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 | |
|---|---|---|---|---|---|---|
|
AMRI
1576
DELISTED
Albany Molecular Research Inc
AMRI
| $26.6M | 0.02% |
1,736,499
-70,135
| -4% | -$1.1M |
|
|
SRCL
1577
DELISTED
Stericycle Inc
SRCL
| $26.5M | 0.02% |
210,250
+12,029
| +6% | +$1.4M |
|
|
POWR
1578
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
| $26.5M | 0.02% |
1,419,449
+84,467
| +6% | +$1.2M |
|
1579
HEICO Corp
HEI
$51.4B
| $26.5M | 0.02% |
1,076,318
+11,164
| +1% | +$257K |
|
1580
Howard Hughes
HHH
$3.91B
| $26.5M | 0.02% |
262,328
+17,794
| +7% | +$1.63M |
|
1581
Graco
GGG
$13.3B
| $26.5M | 0.02% |
945,912
+31,689
| +3% | +$790K |
|
1582
Cohu
COHU
$2.5B
| $26.4M | 0.02% |
2,226,256
+10,496
| +0.5% | +$122K |
|
|
GTLS
1583
DELISTED
Chart Industries
GTLS
| $26.4M | 0.02% |
1,217,666
+47,945
| +4% | +$856K |
|
|
FDML
1584
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $26.3M | 0.02% |
2,663,951
-3,541
| -0.1% | -$22.2K |
|
1585
MGP Ingredients
MGPI
$366M
| $26.3M | 0.02% |
1,083,079
+41,616
| +4% | +$956K |
|
|
ELME
1586
Elme Communities
ELME
$144M
| $26.2M | 0.02% |
897,816
+15,682
| +2% | +$413K |
|
1587
American Water Works
AWK
$26.6B
| $26.2M | 0.02% |
380,209
+71,605
| +23% | +$4.66M |
|
|
CVC
1588
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $26.2M | 0.02% |
793,734
+2,335
| +0.3% | +$75.3K |
|
|
TE
1589
DELISTED
TECO ENERGY INC
TE
| $26.2M | 0.02% |
951,156
-17,172
| -2% | -$468K |
|
|
PTR
1590
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $26.2M | 0.02% |
394,910
| – | – |
|
1591
Wabtec
WAB
$50.5B
| $26.2M | 0.02% |
330,180
+78,071
| +31% | +$5.41M |
|
1592
Oneok
OKE
$55.2B
| $26.1M | 0.02% |
873,570
+7,691
| +0.9% | +$189K |
|
|
DISCK
1593
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $26.1M | 0.02% |
965,910
-45,816
| -5% | -$1.19M |
|
1594
SBA Communications
SBAC
$19.9B
| $26.1M | 0.02% |
260,286
+6,196
| +2% | +$592K |
|
|
HSII
1595
DELISTED
Heidrick & Struggles
HSII
| $26M | 0.02% |
1,098,938
+75,634
| +7% | +$1.83M |
|
|
BFX
1596
DELISTED
BowFlex Inc.
BFX
| $26M | 0.02% |
1,347,454
+39,051
| +3% | +$734K |
|
|
ROIC
1597
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $26M | 0.02% |
1,292,068
+43,836
| +4% | +$811K |
|
|
VRNT
1598
DELISTED
Verint Systems
VRNT
| $25.9M | 0.02% |
1,526,028
+12,321
| +0.8% | +$224K |
|
|
PTVCB
1599
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $25.9M | 0.02% |
1,053,542
+1,300
| +0.1% | +$31.2K |
|
1600
Erie Indemnity
ERIE
$12.8B
| $25.9M | 0.02% |
278,680
+6,120
| +2% | +$576K |
|
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.