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 | |
|---|---|---|---|---|---|---|
1251
Prudential
PUK
$37.4B
| $37.1M | 0.02% |
1,029,445
+205,832
| +25% | +$7.45M |
|
1252
CRH
CRH
$65.6B
| $37.1M | 0.02% |
1,316,949
-51,889
| -4% | -$1.38M |
|
1253
Materion
MTRN
$4.45B
| $37M | 0.02% |
1,397,478
+93,849
| +7% | +$2.34M |
|
1254
CNA Financial
CNA
$14.5B
| $37M | 0.02% |
1,148,441
-69,975
| -6% | -$2.21M |
|
1255
Haverty Furniture Companies
HVT
$416M
| $37M | 0.02% |
1,746,440
-1,978
| -0.1% | -$38.8K |
|
1256
Edison International
EIX
$27.5B
| $36.9M | 0.02% |
513,565
+13,190
| +3% | +$855K |
|
|
NUAN
1257
DELISTED
Nuance Communications, Inc.
NUAN
| $36.8M | 0.02% |
2,276,633
-124,993
| -5% | -$2.02M |
|
1258
Bio-Rad Laboratories Class A
BIO
$8.96B
| $36.8M | 0.02% |
269,315
+9,695
| +4% | +$1.27M |
|
|
FLIR
1259
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $36.8M | 0.02% |
1,116,564
+16,806
| +2% | +$519K |
|
1260
Ovintiv
OVV
$17.1B
| $36.8M | 0.02% |
1,208,160
-323,611
| -21% | -$7.45M |
|
|
LTM
1261
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $36.8M | 0.02% |
5,252,863
+412,504
| +9% | +$2.38M |
|
|
SRCI
1262
DELISTED
SRC Energy Inc
SRCI
| $36.7M | 0.02% |
4,727,485
+193,508
| +4% | +$1.3M |
|
|
DCOM
1263
DELISTED
Dime Community Bancshares
DCOM
| $36.7M | 0.02% |
2,083,659
+52,809
| +3% | +$893K |
|
1264
Weis Markets
WMK
$1.94B
| $36.7M | 0.02% |
814,782
+41,749
| +5% | +$1.72M |
|
1265
IDEX
IEX
$17.2B
| $36.7M | 0.02% |
442,305
+4,438
| +1% | +$333K |
|
|
PRFT
1266
DELISTED
Perficient Inc
PRFT
| $36.6M | 0.02% |
1,686,698
+104,742
| +7% | +$1.94M |
|
|
GG
1267
DELISTED
Goldcorp Inc
GG
| $36.6M | 0.02% |
2,256,686
-7,841
| -0.3% | -$109K |
|
1268
UNIFI
UFI
$119M
| $36.6M | 0.02% |
1,597,135
-16,757
| -1% | -$398K |
|
1269
Lattice Semiconductor
LSCC
$18B
| $36.6M | 0.02% |
6,441,186
+295,674
| +5% | +$1.6M |
|
1270
Capri Holdings
CPRI
$1.88B
| $36.6M | 0.02% |
642,156
+157,691
| +33% | +$7.79M |
|
1271
Viavi Solutions
VIAV
$9.31B
| $36.6M | 0.02% |
5,331,214
+609,516
| +13% | +$3.67M |
|
1272
White Mountains Insurance
WTM
$5.2B
| $36.6M | 0.02% |
45,546
+156
| +0.3% | +$117K |
|
1273
Verisk Analytics
VRSK
$25.1B
| $36.5M | 0.02% |
457,283
+15,402
| +3% | +$1.12M |
|
|
WAIR
1274
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $36.5M | 0.02% |
2,532,992
-13,758
| -0.5% | -$168K |
|
1275
Sempra
SRE
$57.3B
| $36.4M | 0.02% |
700,280
+13,516
| +2% | +$651K |
|
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.