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 | |
|---|---|---|---|---|---|---|
1301
S&T Bancorp
STBA
$1.85B
| $35.5M | 0.02% |
1,376,640
+75,040
| +6% | +$1.97M |
|
1302
Sony
SONY
$133B
| $35.4M | 0.02% |
6,883,780
+22,900
| +0.3% | +$105K |
|
1303
Semtech
SMTC
$11.1B
| $35.4M | 0.02% |
1,610,229
+400,873
| +33% | +$7.72M |
|
1304
Hanmi Financial
HAFC
$949M
| $35.4M | 0.02% |
1,605,998
+69,597
| +5% | +$1.49M |
|
1305
Advance Auto Parts
AAP
$3.36B
| $35.3M | 0.02% |
219,867
+2,116
| +1% | +$318K |
|
1306
Paycom
PAYC
$7.86B
| $35.2M | 0.02% |
989,894
+172,467
| +21% | +$5.38M |
|
1307
Badger Meter
BMI
$3.97B
| $35.2M | 0.02% |
1,058,218
+33,854
| +3% | +$1.05M |
|
|
VRN
1308
DELISTED
Veren
VRN
| $35.2M | 0.02% |
2,539,983
+496,140
| +24% | +$5.73M |
|
1309
Cintas
CTAS
$81.6B
| $35.1M | 0.02% |
1,562,752
+31,296
| +2% | +$671K |
|
|
UBNK
1310
DELISTED
United Financial Bancorp, Inc.
UBNK
| $35.1M | 0.02% |
2,785,996
+223,794
| +9% | +$2.64M |
|
1311
Carter's
CRI
$1.47B
| $35.1M | 0.02% |
332,830
-33,402
| -9% | -$3.2M |
|
1312
Cognex
CGNX
$11.2B
| $35.1M | 0.02% |
1,800,504
+205,438
| +13% | +$3.58M |
|
|
SCAI
1313
DELISTED
Surgical Care Affiliates, Inc.
SCAI
| $35M | 0.02% |
756,675
+261,655
| +53% | +$11M |
|
|
WEB
1314
DELISTED
Web.com Group, Inc.
WEB
| $35M | 0.02% |
1,765,361
+115,013
| +7% | +$2.1M |
|
1315
AngioDynamics
ANGO
$627M
| $35M | 0.02% |
2,846,543
+44,658
| +2% | +$493K |
|
1316
Anika Therapeutics
ANIK
$277M
| $34.9M | 0.02% |
781,196
+6,171
| +0.8% | +$250K |
|
1317
Ubiquiti
UI
$33.2B
| $34.9M | 0.02% |
1,048,029
+394,022
| +60% | +$12.2M |
|
1318
Dick's Sporting Goods
DKS
$18B
| $34.8M | 0.02% |
744,643
+7,676
| +1% | +$312K |
|
1319
Newell Brands
NWL
$2.7B
| $34.8M | 0.02% |
785,042
+19,284
| +3% | +$756K |
|
|
HF
1320
DELISTED
HFF Inc.
HF
| $34.7M | 0.02% |
1,261,439
+23,890
| +2% | +$635K |
|
|
LABL
1321
DELISTED
Multi-Color Corp
LABL
| $34.7M | 0.02% |
650,159
-34,480
| -5% | -$1.84M |
|
1322
Las Vegas Sands
LVS
$30.6B
| $34.7M | 0.02% |
670,793
+3,068
| +0.5% | +$140K |
|
|
BDN
1323
Brandywine Realty Trust
BDN
$541M
| $34.7M | 0.02% |
2,469,825
+41,850
| +2% | +$536K |
|
1324
Ralph Lauren
RL
$22.6B
| $34.6M | 0.02% |
359,797
+27,193
| +8% | +$2.67M |
|
1325
Hubbell
HUBB
$25.2B
| $34.6M | 0.02% |
326,746
+7,886
| +2% | +$753K |
|
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.