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 | |
|---|---|---|---|---|---|---|
|
FRGI
1551
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $27.6M | 0.02% |
840,740
-558
| -0.1% | -$19.6K |
|
|
AFAM
1552
DELISTED
Almost Family Inc
AFAM
| $27.5M | 0.02% |
739,214
+48,927
| +7% | +$1.83M |
|
|
MTOR
1553
DELISTED
MERITOR, Inc.
MTOR
| $27.5M | 0.02% |
3,412,690
-41,295
| -1% | -$301K |
|
1554
Pebblebrook Hotel Trust
PEB
$2.15B
| $27.2M | 0.02% |
937,137
+5,752
| +0.6% | +$149K |
|
1555
A.O. Smith
AOS
$8.61B
| $27.2M | 0.02% |
713,296
-55,826
| -7% | -$1.95M |
|
|
TRST
1556
Trustco Bank Corp NY
TRST
$983M
| $27.2M | 0.02% |
898,063
+43,819
| +5% | +$1.25M |
|
|
TI
1557
DELISTED
Telecom Italia
TI
| $27.2M | 0.02% |
2,521,793
-39,736
| -2% | -$429K |
|
1558
HEICO Corp Class A
HEI.A
$37.2B
| $27.1M | 0.02% |
1,112,191
+6,525
| +0.6% | +$149K |
|
1559
Wheaton Precious Metals
WPM
$52.4B
| $27.1M | 0.02% |
1,633,107
+159,079
| +11% | +$2.3M |
|
1560
Builders FirstSource
BLDR
$8.11B
| $27.1M | 0.02% |
2,402,400
+127,766
| +6% | +$1.11M |
|
|
ASRT
1561
DELISTED
Assertio
ASRT
| $27.1M | 0.02% |
32,379
-785
| -2% | -$728K |
|
1562
BancFirst
BANF
$3.85B
| $27M | 0.02% |
948,278
+33,322
| +4% | +$934K |
|
|
ELLI
1563
DELISTED
Ellie Mae Inc
ELLI
| $27M | 0.02% |
298,334
-138,091
| -32% | -$10.3M |
|
1564
Cencora
COR
$59.6B
| $27M | 0.02% |
312,059
+13,644
| +5% | +$1.22M |
|
1565
Helios Technologies
HLIO
$2.69B
| $27M | 0.02% |
813,576
+48,316
| +6% | +$1.42M |
|
|
SNCR
1566
DELISTED
Synchronoss Technologies
SNCR
| $27M | 0.02% |
92,769
+1,097
| +1% | +$286K |
|
|
PSB
1567
DELISTED
PS Business Parks, Inc.
PSB
| $27M | 0.02% |
268,374
+5,226
| +2% | +$477K |
|
1568
Community Trust Bancorp
CTBI
$1.44B
| $26.9M | 0.02% |
761,536
+23,608
| +3% | +$803K |
|
|
DRII
1569
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $26.9M | 0.02% |
1,105,907
+32,178
| +3% | +$688K |
|
1570
Jones Lang LaSalle
JLL
$16.9B
| $26.9M | 0.02% |
228,919
+3,941
| +2% | +$477K |
|
|
SIX
1571
DELISTED
Six Flags Entertainment Corp.
SIX
| $26.8M | 0.02% |
483,367
+7,850
| +2% | +$404K |
|
|
CCRN
1572
DELISTED
Cross Country Healthcare
CCRN
| $26.8M | 0.02% |
2,305,551
-112,769
| -5% | -$1.43M |
|
1573
Diamondrock Hospitality Co
DRH
$2.72B
| $26.7M | 0.02% |
2,635,714
-4,629
| -0.2% | -$41.1K |
|
|
HOS
1574
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $26.6M | 0.02% |
2,681,423
-4,273
| -0.2% | -$35.9K |
|
1575
Myers Industries
MYE
$1.38B
| $26.6M | 0.02% |
2,067,351
-6,853
| -0.3% | -$80.8K |
|
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.