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 | |
|---|---|---|---|---|---|---|
451
Flex
FLEX
$41.7B
| $87.2M | 0.05% |
9,593,593
+2,435,285
| +34% | +$19.6M |
|
452
LyondellBasell Industries
LYB
$20B
| $87.2M | 0.05% |
1,018,660
+27,858
| +3% | +$2.24M |
|
|
PVTB
453
DELISTED
PrivateBancorp Inc
PVTB
| $87M | 0.05% |
2,254,040
-6,412
| -0.3% | -$235K |
|
|
SNV
454
DELISTED
Synovus
SNV
| $86.9M | 0.05% |
3,007,470
-367,641
| -11% | -$10.5M |
|
|
MDRX
455
DELISTED
Veradigm Inc. Common Stock
MDRX
| $86.9M | 0.05% |
6,574,954
-26,483
| -0.4% | -$348K |
|
456
WesBanco
WSBC
$3.97B
| $86.7M | 0.05% |
2,917,510
+119,192
| +4% | +$3.41M |
|
457
Grupo Aeroportuario del Pacifico
PAC
$12.9B
| $86.6M | 0.05% |
976,405
-81,478
| -8% | -$6.66M |
|
458
Trustmark
TRMK
$2.76B
| $86.3M | 0.05% |
3,749,164
+402,570
| +12% | +$8.87M |
|
|
KSU
459
DELISTED
Kansas City Southern
KSU
| $86.3M | 0.05% |
1,010,136
+153,106
| +18% | +$11.9M |
|
|
IPCC
460
DELISTED
Infinity Property & Casualty C
IPCC
| $86.1M | 0.05% |
1,069,101
+782
| +0.1% | +$61.1K |
|
461
NextEra Energy
NEE
$181B
| $86M | 0.05% |
2,908,216
+232,992
| +9% | +$6.54M |
|
462
Trinity Industries
TRN
$2.49B
| $86M | 0.05% |
6,524,641
+499,954
| +8% | +$7.02M |
|
463
General Dynamics
GD
$104B
| $85.9M | 0.05% |
654,006
-2,147
| -0.3% | -$285K |
|
|
AIV
464
Aimco
AIV
$387M
| $85.2M | 0.05% |
15,287,224
+277,504
| +2% | +$1.42M |
|
|
TGNA
465
DELISTED
TEGNA Inc
TGNA
| $84.9M | 0.05% |
5,656,020
+1,182,565
| +26% | +$18M |
|
466
E.W. Scripps
SSP
$257M
| $84.8M | 0.05% |
5,441,170
+82,394
| +2% | +$1.45M |
|
|
LVNTA
467
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $84.7M | 0.05% |
2,164,394
+284,950
| +15% | +$10.8M |
|
468
Alexandria Real Estate Equities
ARE
$8.97B
| $84.5M | 0.05% |
929,213
+17,560
| +2% | +$1.43M |
|
469
Mueller Water Products
MWA
$3.95B
| $84.4M | 0.05% |
8,546,194
-642,475
| -7% | -$5.49M |
|
|
TCF
470
DELISTED
TCF Financial Corporation
TCF
| $84.3M | 0.05% |
6,873,399
+715,850
| +12% | +$8.59M |
|
|
TCF
471
DELISTED
TCF Financial Corporation Common Stock
TCF
| $83.9M | 0.05% |
2,349,942
+134,080
| +6% | +$4.47M |
|
472
Thor Industries
THO
$3.9B
| $83.7M | 0.05% |
1,312,563
+57,150
| +5% | +$3.13M |
|
|
CSH
473
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $83.7M | 0.05% |
2,166,201
-1,495
| -0.1% | -$48.7K |
|
|
THS
474
DELISTED
Treehouse Foods
THS
| $83.6M | 0.05% |
963,506
-111,218
| -10% | -$8.89M |
|
475
Micron Technology
MU
$930B
| $83.4M | 0.05% |
7,969,863
+360,693
| +5% | +$4.03M |
|
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.