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 | |
|---|---|---|---|---|---|---|
676
Ecolab
ECL
$78.1B
| $64.1M | 0.04% |
574,689
+13,565
| +2% | +$1.44M |
|
677
SouthState Bank Corp
SSB
$10.2B
| $64.1M | 0.04% |
997,547
+58,059
| +6% | +$3.74M |
|
|
NFX
678
DELISTED
Newfield Exploration
NFX
| $63.9M | 0.04% |
1,923,190
-641,965
| -25% | -$18.1M |
|
|
BBT
679
Beacon Financial Corp
BBT
$2.66B
| $63.7M | 0.04% |
2,367,988
+106,648
| +5% | +$2.85M |
|
680
Home BancShares
HOMB
$6.23B
| $63.6M | 0.04% |
3,108,000
+138,642
| +5% | +$2.72M |
|
681
ESCO Technologies
ESE
$8.17B
| $63.6M | 0.04% |
1,630,996
+91,184
| +6% | +$3.23M |
|
682
OSI Systems
OSIS
$3.65B
| $63.6M | 0.04% |
970,383
+86,812
| +10% | +$5.75M |
|
683
Deckers Outdoor
DECK
$13.2B
| $63.5M | 0.04% |
6,356,640
+440,058
| +7% | +$3.8M |
|
684
Fabrinet
FN
$15.6B
| $63.5M | 0.04% |
1,961,888
+286,358
| +17% | +$7.71M |
|
|
CLC
685
DELISTED
Clarcor
CLC
| $63M | 0.04% |
1,089,336
+154,042
| +16% | +$7.59M |
|
686
Lithia Motors
LAD
$8.47B
| $62.8M | 0.04% |
719,499
-819
| -0.1% | -$70.4K |
|
687
Genuine Parts
GPC
$17.1B
| $62.8M | 0.04% |
632,326
+12,085
| +2% | +$1.07M |
|
688
Mercury Insurance
MCY
$5.93B
| $62.7M | 0.04% |
1,129,661
+26,449
| +2% | +$1.32M |
|
689
Applied Industrial Technologies
AIT
$12.8B
| $62.6M | 0.04% |
1,442,197
+139,575
| +11% | +$5.5M |
|
690
Graham Holdings Company
GHC
$5.1B
| $62.6M | 0.04% |
130,363
-4,173
| -3% | -$1.99M |
|
|
STJ
691
DELISTED
St Jude Medical
STJ
| $62.5M | 0.04% |
1,135,749
+311,859
| +38% | +$17M |
|
692
Glacier Bancorp
GBCI
$6.42B
| $62.3M | 0.04% |
2,450,763
+167,374
| +7% | +$4.06M |
|
693
Take-Two Interactive
TTWO
$45.4B
| $62.3M | 0.04% |
1,653,359
-32,567
| -2% | -$1.13M |
|
|
MZTI
694
The Marzetti Company
MZTI
$2.93B
| $62.1M | 0.04% |
561,843
+34,240
| +6% | +$3.67M |
|
695
Huntsman Corp
HUN
$1.71B
| $62.1M | 0.04% |
4,667,364
+628,629
| +16% | +$6.49M |
|
696
Coherent
COHR
$51.4B
| $62.1M | 0.04% |
2,858,864
+379,331
| +15% | +$7.53M |
|
697
Invesco
IVZ
$13.1B
| $62M | 0.04% |
2,015,763
+212,906
| +12% | +$6.14M |
|
|
HRC
698
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $61.9M | 0.04% |
1,230,914
+50,488
| +4% | +$2.38M |
|
|
QEP
699
DELISTED
QEP RESOURCES, INC.
QEP
| $61.9M | 0.04% |
4,388,146
+2,249,076
| +105% | +$26M |
|
700
Cognizant
CTSH
$24.9B
| $61.9M | 0.04% |
987,334
+80,508
| +9% | +$4.68M |
|
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.