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 | |
|---|---|---|---|---|---|---|
701
Ross Stores
ROST
$80.5B
| $61.8M | 0.04% |
1,066,766
+3,344
| +0.3% | +$186K |
|
|
ALJ
702
DELISTED
Alon USA Energy Inc
ALJ
| $61.8M | 0.04% |
5,984,614
-24,498
| -0.4% | -$277K |
|
|
EMBJ
703
Embraer S.A. ADS
EMBJ
$12.2B
| $61.6M | 0.04% |
2,337,520
+135,027
| +6% | +$3.7M |
|
704
Marvell Technology
MRVL
$168B
| $61.3M | 0.04% |
5,942,226
-406,470
| -6% | -$3.75M |
|
705
RBC Bearings
RBC
$17.4B
| $61.1M | 0.04% |
834,259
+67,345
| +9% | +$4.27M |
|
706
AMN Healthcare
AMN
$1.3B
| $61.1M | 0.04% |
1,816,802
+55,486
| +3% | +$1.59M |
|
707
Avient
AVNT
$3.33B
| $60.9M | 0.04% |
2,013,543
+87,829
| +5% | +$2.41M |
|
708
Andersons Inc
ANDE
$2.41B
| $60.8M | 0.04% |
1,936,326
+128,802
| +7% | +$3.66M |
|
|
TRK
709
DELISTED
Speedway Motorsports, Inc.
TRK
| $60.8M | 0.04% |
3,064,207
+40,219
| +1% | +$744K |
|
710
Aon
AON
$76.5B
| $60.8M | 0.04% |
581,690
+34,519
| +6% | +$3.23M |
|
711
Martin Marietta Materials
MLM
$31.5B
| $60.5M | 0.04% |
379,589
+474
| +0.1% | +$65.1K |
|
712
Huron Consulting
HURN
$2.41B
| $60.5M | 0.04% |
1,039,596
+72,114
| +7% | +$3.98M |
|
713
Azenta
AZTA
$1.3B
| $60.5M | 0.04% |
5,813,903
+66,790
| +1% | +$638K |
|
714
Bank OZK
OZK
$5.6B
| $60.4M | 0.04% |
1,439,634
-85,357
| -6% | -$3.59M |
|
|
TIME
715
DELISTED
Time Inc.
TIME
| $60.3M | 0.04% |
3,907,196
-518,440
| -12% | -$7.46M |
|
716
Air Products & Chemicals
APD
$65.7B
| $60.3M | 0.04% |
452,363
+38,943
| +9% | +$4.71M |
|
|
SPLS
717
DELISTED
Staples Inc
SPLS
| $60.2M | 0.04% |
5,458,462
-38,586
| -0.7% | -$363K |
|
|
BIG
718
DELISTED
Big Lots, Inc.
BIG
| $60.1M | 0.04% |
1,326,440
-2,131
| -0.2% | -$85.4K |
|
719
Highwoods Properties
HIW
$3.65B
| $60M | 0.04% |
1,255,260
+43,658
| +4% | +$1.9M |
|
720
Grupo Aeroportuario del Sureste
ASR
$8.27B
| $60M | 0.04% |
399,730
-76,005
| -16% | -$10.4M |
|
|
FLG
721
Flagstar Bank National Association
FLG
$5.93B
| $59.9M | 0.04% |
1,256,393
-225,365
| -15% | -$10.4M |
|
722
Advanced Energy
AEIS
$11.6B
| $59.9M | 0.04% |
1,722,039
-3,346
| -0.2% | -$97.9K |
|
723
AutoNation
AN
$7.11B
| $59.9M | 0.04% |
1,283,002
+657,329
| +105% | +$31.8M |
|
724
KeyCorp
KEY
$24.2B
| $59.8M | 0.04% |
5,420,613
+33,544
| +0.6% | +$375K |
|
|
GWR
725
DELISTED
Genesee & Wyoming Inc.
GWR
| $59.8M | 0.04% |
953,594
+233,616
| +32% | +$12.8M |
|
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.