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 | |
|---|---|---|---|---|---|---|
276
Truist Financial
TFC
$63.3B
| $122M | 0.07% |
3,679,712
+4,289
| +0.1% | +$142K |
|
277
Centene
CNC
$30.7B
| $122M | 0.07% |
3,947,038
+2,895,312
| +275% | +$86.4M |
|
278
Penske Automotive Group
PAG
$14.3B
| $121M | 0.07% |
3,201,823
+17,277
| +0.5% | +$615K |
|
|
PF
279
DELISTED
Pinnacle Foods, Inc.
PF
| $121M | 0.07% |
2,710,430
-76,629
| -3% | -$3.3M |
|
280
Boston Scientific
BSX
$69.5B
| $121M | 0.07% |
6,435,481
-1,534,830
| -19% | -$27M |
|
|
TIVO
281
DELISTED
Tivo Inc
TIVO
| $121M | 0.07% |
5,892,922
+870,634
| +17% | +$17.3M |
|
282
Zions Bancorporation
ZION
$10.2B
| $120M | 0.07% |
4,965,777
+880,910
| +22% | +$20.3M |
|
|
IBKC
283
DELISTED
IBERIABANK Corp
IBKC
| $120M | 0.07% |
2,344,834
+270,610
| +13% | +$13.3M |
|
284
TE Connectivity
TEL
$59.6B
| $120M | 0.07% |
1,941,318
+884,369
| +84% | +$51.4M |
|
285
Group 1 Automotive
GPI
$3.42B
| $120M | 0.07% |
2,046,209
-3,445
| -0.2% | -$197K |
|
|
MINI
286
DELISTED
Mobile Mini Inc
MINI
| $120M | 0.07% |
3,636,305
+214,930
| +6% | +$6.07M |
|
|
ASNA
287
DELISTED
Ascena Retail Group, Inc.
ASNA
| $119M | 0.07% |
537,033
+2,285
| +0.4% | +$403K |
|
288
Molina Healthcare
MOH
$10.2B
| $119M | 0.07% |
1,841,782
+37,898
| +2% | +$2.25M |
|
289
Delta Air Lines
DAL
$57.5B
| $119M | 0.07% |
2,438,182
+84,292
| +4% | +$3.94M |
|
290
Ambev
ABEV
$48.1B
| $118M | 0.07% |
22,837,335
+981,215
| +4% | +$4.51M |
|
|
AAN.A
291
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $118M | 0.07% |
4,707,706
+94,114
| +2% | +$2.36M |
|
292
Goodyear
GT
$2B
| $118M | 0.07% |
3,574,421
-24,170
| -0.7% | -$728K |
|
293
MBIA
MBI
$261M
| $118M | 0.07% |
13,305,091
-556,439
| -4% | -$4.05M |
|
|
STL
294
DELISTED
Sterling Bancorp
STL
| $118M | 0.07% |
7,387,137
+425,245
| +6% | +$6.44M |
|
295
Cathay General Bancorp
CATY
$4.22B
| $117M | 0.07% |
4,138,980
-18,735
| -0.5% | -$519K |
|
|
LXK
296
DELISTED
Lexmark Intl Inc
LXK
| $117M | 0.07% |
3,505,106
+455,416
| +15% | +$13.4M |
|
|
ODP
297
DELISTED
ODP
ODP
| $117M | 0.07% |
1,648,786
-2,721
| -0.2% | -$147K |
|
298
Children's Place
PLCE
$54.3M
| $117M | 0.07% |
1,400,805
-5,399
| -0.4% | -$367K |
|
|
CAA
299
DELISTED
CalAtlantic Group, Inc.
CAA
| $117M | 0.07% |
3,494,807
-4,178
| -0.1% | -$131K |
|
|
TFCFA
300
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $116M | 0.07% |
4,170,932
+162,852
| +4% | +$4.36M |
|
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.