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 | |
|---|---|---|---|---|---|---|
1826
LSI Industries
LYTS
$908M
| $19.7M | 0.01% |
1,674,019
+122,245
| +8% | +$1.33M |
|
|
MCHB
1827
Mechanics Bancorp
MCHB
$3.77B
| $19.7M | 0.01% |
944,926
+154,669
| +20% | +$3.1M |
|
|
MYCC
1828
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $19.6M | 0.01% |
1,394,654
+921
| +0.1% | +$12.2K |
|
1829
AES
AES
$10.5B
| $19.6M | 0.01% |
1,659,463
+18,672
| +1% | +$186K |
|
1830
Miller Industries
MLR
$572M
| $19.5M | 0.01% |
963,510
+1,100
| +0.1% | +$22.2K |
|
1831
ResMed
RMD
$31.2B
| $19.5M | 0.01% |
337,906
+23,241
| +7% | +$1.32M |
|
|
PEGI
1832
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $19.5M | 0.01% |
1,022,973
+186,959
| +22% | +$3.36M |
|
1833
Superior Group of Companies
SGC
$202M
| $19.5M | 0.01% |
1,094,583
-12,667
| -1% | -$215K |
|
|
BEAV
1834
DELISTED
B/E Aerospace Inc
BEAV
| $19.5M | 0.01% |
422,396
+25,506
| +6% | +$1.09M |
|
|
FARO
1835
DELISTED
Faro Technologies
FARO
| $19.5M | 0.01% |
604,242
+40,165
| +7% | +$1.12M |
|
1836
SEI Investments
SEIC
$12.5B
| $19.4M | 0.01% |
451,137
+10,842
| +2% | +$445K |
|
|
STR
1837
DELISTED
QUESTAR CORP
STR
| $19.4M | 0.01% |
782,725
-16,937
| -2% | -$391K |
|
|
SSI
1838
DELISTED
Stage Stores Inc
SSI
| $19.4M | 0.01% |
2,406,760
-7,075
| -0.3% | -$56.8K |
|
|
SIGM
1839
DELISTED
Sigma Designs Inc
SIGM
| $19.2M | 0.01% |
2,829,969
+120,662
| +4% | +$797K |
|
1840
NatWest
NWG
$76.1B
| $19.2M | 0.01% |
2,799,162
-144,132
| -5% | -$1.09M |
|
|
SCG
1841
DELISTED
Scana
SCG
| $19.2M | 0.01% |
274,096
+8,450
| +3% | +$546K |
|
1842
Tenet Healthcare
THC
$20.1B
| $19.2M | 0.01% |
662,485
-26,664
| -4% | -$694K |
|
|
STRZA
1843
DELISTED
Starz - Series A
STRZA
| $19.2M | 0.01% |
727,699
-82,268
| -10% | -$2.25M |
|
1844
Idexx Laboratories
IDXX
$44.8B
| $19.2M | 0.01% |
244,581
-16,983
| -6% | -$1.22M |
|
1845
Future Fuel
FF
$216M
| $19.1M | 0.01% |
1,624,273
+65,002
| +4% | +$796K |
|
|
PHIIK
1846
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $19.1M | 0.01% |
1,013,376
+765
| +0.1% | +$13.5K |
|
|
RPT
1847
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $19.1M | 0.01% |
1,059,613
+26,021
| +3% | +$440K |
|
|
CBPX
1848
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $19.1M | 0.01% |
1,028,393
+201,497
| +24% | +$3.27M |
|
1849
Agilysys
AGYS
$3.14B
| $19.1M | 0.01% |
1,868,320
+5,116
| +0.3% | +$51.8K |
|
|
NPTN
1850
DELISTED
NEOPHOTONICS CORP
NPTN
| $19.1M | 0.01% |
1,357,554
+513,390
| +61% | +$5.31M |
|
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.