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 | |
|---|---|---|---|---|---|---|
1801
AMC Entertainment Holdings
AMC
$2.39B
| $20.4M | 0.01% |
72,746
+18,996
| +35% | +$4.55M |
|
|
COBZ
1802
DELISTED
CoBiz Financial,Inc
COBZ
| $20.3M | 0.01% |
1,715,450
+38,746
| +2% | +$436K |
|
1803
Entravision Communication
EVC
$1.07B
| $20.3M | 0.01% |
2,723,619
+44,390
| +2% | +$327K |
|
1804
Sensata Technologies
ST
$6.81B
| $20.2M | 0.01% |
519,631
+173,902
| +50% | +$6.3M |
|
1805
Heritage Financial
HFWA
$1.25B
| $20.2M | 0.01% |
1,148,024
+91,643
| +9% | +$1.62M |
|
|
CONN
1806
DELISTED
Conn's Inc.
CONN
| $20.2M | 0.01% |
1,618,433
-3,249
| -0.2% | -$51.4K |
|
|
PNK
1807
DELISTED
Pinnacle Entertainment Inc.
PNK
| $20.1M | 0.01% |
573,905
+9,973
| +2% | +$301K |
|
1808
Williams Companies
WMB
$86.1B
| $20.1M | 0.01% |
1,251,977
+3,515
| +0.3% | +$60.4K |
|
|
EGL
1809
DELISTED
Engility Holdings, Inc.
EGL
| $20.1M | 0.01% |
1,071,297
+94,499
| +10% | +$1.7M |
|
1810
Great Southern Bancorp
GSBC
$893M
| $20.1M | 0.01% |
541,068
+17,302
| +3% | +$671K |
|
|
DEG
1811
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
| $20M | 0.01% |
771,988
| – | – |
|
1812
Pitney Bowes
PBI
$2.48B
| $20M | 0.01% |
930,818
+14,016
| +2% | +$266K |
|
|
VASC
1813
DELISTED
Vascular Solutions Inc
VASC
| $20M | 0.01% |
616,135
+1,798
| +0.3% | +$51.8K |
|
1814
Sprouts Farmers Market
SFM
$8.28B
| $20M | 0.01% |
689,994
+145,721
| +27% | +$3.76M |
|
|
WLH
1815
DELISTED
WILLIAM LYON HOMES
WLH
| $20M | 0.01% |
1,379,463
+33,819
| +3% | +$400K |
|
|
BFIN
1816
DELISTED
BankFinancial
BFIN
| $19.9M | 0.01% |
1,687,053
+31,487
| +2% | +$380K |
|
|
DEL
1817
DELISTED
Deltic Timber
DEL
| $19.9M | 0.01% |
331,241
+16,693
| +5% | +$941K |
|
|
COWN
1818
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $19.9M | 0.01% |
1,302,488
-20,270
| -2% | -$266K |
|
1819
Gorman-Rupp
GRC
$2.26B
| $19.8M | 0.01% |
765,342
+16,028
| +2% | +$400K |
|
1820
H&R Block
HRB
$5.84B
| $19.8M | 0.01% |
750,545
-39,017
| -5% | -$1.23M |
|
|
SNI
1821
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $19.8M | 0.01% |
301,777
+14,521
| +5% | +$864K |
|
1822
TripAdvisor
TRIP
$1.69B
| $19.7M | 0.01% |
296,828
-833
| -0.3% | -$55.1K |
|
1823
Vertex Pharmaceuticals
VRTX
$119B
| $19.7M | 0.01% |
248,207
+8,583
| +4% | +$776K |
|
|
LQ
1824
DELISTED
La Quinta Holdings Inc.
LQ
| $19.7M | 0.01% |
1,577,655
+335,881
| +27% | +$3.81M |
|
1825
Astronics
ATRO
$3.73B
| $19.7M | 0.01% |
818,245
+953
| +0.1% | +$20.2K |
|
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.