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 | |
|---|---|---|---|---|---|---|
851
Myriad Genetics
MYGN
$270M
| $53.3M | 0.03% |
1,424,368
+83,327
| +6% | +$3.14M |
|
852
Green Dot
GDOT
$743M
| $53.3M | 0.03% |
2,318,627
+253,563
| +12% | +$4.92M |
|
853
EPR Properties
EPR
$4.76B
| $53.2M | 0.03% |
799,079
+43,343
| +6% | +$2.64M |
|
|
CHS
854
DELISTED
Chicos FAS, Inc.
CHS
| $53.2M | 0.03% |
4,008,812
+431,909
| +12% | +$4.88M |
|
|
WBT
855
DELISTED
Welbilt, Inc.
WBT
| $53.2M | 0.03% |
+3,607,294
| New | +$52.4M |
|
856
ePlus
PLUS
$2.42B
| $53.2M | 0.03% |
2,640,864
-5,360
| -0.2% | -$111K |
|
|
STFC
857
DELISTED
State Auto Financial Corp
STFC
| $53.1M | 0.03% |
2,408,381
+19,526
| +0.8% | +$412K |
|
|
SCHW
858
Charles Schwab
SCHW
$183B
| $53.1M | 0.03% |
1,894,345
+75,873
| +4% | +$2M |
|
|
SVC
859
Service Properties Trust
SVC
$1.04B
| $53.1M | 0.03% |
399,670
+12,754
| +3% | +$1.55M |
|
860
ACI Worldwide
ACIW
$5.83B
| $53M | 0.03% |
2,547,046
+154,848
| +6% | +$2.91M |
|
861
Independent Bank
INDB
$3.99B
| $52.9M | 0.03% |
1,149,986
+55,388
| +5% | +$2.47M |
|
862
Applied Materials
AMAT
$403B
| $52.8M | 0.03% |
2,495,004
+263,852
| +12% | +$4.81M |
|
|
HOUS
863
DELISTED
Anywhere Real Estate
HOUS
| $52.8M | 0.03% |
1,462,582
+328,564
| +29% | +$10.8M |
|
|
ETFC
864
DELISTED
E*Trade Financial Corporation
ETFC
| $52.8M | 0.03% |
2,155,053
-159,360
| -7% | -$3.86M |
|
865
NetApp
NTAP
$35B
| $52.8M | 0.03% |
1,933,703
+686,269
| +55% | +$16.6M |
|
866
Clearwater Paper
CLW
$339M
| $52.7M | 0.03% |
1,086,788
+55,863
| +5% | +$2.33M |
|
867
Adtran
ADTN
$689M
| $52.7M | 0.03% |
2,605,324
+369,029
| +17% | +$6.82M |
|
|
VALE.P
868
DELISTED
Vale S A
VALE.P
| $52.6M | 0.03% |
16,863,794
-217,690
| -1% | -$501K |
|
869
Roper Technologies
ROP
$38.8B
| $52.6M | 0.03% |
287,798
-114
| -0% | -$19.6K |
|
870
AstraZeneca
AZN
$263B
| $52.6M | 0.03% |
933,733
-8,417
| -0.9% | -$506K |
|
|
SNDK
871
DELISTED
SANDISK CORP
SNDK
| $52.5M | 0.03% |
689,834
-9,510
| -1% | -$686K |
|
|
AUO
872
DELISTED
AU Optronics Corp
AUO
| $52.5M | 0.03% |
17,788,244
-166,869
| -0.9% | -$454K |
|
873
Henry Schein
HSIC
$9.77B
| $52.4M | 0.03% |
774,680
+4,098
| +0.5% | +$256K |
|
874
Liberty Media Series C
FWONK
$24.6B
| $52.4M | 0.03% |
1,943,095
+9,473
| +0.5% | +$235K |
|
875
MGE Energy Inc
MGEE
$3B
| $52.4M | 0.03% |
1,002,189
+62,962
| +7% | +$3.1M |
|
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.