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 | |
|---|---|---|---|---|---|---|
|
IPHS
1526
DELISTED
Innophos Holdings, Inc.
IPHS
| $28.2M | 0.02% |
911,529
+41,029
| +5% | +$1.13M |
|
1527
Flexsteel Industries
FLXS
$316M
| $28.1M | 0.02% |
644,253
+3,072
| +0.5% | +$129K |
|
|
VIVO
1528
DELISTED
Meridian Bioscience Inc
VIVO
| $28.1M | 0.02% |
1,364,278
+84,960
| +7% | +$1.67M |
|
|
AJRD
1529
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $28.1M | 0.02% |
1,715,445
+70,343
| +4% | +$1.1M |
|
1530
ScottsMiracle-Gro
SMG
$3.86B
| $28.1M | 0.02% |
386,038
+25,568
| +7% | +$1.74M |
|
1531
Atmos Energy
ATO
$28.8B
| $28.1M | 0.02% |
377,864
+3,527
| +0.9% | +$242K |
|
1532
Silgan Holdings
SLGN
$4.47B
| $28M | 0.02% |
1,054,552
-1,776
| -0.2% | -$46.1K |
|
1533
Radian Group
RDN
$5.27B
| $28M | 0.02% |
2,260,752
+574
| +0% | +$6.51K |
|
1534
MSC Industrial Direct
MSM
$7.08B
| $28M | 0.02% |
366,542
-19,655
| -5% | -$1.32M |
|
1535
Entergy
ETR
$50.8B
| $28M | 0.02% |
705,556
+16,830
| +2% | +$611K |
|
|
SPR
1536
DELISTED
Spirit AeroSystems
SPR
| $27.9M | 0.02% |
615,943
+56,862
| +10% | +$2.59M |
|
1537
Hexcel
HXL
$7.88B
| $27.9M | 0.02% |
638,577
+12,964
| +2% | +$545K |
|
|
CKP
1538
DELISTED
CHECKPOINT SYSTEMS INC
CKP
| $27.9M | 0.02% |
2,758,164
+78,222
| +3% | +$597K |
|
|
VRE
1539
DELISTED
Veris Residential
VRE
| $27.9M | 0.02% |
1,185,937
+24,764
| +2% | +$515K |
|
|
YDKN
1540
DELISTED
Yadkin Financial Corporation
YDKN
| $27.8M | 0.02% |
1,176,501
+687,811
| +141% | +$15.5M |
|
|
CBL
1541
DELISTED
CBL& Associates Properties, Inc.
CBL
| $27.8M | 0.02% |
2,339,805
+41,689
| +2% | +$472K |
|
|
HEES
1542
DELISTED
H&E Equipment Services
HEES
| $27.8M | 0.02% |
1,587,606
+147,607
| +10% | +$2.14M |
|
|
BSMX
1543
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $27.8M | 0.02% |
3,077,409
-44,296
| -1% | -$354K |
|
1544
Winnebago Industries
WGO
$901M
| $27.8M | 0.02% |
1,236,295
+54,175
| +5% | +$1.02M |
|
|
CBF
1545
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $27.7M | 0.02% |
897,316
+88,035
| +11% | +$2.63M |
|
1546
Align Technology
ALGN
$12.4B
| $27.7M | 0.02% |
380,745
-1,500
| -0.4% | -$98.2K |
|
|
RHT
1547
DELISTED
Red Hat Inc
RHT
| $27.7M | 0.02% |
371,304
+15,345
| +4% | +$1.08M |
|
1548
Hasbro
HAS
$12.9B
| $27.7M | 0.02% |
345,387
+9,940
| +3% | +$739K |
|
1549
Matrix Service
MTRX
$343M
| $27.6M | 0.02% |
1,561,205
+120,126
| +8% | +$2.17M |
|
1550
Tyler Technologies
TYL
$12.8B
| $27.6M | 0.02% |
214,546
-45,816
| -18% | -$6.37M |
|
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.