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 | |
|---|---|---|---|---|---|---|
1501
American Vanguard Corp
AVD
$71.2M
| $29M | 0.02% |
1,836,601
+193,800
| +12% | +$2.53M |
|
1502
West Pharmaceutical
WST
$24.5B
| $28.9M | 0.02% |
417,657
-148,618
| -26% | -$8.94M |
|
1503
City Holding Co
CHCO
$2.06B
| $28.7M | 0.02% |
601,457
+16,709
| +3% | +$741K |
|
|
USCR
1504
DELISTED
U S Concrete, Inc.
USCR
| $28.7M | 0.02% |
481,082
+53,717
| +13% | +$2.74M |
|
1505
Lennox International
LII
$15.4B
| $28.7M | 0.02% |
211,982
+4,121
| +2% | +$510K |
|
|
SCLN
1506
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $28.6M | 0.02% |
2,603,327
+44,145
| +2% | +$393K |
|
|
UN
1507
DELISTED
Unilever NV New York Registry Shares
UN
| $28.6M | 0.02% |
640,232
+101,520
| +19% | +$4.37M |
|
|
CTRA
1508
DELISTED
Coterra Energy
CTRA
| $28.5M | 0.02% |
1,256,843
+88,944
| +8% | +$1.78M |
|
|
TVTY
1509
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $28.5M | 0.02% |
2,828,086
+397,847
| +16% | +$4.47M |
|
|
OSG
1510
Octave Specialty Group
OSG
$253M
| $28.5M | 0.02% |
1,802,712
+208,770
| +13% | +$3.02M |
|
|
CERN
1511
DELISTED
Cerner Corp
CERN
| $28.5M | 0.02% |
537,748
+46,433
| +9% | +$2.53M |
|
1512
Scotiabank
BNS
$106B
| $28.5M | 0.02% |
595,263
+45,930
| +8% | +$1.88M |
|
|
TAL
1513
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $28.4M | 0.02% |
1,842,438
| – | – |
|
|
CBB
1514
DELISTED
Cincinnati Bell Inc.
CBB
| $28.4M | 0.02% |
1,469,247
+62,340
| +4% | +$1.05M |
|
|
CXP
1515
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $28.4M | 0.02% |
1,292,257
+146,954
| +13% | +$3.17M |
|
1516
Global Indemnity Group
GBLI
$398M
| $28.4M | 0.02% |
911,736
+13,109
| +1% | +$383K |
|
1517
Marriott International
MAR
$90B
| $28.4M | 0.02% |
398,554
+9,419
| +2% | +$616K |
|
|
RT
1518
DELISTED
Ruby Tuesday Georgia
RT
| $28.4M | 0.02% |
5,270,646
+77,309
| +1% | +$405K |
|
1519
Encompass Health
EHC
$11B
| $28.3M | 0.02% |
946,967
+112,164
| +13% | +$3.1M |
|
|
ECHO
1520
DELISTED
Echo Global Logistics, Inc.
ECHO
| $28.3M | 0.02% |
1,042,529
+88,935
| +9% | +$2.12M |
|
|
NXGN
1521
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $28.3M | 0.02% |
1,856,413
+274,813
| +17% | +$4.17M |
|
|
EV
1522
DELISTED
Eaton Vance Corp.
EV
| $28.3M | 0.02% |
843,120
+47,413
| +6% | +$1.41M |
|
|
RDUS
1523
DELISTED
Radius Recycling
RDUS
| $28.2M | 0.02% |
1,530,553
+25,226
| +2% | +$373K |
|
1524
Steris
STE
$22.7B
| $28.2M | 0.02% |
396,826
-405,049
| -51% | -$27.4M |
|
|
COR
1525
DELISTED
Coresite Realty Corporation
COR
| $28.2M | 0.02% |
402,558
+22,571
| +6% | +$1.42M |
|
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.