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 | |
|---|---|---|---|---|---|---|
1426
Unilever
UL
$138B
| $31.1M | 0.02% |
612,366
+39,293
| +7% | +$1.91M |
|
|
SIVB
1427
DELISTED
SVB Financial Group
SIVB
| $31.1M | 0.02% |
304,827
-17,399
| -5% | -$1.68M |
|
1428
MACOM Technology Solutions
MTSI
$20.8B
| $31.1M | 0.02% |
710,276
-19,588
| -3% | -$767K |
|
1429
Otter Tail
OTTR
$3.91B
| $31.1M | 0.02% |
1,048,716
+67,730
| +7% | +$1.86M |
|
|
ACOR
1430
DELISTED
Acorda Therapeutics
ACOR
| $31M | 0.02% |
9,774
+631
| +7% | +$2.62M |
|
1431
Copart
CPRT
$27.1B
| $31M | 0.02% |
6,083,032
+176,120
| +3% | +$813K |
|
1432
Under Armour
UAA
$2.91B
| $31M | 0.02% |
735,969
+13,739
| +2% | +$538K |
|
1433
UBS Group
UBS
$176B
| $31M | 0.02% |
1,934,959
+38,927
| +2% | +$632K |
|
1434
Enovis
ENOV
$1.78B
| $31M | 0.02% |
629,465
+54,403
| +9% | +$2.31M |
|
1435
National Health Investors
NHI
$3.63B
| $31M | 0.02% |
465,580
-959
| -0.2% | -$59.2K |
|
1436
Chesapeake Utilities
CPK
$3.19B
| $31M | 0.02% |
491,623
+31,535
| +7% | +$1.92M |
|
1437
News Corp Class A
NWSA
$15.4B
| $30.9M | 0.02% |
2,421,208
+45,560
| +2% | +$540K |
|
1438
Ryman Hospitality Properties
RHP
$8.32B
| $30.9M | 0.02% |
599,891
+5,415
| +0.9% | +$261K |
|
1439
Hawaiian Electric Industries
HE
$2.2B
| $30.9M | 0.02% |
953,137
-4,762
| -0.5% | -$143K |
|
|
JAH
1440
DELISTED
JARDEN CORPORATION
JAH
| $30.9M | 0.02% |
523,762
+17
| +0% | +$909 |
|
1441
East-West Bancorp
EWBC
$18.4B
| $30.8M | 0.02% |
948,890
+113,106
| +14% | +$3.69M |
|
1442
Dana Inc
DAN
$2.97B
| $30.8M | 0.02% |
2,183,701
+67,574
| +3% | +$845K |
|
1443
Monolithic Power Systems
MPWR
$66.5B
| $30.7M | 0.02% |
482,676
-48
| -0% | -$2.86K |
|
1444
Raymond James Financial
RJF
$34.5B
| $30.7M | 0.02% |
967,503
+161,698
| +20% | +$4.96M |
|
|
TMX
1445
DELISTED
Terminix Global Holdings, Inc.
TMX
| $30.7M | 0.02% |
1,216,155
+26,654
| +2% | +$682K |
|
1446
National Bank Holdings
NBHC
$1.95B
| $30.7M | 0.02% |
1,505,072
+200,745
| +15% | +$3.97M |
|
|
NPKI
1447
NPK International
NPKI
$1.17B
| $30.6M | 0.02% |
7,090,786
+203,599
| +3% | +$871K |
|
1448
National CineMedia
NCMI
$390M
| $30.6M | 0.02% |
201,316
+9,581
| +5% | +$1.43M |
|
|
LLTC
1449
DELISTED
Linear Technology Corp
LLTC
| $30.6M | 0.02% |
687,110
+20,536
| +3% | +$868K |
|
|
SWFT
1450
DELISTED
Swift Transportation Company
SWFT
| $30.6M | 0.02% |
1,643,367
+551,681
| +51% | +$8.94M |
|
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.