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 | |
|---|---|---|---|---|---|---|
|
ANSS
1651
DELISTED
Ansys
ANSS
| $24.5M | 0.01% |
273,931
+354
| +0.1% | +$30.5K |
|
1652
Crocs
CROX
$6.77B
| $24.5M | 0.01% |
2,547,206
-172,407
| -6% | -$1.6M |
|
|
WBC
1653
DELISTED
WABCO HOLDINGS INC.
WBC
| $24.4M | 0.01% |
228,516
-9,627
| -4% | -$910K |
|
|
HTO
1654
H2O America
HTO
$2.6B
| $24.4M | 0.01% |
672,071
+35,574
| +6% | +$1.2M |
|
1655
O-I Glass
OI
$1.16B
| $24.4M | 0.01% |
1,527,368
-3,352
| -0.2% | -$48K |
|
1656
Park National Corp
PRK
$3.8B
| $24.4M | 0.01% |
270,769
-1,091
| -0.4% | -$94K |
|
1657
Trimble
TRMB
$13.9B
| $24.3M | 0.01% |
981,069
+173,199
| +21% | +$3.82M |
|
|
CSFL
1658
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $24.3M | 0.01% |
1,633,944
+178,504
| +12% | +$2.57M |
|
1659
WEX
WEX
$6.45B
| $24.3M | 0.01% |
291,687
+45,919
| +19% | +$3.32M |
|
1660
Lifecore Biomedical
LFCR
$163M
| $24.1M | 0.01% |
2,296,249
+2,700
| +0.1% | +$29.7K |
|
|
LMNX
1661
DELISTED
Luminex Corp
LMNX
| $24.1M | 0.01% |
1,239,894
+185,628
| +18% | +$3.54M |
|
|
SEMG
1662
DELISTED
SEMGROUP CORPORATION
SEMG
| $24M | 0.01% |
1,072,587
+191,179
| +22% | +$3.94M |
|
|
IQNT
1663
DELISTED
Inteliquent, Inc.
IQNT
| $24M | 0.01% |
1,496,298
+2,565
| +0.2% | +$42.4K |
|
|
WR
1664
DELISTED
Westar Energy Inc
WR
| $24M | 0.01% |
483,540
-4,530
| -0.9% | -$202K |
|
1665
Ameren
AEE
$30.3B
| $24M | 0.01% |
478,664
+16,976
| +4% | +$783K |
|
1666
AB InBev
BUD
$167B
| $24M | 0.01% |
192,303
+35
| +0% | +$4.15K |
|
1667
Flowers Foods
FLO
$1.55B
| $24M | 0.01% |
1,297,994
+13,601
| +1% | +$258K |
|
1668
OFG Bancorp
OFG
$2.26B
| $23.9M | 0.01% |
3,419,455
+145,725
| +4% | +$890K |
|
|
AGR
1669
DELISTED
Avangrid, Inc.
AGR
| $23.9M | 0.01% |
595,677
-339,204
| -36% | -$13.3M |
|
|
RRTS
1670
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $23.9M | 0.01% |
76,667
+4,254
| +6% | +$1.11M |
|
1671
Protolabs
PRLB
$2.11B
| $23.8M | 0.01% |
309,276
-8,019
| -3% | -$518K |
|
1672
TransDigm Group
TDG
$71.3B
| $23.8M | 0.01% |
108,138
+3,902
| +4% | +$852K |
|
1673
NN Inc
NNBR
$297M
| $23.8M | 0.01% |
1,737,713
+78,333
| +5% | +$970K |
|
1674
Synopsys
SNPS
$77.3B
| $23.7M | 0.01% |
490,192
+1,549
| +0.3% | +$68.4K |
|
|
ATRI
1675
DELISTED
Atrion Corp
ATRI
| $23.7M | 0.01% |
60,038
+308
| +0.5% | +$116K |
|
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.