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 | |
|---|---|---|---|---|---|---|
|
TAST
1701
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $23M | 0.01% |
1,591,873
+37,761
| +2% | +$492K |
|
1702
ATI
ATI
$26.4B
| $22.9M | 0.01% |
1,406,409
-50,808
| -3% | -$619K |
|
1703
HealthStream
HSTM
$828M
| $22.9M | 0.01% |
1,037,919
+22,411
| +2% | +$461K |
|
1704
StoneX
SNEX
$9.22B
| $22.9M | 0.01% |
4,339,413
+146,164
| +3% | +$788K |
|
1705
Brown-Forman Class B
BF.B
$12.8B
| $22.9M | 0.01% |
726,338
+6,688
| +0.9% | +$207K |
|
1706
Citizens Financial Group
CFG
$30.7B
| $22.9M | 0.01% |
1,092,273
+867,080
| +385% | +$18.4M |
|
|
SYNT
1707
DELISTED
Syntel Inc
SYNT
| $22.9M | 0.01% |
457,830
+15,698
| +4% | +$719K |
|
1708
Middleby
MIDD
$6.14B
| $22.8M | 0.01% |
213,110
-35,062
| -14% | -$3.3M |
|
1709
Mistras Group
MG
$500M
| $22.8M | 0.01% |
918,523
+139,328
| +18% | +$3.08M |
|
|
RAD
1710
DELISTED
Rite Aid Corporation
RAD
| $22.7M | 0.01% |
139,399
+259
| +0.2% | +$40.8K |
|
1711
Cooper-Standard Automotive
CPS
$538M
| $22.7M | 0.01% |
316,204
+113,798
| +56% | +$8.08M |
|
|
VAR
1712
DELISTED
Varian Medical Systems, Inc.
VAR
| $22.7M | 0.01% |
322,981
+2,820
| +0.9% | +$192K |
|
1713
Customers Bancorp
CUBI
$2.72B
| $22.6M | 0.01% |
958,187
+126,670
| +15% | +$3.03M |
|
|
WSTC
1714
DELISTED
West Corporation
WSTC
| $22.6M | 0.01% |
989,581
+68,470
| +7% | +$1.43M |
|
1715
SLM Corp
SLM
$5.09B
| $22.5M | 0.01% |
3,544,715
+110,028
| +3% | +$665K |
|
1716
Banc of California
BANC
$3.05B
| $22.5M | 0.01% |
1,286,976
+414,787
| +48% | +$6.26M |
|
|
IHS
1717
DELISTED
IHS INC CL-A COM STK
IHS
| $22.5M | 0.01% |
181,267
+6,583
| +4% | +$702K |
|
1718
United Therapeutics
UTHR
$21.9B
| $22.5M | 0.01% |
201,818
+63,525
| +46% | +$8.04M |
|
|
GLDD
1719
DELISTED
Great Lakes Dredge & Dock
GLDD
| $22.5M | 0.01% |
5,039,600
+61,112
| +1% | +$219K |
|
|
EBSB
1720
DELISTED
Meridian Bancorp, Inc.
EBSB
| $22.5M | 0.01% |
1,613,986
+219,768
| +16% | +$3M |
|
1721
Zumiez
ZUMZ
$345M
| $22.5M | 0.01% |
1,127,501
+35,835
| +3% | +$672K |
|
|
LBY
1722
DELISTED
Libbey, Inc.
LBY
| $22.4M | 0.01% |
1,206,702
-17,519
| -1% | -$308K |
|
|
CPLA
1723
DELISTED
Capella Education Company
CPLA
| $22.4M | 0.01% |
425,747
+9,485
| +2% | +$439K |
|
1724
Allegion
ALLE
$13.7B
| $22.4M | 0.01% |
351,752
-1,318
| -0.4% | -$80.6K |
|
1725
Morningstar
MORN
$7.46B
| $22.4M | 0.01% |
253,887
+15,589
| +7% | +$1.24M |
|
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.