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 | |
|---|---|---|---|---|---|---|
2101
BlackBerry
BB
$5.2B
| $12.6M | 0.01% |
1,559,688
+71,364
| +5% | +$535K |
|
2102
National Presto Industries
NPK
$975M
| $12.6M | 0.01% |
150,683
| – | – |
|
|
RFP
2103
DELISTED
Resolute Forest Products Inc.
RFP
| $12.6M | 0.01% |
2,285,233
+100,538
| +5% | +$544K |
|
|
TFM
2104
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $12.6M | 0.01% |
441,334
-100
| -0% | -$2.29K |
|
2105
Distribution Solutions Group
DSGR
$1.61B
| $12.6M | 0.01% |
1,285,236
-9,308
| -0.7% | -$88.5K |
|
2106
Oil-Dri
ODC
$1.42B
| $12.5M | 0.01% |
742,682
+18,750
| +3% | +$337K |
|
2107
OneMain Financial
OMF
$7.53B
| $12.5M | 0.01% |
454,013
+28,441
| +7% | +$770K |
|
2108
Hawkins
HWKN
$2.79B
| $12.4M | 0.01% |
689,214
+18,428
| +3% | +$316K |
|
2109
VEON
VEON
$3.76B
| $12.4M | 0.01% |
116,816
-4,897
| -4% | -$433K |
|
2110
FreightCar America
RAIL
$280M
| $12.4M | 0.01% |
794,157
+153,036
| +24% | +$2.64M |
|
2111
World Acceptance Corp
WRLD
$902M
| $12.4M | 0.01% |
326,026
-1,984
| -0.6% | -$69.9K |
|
|
ATML
2112
DELISTED
ATMEL CORP
ATML
| $12.4M | 0.01% |
1,521,420
-26,650
| -2% | -$215K |
|
2113
PDF Solutions
PDFS
$2.14B
| $12.4M | 0.01% |
923,176
+56,208
| +6% | +$616K |
|
|
CDK
2114
DELISTED
CDK Global, Inc.
CDK
| $12.3M | 0.01% |
265,275
+19,232
| +8% | +$856K |
|
|
GRUB
2115
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $12.3M | 0.01% |
245,707
-3,362
| -1% | -$149K |
|
2116
Wynn Resorts
WYNN
$10.1B
| $12.3M | 0.01% |
132,073
+5,579
| +4% | +$412K |
|
2117
Cohen & Steers
CNS
$4.32B
| $12.3M | 0.01% |
314,794
+105,584
| +50% | +$3.32M |
|
|
HDNG
2118
DELISTED
Hardinge Inc
HDNG
| $12.2M | 0.01% |
976,628
+5,720
| +0.6% | +$54K |
|
|
EXAC
2119
DELISTED
Exactech Inc
EXAC
| $12.2M | 0.01% |
600,811
+43,787
| +8% | +$823K |
|
2120
PLDT
PHI
$4.26B
| $12.1M | 0.01% |
280,215
-3,693
| -1% | -$157K |
|
2121
Ultrapar
UGP
$6.75B
| $12.1M | 0.01% |
1,254,708
-8,356
| -0.7% | -$66.2K |
|
2122
Liberty Broadband Class A
LBRDA
$5.17B
| $12.1M | 0.01% |
207,754
-8,789
| -4% | -$443K |
|
|
CSR
2123
Centerspace
CSR
$917M
| $12.1M | 0.01% |
166,329
+1,238
| +0.7% | +$81.2K |
|
2124
Chefs' Warehouse
CHEF
$4.49B
| $12.1M | 0.01% |
594,498
+138,818
| +30% | +$2.29M |
|
|
PIR
2125
DELISTED
Pier 1 Imports, Inc.
PIR
| $12M | 0.01% |
85,917
-122
| -0.1% | -$12.4K |
|
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.