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 | |
|---|---|---|---|---|---|---|
1451
Hooker Furnishings Corp
HOFT
$164M
| $30.6M | 0.02% |
931,789
+13,368
| +1% | +$403K |
|
1452
Kite Realty
KRG
$5.59B
| $30.5M | 0.02% |
1,101,924
+15,540
| +1% | +$412K |
|
1453
Marcus Corp
MCS
$959M
| $30.5M | 0.02% |
1,610,604
+6,150
| +0.4% | +$115K |
|
1454
Universal Insurance Holdings
UVE
$1.23B
| $30.5M | 0.02% |
1,711,751
-171,054
| -9% | -$3.17M |
|
|
HPP
1455
Hudson Pacific Properties
HPP
$758M
| $30.4M | 0.02% |
150,332
+1,957
| +1% | +$356K |
|
1456
WSFS Financial
WSFS
$4.21B
| $30.4M | 0.02% |
935,716
+74,887
| +9% | +$2.26M |
|
|
AXON
1457
Axon Enterprise
AXON
$48.9B
| $30.4M | 0.02% |
1,549,030
-3,217
| -0.2% | -$55.2K |
|
1458
Leidos
LDOS
$16.4B
| $30.3M | 0.02% |
602,737
+55,992
| +10% | +$2.67M |
|
|
PFC
1459
DELISTED
Premier Financial Corp. Common Stock
PFC
| $30.3M | 0.02% |
1,577,056
| – | – |
|
1460
Federal Agricultural Mortgage
AGM
$2.62B
| $30.3M | 0.02% |
802,536
| – | – |
|
1461
FirstEnergy
FE
$27.9B
| $30.2M | 0.02% |
840,356
+25,618
| +3% | +$861K |
|
1462
Keysight
KEYS
$58.3B
| $30.2M | 0.02% |
1,088,305
+209,615
| +24% | +$5.26M |
|
1463
Tompkins Financial
TMP
$1.46B
| $30.2M | 0.02% |
471,453
+19,803
| +4% | +$1.13M |
|
1464
Flowserve
FLS
$10.2B
| $30.1M | 0.02% |
678,741
+40,899
| +6% | +$1.69M |
|
|
TYPE
1465
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $30.1M | 0.02% |
1,259,569
+82,513
| +7% | +$1.92M |
|
|
HMSY
1466
DELISTED
HMS Holdings Corp.
HMSY
| $30.1M | 0.02% |
2,098,110
+525,114
| +33% | +$6.52M |
|
1467
Credit Acceptance
CACC
$6.15B
| $30.1M | 0.02% |
165,709
-30,979
| -16% | -$5.91M |
|
1468
Chunghwa Telecom
CHT
$32.5B
| $30M | 0.02% |
887,784
-2,944
| -0.3% | -$93K |
|
1469
C.H. Robinson
CHRW
$18.1B
| $29.9M | 0.02% |
403,396
+16,368
| +4% | +$1.12M |
|
1470
Domino's
DPZ
$12.2B
| $29.9M | 0.02% |
226,624
+1,619
| +0.7% | +$193K |
|
1471
Pearson
PSO
$9.95B
| $29.9M | 0.02% |
2,382,146
+98,745
| +4% | +$1.13M |
|
1472
Masco
MAS
$15.2B
| $29.8M | 0.02% |
948,264
+7,035
| +0.7% | +$194K |
|
1473
CorVel
CRVL
$3.01B
| $29.8M | 0.02% |
2,269,422
+88,833
| +4% | +$1.25M |
|
1474
Harmony Gold Mining
HMY
$10.5B
| $29.8M | 0.02% |
8,178,605
+348,902
| +4% | +$914K |
|
1475
Cousins Properties
CUZ
$5.09B
| $29.8M | 0.02% |
1,016,347
+10,091
| +1% | +$257K |
|
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.