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 | |
|---|---|---|---|---|---|---|
1476
Greenlight Captial
GLRE
$543M
| $29.7M | 0.02% |
1,365,275
-19,944
| -1% | -$397K |
|
|
EBIX
1477
DELISTED
Ebix Inc
EBIX
| $29.7M | 0.02% |
728,792
-4,306
| -0.6% | -$150K |
|
1478
Repligen
RGEN
$8.45B
| $29.7M | 0.02% |
1,107,995
-29,849
| -3% | -$730K |
|
1479
WisdomTree
WT
$3.42B
| $29.7M | 0.02% |
2,597,266
-11,955
| -0.5% | -$143K |
|
1480
FormFactor
FORM
$9.38B
| $29.6M | 0.02% |
4,076,402
+231,835
| +6% | +$1.76M |
|
1481
Bassett Furniture
BSET
$173M
| $29.5M | 0.02% |
927,181
-561
| -0.1% | -$16.6K |
|
|
SAVE
1482
DELISTED
Spirit Airlines, Inc.
SAVE
| $29.5M | 0.02% |
615,569
+193,835
| +46% | +$8.67M |
|
|
KBAL
1483
DELISTED
Kimball International
KBAL
| $29.5M | 0.02% |
2,601,622
-54,213
| -2% | -$572K |
|
1484
Ball Corp
BALL
$17B
| $29.5M | 0.02% |
827,054
+22,916
| +3% | +$781K |
|
1485
American Homes 4 Rent
AMH
$12.4B
| $29.4M | 0.02% |
1,849,187
+336,342
| +22% | +$5.03M |
|
1486
Nordson
NDSN
$17.3B
| $29.4M | 0.02% |
386,400
+20,245
| +6% | +$1.33M |
|
1487
DHI Group
DHX
$179M
| $29.3M | 0.02% |
3,636,145
+881,678
| +32% | +$7.24M |
|
1488
NiSource
NI
$21.3B
| $29.3M | 0.02% |
1,244,840
-2,200
| -0.2% | -$47.2K |
|
1489
Watsco Inc
WSO
$13.8B
| $29.3M | 0.02% |
217,620
+1,879
| +0.9% | +$228K |
|
1490
KB Home
KBH
$3.56B
| $29.3M | 0.02% |
2,053,108
-31,717
| -2% | -$370K |
|
1491
Jefferies Financial Group
JEF
$12.8B
| $29.2M | 0.02% |
2,017,084
+34,823
| +2% | +$490K |
|
1492
Eagle Bancorp
EGBN
$865M
| $29.2M | 0.02% |
607,581
+119,403
| +24% | +$5.61M |
|
1493
Brunswick
BC
$5.41B
| $29.1M | 0.02% |
607,238
+21,615
| +4% | +$935K |
|
1494
Douglas Dynamics
PLOW
$1.03B
| $29.1M | 0.02% |
1,271,734
+84,102
| +7% | +$1.69M |
|
1495
RPM International
RPM
$14.7B
| $29.1M | 0.02% |
614,995
+64,054
| +12% | +$2.65M |
|
|
FRAN
1496
DELISTED
Francesca's Holdings Corporation
FRAN
| $29.1M | 0.02% |
126,594
+22,753
| +22% | +$4.91M |
|
|
WLL
1497
DELISTED
Whiting Petroleum Corporation
WLL
| $29.1M | 0.02% |
12,139
+487
| +4% | +$957K |
|
|
INFN
1498
DELISTED
Infinera Corporation Common Stock
INFN
| $29M | 0.02% |
1,808,841
-63,120
| -3% | -$968K |
|
1499
Modine Manufacturing
MOD
$10.7B
| $29M | 0.02% |
2,634,302
+179,039
| +7% | +$1.52M |
|
|
CCP
1500
DELISTED
Care Capital Properties, Inc.
CCP
| $29M | 0.02% |
1,080,312
+16,906
| +2% | +$468K |
|
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.