT
1298
DELISTED
DuPont Fabros Technology Inc.
DFT
| $35.7M | 0.02% |
881,005
+17,194
| +2% | +$597K |
|
1299
Kennametal
KMT
$2.66B
| $35.7M | 0.02% |
1,587,367
+230,385
| +17% | +$4.47M |
|
1300
TriMas Corp
TRS
$1.45B
| $35.7M | 0.02% |
2,036,782
+298,666
| +17% | +$5.1M |
|
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.