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 | |
|---|---|---|---|---|---|---|
|
DD
376
DELISTED
Du Pont De Nemours E I
DD
| $100M | 0.06% |
1,582,531
+11,541
| +0.7% | +$691K |
|
377
Equinix
EQIX
$101B
| $100M | 0.06% |
302,824
+273,327
| +927% | +$83.1M |
|
378
Gen Digital
GEN
$16.4B
| $99.9M | 0.06% |
5,436,013
+19,557
| +0.4% | +$376K |
|
379
Lincoln National
LNC
$8.73B
| $99.6M | 0.06% |
2,541,382
-68,299
| -3% | -$2.67M |
|
380
Emerson Electric
EMR
$83.9B
| $99.2M | 0.06% |
1,824,860
+64,953
| +4% | +$3.13M |
|
381
Regions Financial
RF
$26.4B
| $99.1M | 0.06% |
12,628,516
-61,644
| -0.5% | -$496K |
|
|
CMD
382
DELISTED
Cantel Medical Corporation
CMD
| $99.1M | 0.06% |
1,388,924
+11,443
| +0.8% | +$718K |
|
383
Dillards
DDS
$9.19B
| $99.1M | 0.06% |
1,166,728
+17,549
| +2% | +$1.31M |
|
|
DRE
384
DELISTED
Duke Realty Corp.
DRE
| $99M | 0.06% |
4,391,026
+96,420
| +2% | +$1.98M |
|
|
HPY
385
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
| $98.7M | 0.06% |
1,022,192
-6,132
| -0.6% | -$565K |
|
386
Mid-America Apartment Communities
MAA
$15.4B
| $98.4M | 0.06% |
962,432
+14,592
| +2% | +$1.35M |
|
|
LNCE
387
DELISTED
Snyders-Lance, Inc.
LNCE
| $98.3M | 0.06% |
3,123,523
+1,002,884
| +47% | +$32.1M |
|
|
LM
388
DELISTED
Legg Mason, Inc.
LM
| $97.9M | 0.06% |
2,823,030
-13,883
| -0.5% | -$435K |
|
389
Sibanye-Stillwater
SBSW
$6.26B
| $97.2M | 0.06% |
6,798,841
-709,740
| -9% | -$7.68M |
|
390
Lennar Class A
LEN
$19.8B
| $97.2M | 0.06% |
2,112,574
+35,206
| +2% | +$1.44M |
|
391
Assured Guaranty
AGO
$3.66B
| $97.1M | 0.06% |
3,838,612
+75,759
| +2% | +$1.86M |
|
|
SPTN
392
DELISTED
SpartanNash
SPTN
| $97.1M | 0.06% |
3,202,759
-8,361
| -0.3% | -$197K |
|
393
CONMED
CNMD
$1.39B
| $97M | 0.06% |
2,312,025
-23,095
| -1% | -$906K |
|
|
SYKE
394
DELISTED
SYKES Enterprises Inc
SYKE
| $97M | 0.06% |
3,212,440
+174,334
| +6% | +$5.09M |
|
395
Regal Rexnord
RRX
$13.7B
| $96.9M | 0.06% |
1,535,569
+375,607
| +32% | +$21M |
|
396
Insight Enterprises
NSIT
$3.89B
| $96.6M | 0.06% |
3,374,295
-50,891
| -1% | -$1.28M |
|
397
LG Display
LPL
$3B
| $96.6M | 0.06% |
8,445,791
-12,108
| -0.1% | -$117K |
|
|
GK
398
DELISTED
G&K Services Inc
GK
| $96.5M | 0.06% |
1,317,923
-78,618
| -6% | -$5.12M |
|
|
AL
399
DELISTED
Air Lease Corp
AL
| $96.3M | 0.06% |
2,999,070
+850,815
| +40% | +$24.2M |
|
400
Cabot Corp
CBT
$4.54B
| $96.3M | 0.06% |
1,993,038
+90,477
| +5% | +$3.89M |
|
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.