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 | |
|---|---|---|---|---|---|---|
2251
NRC Health Common Stock
NRC
$436M
| $8.99M | 0.01% |
577,902
+2,416
| +0.4% | +$35.4K |
|
2252
Terreno Realty
TRNO
$7.49B
| $8.96M | 0.01% |
382,228
+40,951
| +12% | +$912K |
|
|
ENOC
2253
DELISTED
EnerNOC, Inc.
ENOC
| $8.94M | 0.01% |
1,195,303
-61,599
| -5% | -$340K |
|
2254
SAP
SAP
$223B
| $8.94M | 0.01% |
111,110
+1,574
| +1% | +$122K |
|
|
CNR
2255
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $8.93M | 0.01% |
628,850
+221,224
| +54% | +$2.47M |
|
|
SNR
2256
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $8.91M | 0.01% |
864,869
+168,332
| +24% | +$1.58M |
|
|
ABMD
2257
DELISTED
Abiomed Inc
ABMD
| $8.88M | 0.01% |
93,704
+18,640
| +25% | +$1.57M |
|
2258
Energy Recovery
ERII
$467M
| $8.87M | 0.01% |
857,615
-1,614
| -0.2% | -$11.8K |
|
|
MNTA
2259
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $8.85M | 0.01% |
957,669
-3,805
| -0.4% | -$40.9K |
|
|
ARC
2260
DELISTED
ARC Document Solutions, Inc.
ARC
| $8.85M | 0.01% |
1,966,072
+89,246
| +5% | +$335K |
|
2261
Marcus & Millichap
MMI
$1.17B
| $8.82M | 0.01% |
347,332
-770
| -0.2% | -$18K |
|
|
FXCB
2262
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
| $8.82M | 0.01% |
456,342
| – | – |
|
2263
Weyerhaeuser
WY
$18.4B
| $8.79M | 0.01% |
283,892
+102,956
| +57% | +$2.75M |
|
2264
Hyatt Hotels
H
$16.4B
| $8.78M | 0.01% |
177,345
+413
| +0.2% | +$17.9K |
|
2265
Phibro Animal Health
PAHC
$1.48B
| $8.77M | 0.01% |
324,355
+54,615
| +20% | +$1.57M |
|
2266
Consumer Portfolio Services
CPSS
$203M
| $8.76M | 0.01% |
2,070,717
+31,018
| +2% | +$133K |
|
2267
TC Energy
TRP
$68.5B
| $8.72M | 0.01% |
221,930
+26,419
| +14% | +$925K |
|
|
VRTV
2268
DELISTED
VERITIV CORPORATION
VRTV
| $8.7M | 0.01% |
233,549
+38,955
| +20% | +$1.28M |
|
|
UHT
2269
Universal Health Realty Income Trust
UHT
$586M
| $8.7M | 0.01% |
154,590
+631
| +0.4% | +$32.3K |
|
|
MNR
2270
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $8.69M | 0.01% |
730,790
+30,863
| +4% | +$333K |
|
|
AHT
2271
Ashford Hospitality Trust
AHT
$21.1M
| $8.69M | 0.01% |
1,378
+20
| +1% | +$108K |
|
2272
Titan Machinery
TITN
$457M
| $8.68M | 0.01% |
750,752
-358
| -0% | -$3.52K |
|
|
SGNT
2273
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
| $8.67M | 0.01% |
712,388
+16,719
| +2% | +$234K |
|
|
BNCN
2274
DELISTED
BNC Bancorp
BNCN
| $8.65M | 0.01% |
409,570
+98,002
| +31% | +$2.11M |
|
2275
Smith & Nephew
SNN
$12.8B
| $8.65M | 0.01% |
259,535
+4,700
| +2% | +$154K |
|
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.