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 | |
|---|---|---|---|---|---|---|
|
EDR
1401
DELISTED
Education Realty Trust Inc
EDR
| $31.8M | 0.02% |
764,961
+95,374
| +14% | +$3.73M |
|
|
PDCO
1402
DELISTED
Patterson Companies, Inc.
PDCO
| $31.8M | 0.02% |
683,531
+6,141
| +0.9% | +$266K |
|
|
MTSC
1403
DELISTED
MTS Systems Corp
MTSC
| $31.8M | 0.02% |
522,390
+8,833
| +2% | +$486K |
|
1404
Motorcar Parts of America
MPAA
$255M
| $31.8M | 0.02% |
836,373
+19,854
| +2% | +$677K |
|
1405
Veeco
VECO
$3.29B
| $31.7M | 0.02% |
1,628,616
+270,780
| +20% | +$4.97M |
|
|
SE
1406
DELISTED
Spectra Energy Corp Wi
SE
| $31.6M | 0.02% |
1,033,390
+43,082
| +4% | +$1.22M |
|
1407
DTE Energy
DTE
$29.4B
| $31.6M | 0.02% |
409,780
+7,935
| +2% | +$573K |
|
|
ICON
1408
DELISTED
Iconix Brand Group, Inc.
ICON
| $31.6M | 0.02% |
392,715
-1,831
| -0.5% | -$133K |
|
1409
Tennant Co
TNC
$1.5B
| $31.6M | 0.02% |
613,961
+21,950
| +4% | +$1.14M |
|
1410
Neogen
NEOG
$2.6B
| $31.6M | 0.02% |
1,673,315
+123,552
| +8% | +$2.35M |
|
|
CTXS
1411
DELISTED
Citrix Systems Inc
CTXS
| $31.6M | 0.02% |
504,790
+49,586
| +11% | +$2.8M |
|
1412
Mercer International
MERC
$49.5M
| $31.5M | 0.02% |
3,337,562
+61,862
| +2% | +$499K |
|
|
FRC
1413
DELISTED
First Republic Bank
FRC
| $31.5M | 0.02% |
472,584
+16,063
| +4% | +$1.03M |
|
1414
SFL Corp
SFL
$1.61B
| $31.4M | 0.02% |
2,263,212
+1,242
| +0.1% | +$16.7K |
|
1415
Lincoln Electric
LECO
$15.1B
| $31.4M | 0.02% |
535,525
-1,931
| -0.4% | -$105K |
|
1416
Lakeland Financial Corp
LKFN
$1.59B
| $31.4M | 0.02% |
1,027,599
+41,118
| +4% | +$1.19M |
|
1417
PRA Group
PRAA
$665M
| $31.4M | 0.02% |
1,067,131
-25,703
| -2% | -$740K |
|
1418
Akamai
AKAM
$17.8B
| $31.3M | 0.02% |
563,841
+15,859
| +3% | +$806K |
|
1419
Globe Life
GL
$14.3B
| $31.3M | 0.02% |
577,611
-22,183
| -4% | -$1.18M |
|
|
HBI
1420
DELISTED
Hanesbrands
HBI
| $31.2M | 0.02% |
1,101,669
+19,390
| +2% | +$554K |
|
1421
Dr. Reddy's Laboratories
RDY
$10.1B
| $31.2M | 0.02% |
3,453,470
+176,695
| +5% | +$1.58M |
|
1422
Hackett Group
HCKT
$288M
| $31.2M | 0.02% |
2,064,198
-7,316
| -0.4% | -$105K |
|
|
VG
1423
DELISTED
Vonage Holdings Corporation
VG
| $31.2M | 0.02% |
6,828,916
-405,380
| -6% | -$2M |
|
|
CKEC
1424
DELISTED
Carmike Cinemas Inc
CKEC
| $31.2M | 0.02% |
1,038,279
+71,069
| +7% | +$1.72M |
|
|
EQY
1425
DELISTED
Equity One
EQY
| $31.2M | 0.02% |
1,087,449
+59,463
| +6% | +$1.63M |
|
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.