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 | |
|---|---|---|---|---|---|---|
|
HRG
1601
DELISTED
HRG Group, Inc.
HRG
| $25.9M | 0.02% |
1,859,187
+190,189
| +11% | +$2.31M |
|
1602
Voya Financial
VOYA
$9.13B
| $25.8M | 0.02% |
867,548
-2,863
| -0.3% | -$86.6K |
|
1603
Leggett & Platt
LEG
$1.43B
| $25.7M | 0.02% |
531,837
+7,134
| +1% | +$309K |
|
1604
Equinor
EQNR
$93.1B
| $25.7M | 0.02% |
1,651,347
-32,185
| -2% | -$449K |
|
1605
International Flavors & Fragrances
IFF
$20.7B
| $25.6M | 0.02% |
225,330
+9,530
| +4% | +$1.07M |
|
1606
Argan
AGX
$8.66B
| $25.6M | 0.02% |
727,843
+116,021
| +19% | +$3.64M |
|
1607
EastGroup Properties
EGP
$11B
| $25.6M | 0.02% |
423,338
+3,036
| +0.7% | +$165K |
|
1608
Sanofi
SNY
$102B
| $25.5M | 0.02% |
636,068
-2,647
| -0.4% | -$106K |
|
1609
Cullen/Frost Bankers
CFR
$10.5B
| $25.5M | 0.02% |
463,340
+23,836
| +5% | +$1.23M |
|
1610
Hershey
HSY
$36B
| $25.5M | 0.02% |
276,964
+11,742
| +4% | +$1.05M |
|
1611
Liberty Media Series A
FWONA
$22.2B
| $25.5M | 0.02% |
981,519
+254
| +0% | +$6.17K |
|
|
MDR
1612
DELISTED
McDermott International
MDR
| $25.5M | 0.02% |
2,076,971
-1,167
| -0.1% | -$11.1K |
|
1613
Grupo Cibest SA
CIB
$21.4B
| $25.5M | 0.02% |
745,830
-24,989
| -3% | -$744K |
|
1614
Hilton Worldwide
HLT
$70.2B
| $25.4M | 0.02% |
376,659
+39,673
| +12% | +$2.36M |
|
|
ABCO
1615
DELISTED
Advisory Board Co
ABCO
| $25.4M | 0.02% |
788,714
+16,527
| +2% | +$617K |
|
|
ILG
1616
DELISTED
ILG, Inc Common Stock
ILG
| $25.4M | 0.02% |
1,761,339
+142,480
| +9% | +$1.85M |
|
1617
CMS Energy
CMS
$22.5B
| $25.3M | 0.02% |
597,254
+14,266
| +2% | +$559K |
|
|
SVU
1618
DELISTED
SUPERVALU Inc.
SVU
| $25.3M | 0.02% |
627,844
+167
| +0% | +$5.95K |
|
|
ITC
1619
DELISTED
ITC HOLDINGS CORP
ITC
| $25.3M | 0.02% |
580,236
-7,716
| -1% | -$313K |
|
1620
WPP
WPP
$4.44B
| $25.3M | 0.02% |
216,932
| – | – |
|
1621
National Healthcare
NHC
$3.25B
| $25.2M | 0.02% |
405,131
+10,970
| +3% | +$683K |
|
|
GPX
1622
DELISTED
GP Strategies Corp.
GPX
| $25.2M | 0.02% |
920,798
-15,820
| -2% | -$385K |
|
1623
Virtus Investment Partners
VRTS
$1.11B
| $25.1M | 0.02% |
321,820
+66,281
| +26% | +$5.95M |
|
1624
Bruker
BRKR
$7.66B
| $25.1M | 0.02% |
897,043
+79,750
| +10% | +$1.99M |
|
1625
Donaldson
DCI
$11.4B
| $25.1M | 0.02% |
786,445
+13,655
| +2% | +$401K |
|
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.