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 | |
|---|---|---|---|---|---|---|
726
AZZ Inc
AZZ
$4.35B
| $59.8M | 0.04% |
1,056,017
-45,821
| -4% | -$2.38M |
|
727
Ziff Davis
ZD
$1.96B
| $59.7M | 0.04% |
1,115,475
+48,919
| +5% | +$2.96M |
|
|
JNPR
728
DELISTED
Juniper Networks
JNPR
| $59.7M | 0.04% |
2,341,418
+4,049
| +0.2% | +$101K |
|
|
BRKL
729
DELISTED
Brookline Bancorp
BRKL
| $59.7M | 0.04% |
5,418,571
+196,059
| +4% | +$2.11M |
|
730
Photronics
PLAB
$1.79B
| $59.5M | 0.04% |
5,715,637
+47,258
| +0.8% | +$510K |
|
|
WFT
731
DELISTED
Weatherford International plc
WFT
| $59.5M | 0.04% |
7,647,776
+229,841
| +3% | +$1.55M |
|
732
Mueller Industries
MLI
$14.7B
| $59.4M | 0.04% |
8,079,496
+497,400
| +7% | +$3.28M |
|
|
SEM
733
DELISTED
Select Medical
SEM
| $59.4M | 0.04% |
9,334,694
+380,626
| +4% | +$2.04M |
|
734
Cincinnati Financial
CINF
$27.3B
| $59.3M | 0.04% |
906,832
+3,910
| +0.4% | +$238K |
|
|
SPN
735
DELISTED
Superior Energy Services, Inc.
SPN
| $59.1M | 0.04% |
441,467
-43,428
| -9% | -$4.73M |
|
736
Entegris
ENTG
$18.1B
| $58.9M | 0.04% |
4,321,160
+228,063
| +6% | +$2.76M |
|
737
Enpro
NPO
$6.63B
| $58.8M | 0.04% |
1,019,944
+65,353
| +7% | +$3.15M |
|
738
Community Health Systems
CYH
$393M
| $58.8M | 0.04% |
3,843,704
-28,202
| -0.7% | -$430K |
|
|
MDCO
739
DELISTED
Medicines Co
MDCO
| $58.8M | 0.04% |
1,849,597
-46,396
| -2% | -$1.52M |
|
|
AIRM
740
DELISTED
Air Methods Corp
AIRM
| $58.7M | 0.04% |
1,620,819
+297,750
| +23% | +$11.3M |
|
741
America Movil
AMX
$76.1B
| $58.6M | 0.04% |
3,771,102
-6,950
| -0.2% | -$96K |
|
|
RSTI
742
DELISTED
Rofin-Sinar Technologies Inc
RSTI
| $58.5M | 0.04% |
1,815,806
+142,164
| +8% | +$3.46M |
|
|
WRI
743
DELISTED
Weingarten Realty Investors
WRI
| $58.5M | 0.04% |
1,558,891
+55,349
| +4% | +$1.95M |
|
744
Spire
SR
$4.72B
| $58.4M | 0.04% |
862,107
+31,154
| +4% | +$1.99M |
|
|
LSI
745
DELISTED
Life Storage, Inc.
LSI
| $58.4M | 0.03% |
742,497
+48,856
| +7% | +$3.56M |
|
746
LCI Industries
LCII
$2.49B
| $58.4M | 0.03% |
905,615
+45,368
| +5% | +$2.67M |
|
747
Comfort Systems
FIX
$60.9B
| $58.3M | 0.03% |
1,836,573
-123,301
| -6% | -$3.49M |
|
|
TCO
748
DELISTED
Taubman Centers Inc.
TCO
| $58.3M | 0.03% |
819,187
+19,509
| +2% | +$1.38M |
|
749
Itaú Unibanco
ITUB
$93.2B
| $58.3M | 0.03% |
15,385,485
-2,056,775
| -12% | -$6.27M |
|
750
EPAM Systems
EPAM
$5.51B
| $58.3M | 0.03% |
780,506
+1,417
| +0.2% | +$97.9K |
|
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.