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 | |
|---|---|---|---|---|---|---|
|
DLA
2076
DELISTED
Delta Apparel Inc.
DLA
| $13.3M | 0.01% |
694,021
-3,161
| -0.5% | -$48.8K |
|
|
JOY
2077
DELISTED
Joy Global Inc
JOY
| $13.3M | 0.01% |
825,358
-16,160
| -2% | -$203K |
|
2078
Antero Resources
AR
$11B
| $13.3M | 0.01% |
533,102
+184,401
| +53% | +$4.43M |
|
|
GSH
2079
DELISTED
Guangshen Railway Co. Ltd
GSH
| $13.2M | 0.01% |
617,973
-8,678
| -1% | -$193K |
|
|
NYRT
2080
DELISTED
New York REIT, Inc.
NYRT
| $13.2M | 0.01% |
130,747
+30,285
| +30% | +$3.04M |
|
2081
Canadian National Railway
CNI
$77B
| $13.2M | 0.01% |
211,028
+2,231
| +1% | +$125K |
|
|
ENLC
2082
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $13.1M | 0.01% |
1,168,556
-33,754
| -3% | -$363K |
|
|
WDR
2083
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $13.1M | 0.01% |
557,747
-11,124
| -2% | -$270K |
|
|
FFNW
2084
DELISTED
First Financial Northwest, Inc
FFNW
| $13.1M | 0.01% |
993,111
+7,602
| +0.8% | +$102K |
|
2085
PENN Entertainment
PENN
$2.68B
| $13M | 0.01% |
781,538
| – | – |
|
2086
BioMarin Pharmaceuticals
BMRN
$11.7B
| $13M | 0.01% |
157,867
+3,941
| +3% | +$321K |
|
2087
Western New England Bancorp
WNEB
$272M
| $13M | 0.01% |
1,543,612
+4,490
| +0.3% | +$37.1K |
|
2088
CoStar Group
CSGP
$12.1B
| $13M | 0.01% |
689,620
-67,220
| -9% | -$1.19M |
|
|
STBZ
2089
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $13M | 0.01% |
656,474
+113,741
| +21% | +$2.21M |
|
|
CBR
2090
DELISTED
CIBER Inc.
CBR
| $12.9M | 0.01% |
6,119,955
+43,651
| +0.7% | +$111K |
|
2091
Stratus Properties
STRS
$160M
| $12.9M | 0.01% |
543,442
+5,521
| +1% | +$121K |
|
2092
RH
RH
$3.56B
| $12.9M | 0.01% |
307,535
+80,228
| +35% | +$4.1M |
|
|
OPB
2093
DELISTED
Opus Bank Common Stock
OPB
| $12.8M | 0.01% |
377,530
+158,238
| +72% | +$5.21M |
|
|
FSP
2094
Franklin Street Properties
FSP
$48.4M
| $12.8M | 0.01% |
1,205,797
+13,836
| +1% | +$134K |
|
2095
Westwood Holdings Group
WHG
$183M
| $12.8M | 0.01% |
217,512
+7,326
| +3% | +$369K |
|
2096
Palo Alto Networks
PANW
$299B
| $12.7M | 0.01% |
468,582
+12,606
| +3% | +$310K |
|
|
TMH
2097
DELISTED
Team Health Holdings Inc
TMH
| $12.7M | 0.01% |
303,400
-268
| -0.1% | -$11K |
|
|
OUTR
2098
DELISTED
OUTERWALL INC
OUTR
| $12.7M | 0.01% |
342,517
-1,007
| -0.3% | -$33.1K |
|
|
CHA
2099
DELISTED
China Telecom Corporation, LTD
CHA
| $12.7M | 0.01% |
241,136
| – | – |
|
2100
Univest Financial
UVSP
$1.24B
| $12.7M | 0.01% |
648,406
+46,997
| +8% | +$911K |
|
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.