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 | |
|---|---|---|---|---|---|---|
|
GNC
1676
DELISTED
GNC Holdings, Inc.
GNC
| $23.7M | 0.01% |
746,766
-15,047
| -2% | -$431K |
|
|
IXYS
1677
DELISTED
IXYS Corp
IXYS
| $23.7M | 0.01% |
2,111,398
+113,114
| +6% | +$1.28M |
|
|
DYN
1678
DELISTED
Dynegy, Inc.
DYN
| $23.6M | 0.01% |
1,644,234
+299,115
| +22% | +$3.41M |
|
1679
Park-Ohio Holdings
PKOH
$595M
| $23.5M | 0.01% |
549,064
+25,314
| +5% | +$802K |
|
|
SPWR
1680
DELISTED
SunPower Corporation Common Stock
SPWR
| $23.5M | 0.01% |
1,606,092
+75,423
| +5% | +$1.17M |
|
1681
SunCoke Energy
SXC
$753M
| $23.5M | 0.01% |
3,612,683
+218,185
| +6% | +$928K |
|
1682
Cadence Design Systems
CDNS
$93.8B
| $23.5M | 0.01% |
995,378
-75,186
| -7% | -$1.57M |
|
1683
Herbalife
HLF
$1.33B
| $23.3M | 0.01% |
758,536
-16,706
| -2% | -$431K |
|
1684
Essential Utilities
WTRG
$11.2B
| $23.3M | 0.01% |
733,267
+765
| +0.1% | +$23.7K |
|
1685
Washington Trust Bancorp
WASH
$761M
| $23.3M | 0.01% |
624,365
+17,497
| +3% | +$654K |
|
|
GPT
1686
DELISTED
Gramercy Property Trust
GPT
| $23.3M | 0.01% |
918,686
+302,483
| +49% | +$6.79M |
|
1687
Forestar Group
FOR
$1.5B
| $23.2M | 0.01% |
1,781,462
+29,453
| +2% | +$297K |
|
|
CS
1688
DELISTED
Credit Suisse Group
CS
| $23.2M | 0.01% |
1,642,623
-62,187
| -4% | -$988K |
|
1689
Factset
FDS
$9.76B
| $23.2M | 0.01% |
152,991
+2,038
| +1% | +$304K |
|
1690
Spok Holdings
SPOK
$234M
| $23.1M | 0.01% |
1,321,592
+73,612
| +6% | +$1.25M |
|
1691
US Physical Therapy
USPH
$1.15B
| $23.1M | 0.01% |
465,138
+21,785
| +5% | +$1.08M |
|
1692
Korea Electric Power
KEP
$15.8B
| $23.1M | 0.01% |
897,494
-917
| -0.1% | -$20.9K |
|
|
CNL
1693
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $23.1M | 0.01% |
417,809
-2,421
| -0.6% | -$123K |
|
1694
Cboe Global Markets
CBOE
$30.1B
| $23M | 0.01% |
352,591
-3,355
| -0.9% | -$214K |
|
1695
NewMarket
NEU
$8.18B
| $23M | 0.01% |
58,090
+431
| +0.7% | +$158K |
|
|
EPAY
1696
DELISTED
Bottomline Technologies Inc
EPAY
| $23M | 0.01% |
754,942
+8,171
| +1% | +$234K |
|
|
WPG
1697
DELISTED
Washington Prime Group Inc.
WPG
| $23M | 0.01% |
269,447
+4,776
| +2% | +$388K |
|
1698
Forrester Research
FORR
$228M
| $23M | 0.01% |
684,671
+7,445
| +1% | +$229K |
|
|
HIBB
1699
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $23M | 0.01% |
640,938
-400
| -0.1% | -$13.3K |
|
|
IRBT
1700
DELISTED
iRobot
IRBT
| $23M | 0.01% |
651,281
-2,505
| -0.4% | -$81.5K |
|
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.