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 | |
|---|---|---|---|---|---|---|
|
CSRA
1351
DELISTED
CSRA Inc.
CSRA
| $33.4M | 0.02% |
1,242,040
-22,383
| -2% | -$585K |
|
1352
Power Integrations
POWI
$3.52B
| $33.4M | 0.02% |
1,343,804
+117,194
| +10% | +$2.7M |
|
1353
Boise Cascade
BCC
$3.07B
| $33.3M | 0.02% |
1,609,514
+76,577
| +5% | +$1.44M |
|
1354
REX American Resources
REX
$1.44B
| $33.3M | 0.02% |
3,607,008
-14,658
| -0.4% | -$126K |
|
|
CFNL
1355
DELISTED
Cardinal Financial Corp
CFNL
| $33.3M | 0.02% |
1,638,225
+57,151
| +4% | +$1.12M |
|
1356
JB Hunt Transport Services
JBHT
$25.8B
| $33.3M | 0.02% |
395,529
+6,885
| +2% | +$522K |
|
|
TIVO
1357
DELISTED
TIVO INC
TIVO
| $33.3M | 0.02% |
3,500,629
+364,574
| +12% | +$2.93M |
|
1358
Westamerica Bancorp
WABC
$1.4B
| $33.3M | 0.02% |
683,206
-74,901
| -10% | -$3.41M |
|
1359
Insteel Industries
IIIN
$619M
| $33.3M | 0.02% |
1,087,957
+99,787
| +10% | +$2.49M |
|
|
VAL
1360
DELISTED
Valspar
VAL
| $33.2M | 0.02% |
310,276
+6,780
| +2% | +$560K |
|
|
WP
1361
DELISTED
Worldpay, Inc.
WP
| $33.2M | 0.02% |
615,675
+10,749
| +2% | +$526K |
|
1362
Bright Horizons
BFAM
$3.97B
| $33.2M | 0.02% |
512,012
-7,364
| -1% | -$473K |
|
1363
LivaNova
LIVN
$4.56B
| $33.1M | 0.02% |
613,996
-15,190
| -2% | -$844K |
|
1364
Diamondback Energy
FANG
$53.9B
| $33.1M | 0.02% |
428,957
-33,134
| -7% | -$2.34M |
|
1365
Bankunited
BKU
$3.46B
| $33M | 0.02% |
959,058
+65,002
| +7% | +$2.18M |
|
1366
Cinemark Holdings
CNK
$4.34B
| $33M | 0.02% |
921,163
+44,041
| +5% | +$1.4M |
|
1367
Western Union
WU
$2.14B
| $33M | 0.02% |
1,710,527
+100,090
| +6% | +$1.8M |
|
1368
Urban Outfitters
URBN
$6.73B
| $32.9M | 0.02% |
995,049
-4,233
| -0.4% | -$112K |
|
1369
IPG Photonics
IPGP
$3.94B
| $32.9M | 0.02% |
342,527
+6,027
| +2% | +$511K |
|
|
CVGW
1370
DELISTED
Calavo Growers
CVGW
| $32.9M | 0.02% |
576,658
+16,516
| +3% | +$856K |
|
1371
Pediatrix Medical
MD
$2.06B
| $32.9M | 0.02% |
508,845
+29,045
| +6% | +$1.93M |
|
1372
Orthofix Medical
OFIX
$492M
| $32.9M | 0.02% |
791,628
+33,910
| +4% | +$1.33M |
|
1373
Aramark
ARMK
$14.8B
| $32.8M | 0.02% |
1,372,719
+47,957
| +4% | +$1.1M |
|
1374
Carriage Services
CSV
$637M
| $32.8M | 0.02% |
1,518,101
-38,271
| -2% | -$816K |
|
|
POLY
1375
DELISTED
Plantronics, Inc.
POLY
| $32.8M | 0.02% |
835,765
+7,819
| +0.9% | +$306K |
|
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.