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 | |
|---|---|---|---|---|---|---|
1851
Unitil
UTL
$964M
| $18.9M | 0.01% |
445,568
+6,697
| +2% | +$261K |
|
1852
Crown Holdings
CCK
$13B
| $18.9M | 0.01% |
381,075
+47,521
| +14% | +$2.23M |
|
1853
Warner Bros
WBD
$65.4B
| $18.9M | 0.01% |
659,662
-22,523
| -3% | -$603K |
|
1854
Williams-Sonoma
WSM
$29.3B
| $18.8M | 0.01% |
687,864
+5,474
| +0.8% | +$148K |
|
1855
Strategic Education
STRA
$1.89B
| $18.8M | 0.01% |
386,069
+60,314
| +19% | +$2.97M |
|
|
ZAGG
1856
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $18.8M | 0.01% |
2,087,689
+278,524
| +15% | +$2.67M |
|
|
WMAR
1857
DELISTED
West Marine Inc
WMAR
| $18.8M | 0.01% |
2,065,831
+34,579
| +2% | +$296K |
|
1858
Honda
HMC
$39.1B
| $18.7M | 0.01% |
685,202
-17,569
| -2% | -$482K |
|
|
TTM
1859
DELISTED
Tata Motors Limited
TTM
| $18.7M | 0.01% |
644,595
-7,190
| -1% | -$182K |
|
|
CPGX
1860
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
| $18.7M | 0.01% |
743,973
+28,790
| +4% | +$558K |
|
1861
MGIC Investment
MTG
$6.27B
| $18.6M | 0.01% |
2,424,636
+75,526
| +3% | +$541K |
|
|
DOC
1862
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $18.6M | 0.01% |
999,175
+306,234
| +44% | +$5.28M |
|
|
USG
1863
DELISTED
Usg
USG
| $18.5M | 0.01% |
747,110
+56,145
| +8% | +$1.17M |
|
|
TOWR
1864
DELISTED
Tower International, Inc.
TOWR
| $18.5M | 0.01% |
680,669
+92,531
| +16% | +$2.16M |
|
1865
TFS Financial
TFSL
$5.17B
| $18.5M | 0.01% |
1,063,579
-100,908
| -9% | -$1.72M |
|
1866
Hurco Companies Inc
HURC
$142M
| $18.4M | 0.01% |
559,010
+10,330
| +2% | +$282K |
|
1867
HCI Group
HCI
$2.29B
| $18.4M | 0.01% |
552,737
+12,542
| +2% | +$409K |
|
1868
Pilgrim's Pride
PPC
$6.65B
| $18.4M | 0.01% |
724,652
-6,099
| -0.8% | -$142K |
|
1869
Incyte
INCY
$24.4B
| $18.4M | 0.01% |
253,792
-43,263
| -15% | -$3.22M |
|
|
BGFV
1870
DELISTED
Big 5 Sporting Goods
BGFV
| $18.3M | 0.01% |
1,651,591
+218,814
| +15% | +$2.56M |
|
1871
Pinnacle West Capital
PNW
$12.2B
| $18.3M | 0.01% |
243,533
+3,599
| +1% | +$246K |
|
|
CHUY
1872
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $18.3M | 0.01% |
587,478
+19,714
| +3% | +$638K |
|
|
CGI
1873
DELISTED
Celadon Group Inc
CGI
| $18.3M | 0.01% |
1,741,433
+88,148
| +5% | +$795K |
|
1874
Republic Bancorp
RBCAA
$1.95B
| $18.2M | 0.01% |
703,719
+15,647
| +2% | +$396K |
|
1875
Burlington
BURL
$23.2B
| $18.2M | 0.01% |
323,154
-9,624
| -3% | -$503K |
|
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.