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 | |
|---|---|---|---|---|---|---|
1776
Empire State Realty Trust
ESRT
$852M
| $21M | 0.01% |
1,200,326
+119,344
| +11% | +$1.97M |
|
|
ACTA
1777
DELISTED
Actua Corp
ACTA
| $21M | 0.01% |
2,324,969
-17,565
| -0.7% | -$157K |
|
1778
Stoneridge
SRI
$213M
| $21M | 0.01% |
1,444,858
+39,016
| +3% | +$491K |
|
1779
Nu Skin
NUS
$259M
| $21M | 0.01% |
549,841
-4,208
| -0.8% | -$139K |
|
1780
Vera Bradley
VRA
$99M
| $21M | 0.01% |
1,033,450
+382,076
| +59% | +$6.25M |
|
|
ABB
1781
DELISTED
ABB Ltd
ABB
| $21M | 0.01% |
1,082,180
+478
| +0% | +$8.45K |
|
1782
Alpha and Omega Semiconductor
AOSL
$1.01B
| $21M | 0.01% |
1,771,961
+716,198
| +68% | +$7.55M |
|
|
MXIM
1783
DELISTED
Maxim Integrated Products
MXIM
| $20.9M | 0.01% |
569,169
+422
| +0.1% | +$14.2K |
|
1784
Booz Allen Hamilton
BAH
$8.85B
| $20.9M | 0.01% |
691,116
+34,793
| +5% | +$992K |
|
1785
CVR Energy
CVI
$3.35B
| $20.9M | 0.01% |
798,983
+96,732
| +14% | +$2.82M |
|
|
PEI
1786
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $20.8M | 0.01% |
63,574
+355
| +0.6% | +$106K |
|
1787
LPL Financial
LPLA
$27.9B
| $20.8M | 0.01% |
839,852
-12,246
| -1% | -$331K |
|
1788
Towne Bank
TOWN
$3.53B
| $20.8M | 0.01% |
1,081,518
-800
| -0.1% | -$14.8K |
|
|
DENN
1789
DELISTED
Denny's
DENN
| $20.7M | 0.01% |
2,000,967
+100,976
| +5% | +$983K |
|
|
LTC
1790
LTC Properties
LTC
$1.97B
| $20.7M | 0.01% |
457,382
+11,042
| +2% | +$487K |
|
1791
First Financial Corp
THFF
$985M
| $20.7M | 0.01% |
604,153
| – | – |
|
|
REIS
1792
DELISTED
Reis, Inc.
REIS
| $20.6M | 0.01% |
876,852
-6,573
| -0.7% | -$147K |
|
|
EOCC
1793
DELISTED
Enel Generacion Chile S.A.
EOCC
| $20.6M | 0.01% |
716,388
-760
| -0.1% | -$20.5K |
|
|
ALX
1794
Alexander's
ALX
$1.4B
| $20.6M | 0.01% |
54,073
+457
| +0.9% | +$173K |
|
1795
Digi International
DGII
$2.72B
| $20.5M | 0.01% |
2,176,668
+28,013
| +1% | +$255K |
|
1796
Enterprise Financial Services Corp
EFSC
$2.44B
| $20.5M | 0.01% |
757,727
+33,141
| +5% | +$904K |
|
1797
Energizer
ENR
$1.48B
| $20.5M | 0.01% |
505,422
+259,874
| +106% | +$9.51M |
|
1798
Cameco
CCJ
$40.5B
| $20.4M | 0.01% |
1,592,588
+238,121
| +18% | +$2.85M |
|
1799
Citi Trends
CTRN
$605M
| $20.4M | 0.01% |
1,146,373
+51,464
| +5% | +$962K |
|
|
BERY
1800
DELISTED
Berry Global Group, Inc.
BERY
| $20.4M | 0.01% |
615,018
-3,043
| -0.5% | -$88.6K |
|
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.