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 | |
|---|---|---|---|---|---|---|
|
CUK
1751
DELISTED
Carnival PLC
CUK
| $21.7M | 0.01% |
399,990
-15,027
| -4% | -$756K |
|
1752
Kratos Defense & Security Solutions
KTOS
$9.73B
| $21.7M | 0.01% |
4,378,805
+239,138
| +6% | +$864K |
|
1753
Banco Santander Chile
BSAC
$16.4B
| $21.7M | 0.01% |
1,119,530
+162,284
| +17% | +$2.87M |
|
|
HAYN
1754
DELISTED
Haynes International, Inc.
HAYN
| $21.6M | 0.01% |
592,771
+39,289
| +7% | +$1.29M |
|
|
DNKN
1755
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $21.6M | 0.01% |
458,656
+24,238
| +6% | +$1.04M |
|
|
SIR
1756
DELISTED
SELECT INCOME REIT
SIR
| $21.6M | 0.01% |
2,131,225
+19,816
| +0.9% | +$176K |
|
1757
Banco Santander
SAN
$207B
| $21.6M | 0.01% |
5,166,697
-8,247
| -0.2% | -$33.9K |
|
1758
Core Laboratories
CLB
$515M
| $21.5M | 0.01% |
191,411
-3,560
| -2% | -$370K |
|
|
FCE.A
1759
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $21.5M | 0.01% |
1,020,148
+102,031
| +11% | +$2M |
|
1760
Donegal Group Class A
DGICA
$721M
| $21.5M | 0.01% |
1,495,787
+12,543
| +0.8% | +$179K |
|
|
NEWS
1761
DELISTED
NewStar Financial, Inc.
NEWS
| $21.5M | 0.01% |
2,455,452
+4,151
| +0.2% | +$31.2K |
|
|
PKD
1762
DELISTED
Parker Drilling Company
PKD
| $21.5M | 0.01% |
674,627
+2,302
| +0.3% | +$54.6K |
|
1763
EQT Corp
EQT
$33B
| $21.5M | 0.01% |
585,953
+22,865
| +4% | +$732K |
|
|
HTLF
1764
DELISTED
Heartland Financial USA, Inc.
HTLF
| $21.4M | 0.01% |
694,803
+35,127
| +5% | +$1.05M |
|
|
APOL
1765
DELISTED
Apollo Education Group Inc Class A
APOL
| $21.4M | 0.01% |
2,602,845
+323,490
| +14% | +$2.57M |
|
|
GLOG
1766
DELISTED
GASLOG LTD
GLOG
| $21.4M | 0.01% |
2,193,172
-5,569
| -0.3% | -$48K |
|
1767
Robert Half
RHI
$4.19B
| $21.4M | 0.01% |
458,529
+36,969
| +9% | +$1.55M |
|
|
PGRE
1768
DELISTED
Paramount Group
PGRE
| $21.3M | 0.01% |
1,332,889
+316,742
| +31% | +$5.06M |
|
1769
Babcock & Wilcox
BW
$1.51B
| $21.2M | 0.01% |
99,109
+31,951
| +48% | +$6.37M |
|
|
NATL
1770
DELISTED
National Interstate Corporation
NATL
| $21.2M | 0.01% |
706,914
+11,129
| +2% | +$287K |
|
|
GXP
1771
DELISTED
Great Plains Energy Incorporated
GXP
| $21.1M | 0.01% |
655,802
+1,861
| +0.3% | +$54.1K |
|
|
VEDL
1772
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $21.1M | 0.01% |
3,838,473
+3,152
| +0.1% | +$14.7K |
|
1773
Sally Beauty Holdings
SBH
$1.58B
| $21.1M | 0.01% |
651,783
+45,152
| +7% | +$1.34M |
|
|
CHSP
1774
DELISTED
Chesapeake Lodging Trust
CHSP
| $21.1M | 0.01% |
797,582
+14,777
| +2% | +$373K |
|
1775
Peoples Bancorp
PEBO
$1.5B
| $21M | 0.01% |
1,076,899
+78,310
| +8% | +$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.