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 | |
|---|---|---|---|---|---|---|
|
NATI
1876
DELISTED
National Instruments Corp
NATI
| $18.2M | 0.01% |
603,412
+25,428
| +4% | +$730K |
|
|
AAT
1877
American Assets Trust
AAT
$1.42B
| $18.2M | 0.01% |
455,105
+7,783
| +2% | +$290K |
|
1878
Calix
CALX
$2.49B
| $18.2M | 0.01% |
2,562,090
+289,316
| +13% | +$2.04M |
|
1879
Fox Factory Holding Corp
FOXF
$830M
| $18.2M | 0.01% |
1,148,154
+832,465
| +264% | +$12.8M |
|
|
HDS
1880
DELISTED
HD Supply Holdings, Inc.
HDS
| $18.1M | 0.01% |
548,324
-70,852
| -11% | -$1.95M |
|
1881
Buckle
BKE
$2.35B
| $18.1M | 0.01% |
534,505
-107
| -0% | -$3.25K |
|
1882
Element Solutions
ESI
$9.48B
| $18.1M | 0.01% |
2,102,756
+596,943
| +40% | +$4.71M |
|
1883
Dolby
DLB
$5.73B
| $18M | 0.01% |
414,632
+6,564
| +2% | +$244K |
|
|
THR
1884
DELISTED
Thermon Group Holdings
THR
| $18M | 0.01% |
1,024,302
+61,537
| +6% | +$1.03M |
|
|
DNB
1885
DELISTED
Dun & Bradstreet
DNB
| $18M | 0.01% |
174,356
+4,123
| +2% | +$401K |
|
1886
STAG Industrial
STAG
$7.28B
| $17.9M | 0.01% |
881,101
+83,004
| +10% | +$1.47M |
|
|
AVTA
1887
DELISTED
Avantax, Inc. Common Stock
AVTA
| $17.9M | 0.01% |
3,474,206
+88,826
| +3% | +$625K |
|
1888
Teradata
TDC
$3.24B
| $17.9M | 0.01% |
683,111
-60,652
| -8% | -$1.5M |
|
1889
Stock Yards Bancorp
SYBT
$2.65B
| $17.9M | 0.01% |
696,819
+13,776
| +2% | +$344K |
|
|
VVC
1890
DELISTED
Vectren Corporation
VVC
| $17.9M | 0.01% |
353,938
+12,577
| +4% | +$568K |
|
|
LBAI
1891
DELISTED
Lakeland Bancorp Inc
LBAI
| $17.8M | 0.01% |
1,758,420
+84,480
| +5% | +$885K |
|
|
PGTI
1892
DELISTED
PGT, Inc.
PGTI
| $17.8M | 0.01% |
1,812,128
+30,685
| +2% | +$300K |
|
1893
Stride
LRN
$3.42B
| $17.8M | 0.01% |
1,802,789
+106,690
| +6% | +$1.01M |
|
1894
lululemon athletica
LULU
$14B
| $17.8M | 0.01% |
262,909
+5,966
| +2% | +$358K |
|
1895
Ericsson
ERIC
$33.7B
| $17.7M | 0.01% |
1,769,425
-21,566
| -1% | -$199K |
|
|
JMG
1896
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
| $17.7M | 0.01% |
1,483,543
| – | – |
|
|
MDVN
1897
DELISTED
MEDIVATION, INC.
MDVN
| $17.7M | 0.01% |
386,280
+11,681
| +3% | +$424K |
|
|
CHK
1898
DELISTED
Chesapeake Energy Corporation
CHK
| $17.7M | 0.01% |
21,500
-8,249
| -28% | -$5.84M |
|
|
PKY
1899
DELISTED
Parkway, Inc.
PKY
| $17.7M | 0.01% |
1,130,895
+24,546
| +2% | +$341K |
|
|
GOV
1900
DELISTED
Government Properties Income Trust
GOV
| $17.6M | 0.01% |
986,826
+34,038
| +4% | +$504K |
|
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.