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 | |
|---|---|---|---|---|---|---|
1051
ITT
ITT
$17.6B
| $44.8M | 0.03% |
1,215,648
+379,354
| +45% | +$12.9M |
|
1052
Papa John's
PZZA
$1.03B
| $44.8M | 0.03% |
827,518
-286,578
| -26% | -$15.1M |
|
1053
Royal Gold
RGLD
$16.9B
| $44.8M | 0.03% |
874,096
+253,702
| +41% | +$10.3M |
|
|
WPX
1054
DELISTED
WPX Energy, Inc.
WPX
| $44.8M | 0.03% |
6,414,264
+621,899
| +11% | +$3.17M |
|
1055
CBIZ
CBZ
$3B
| $44.8M | 0.03% |
4,442,161
+237,310
| +6% | +$2.41M |
|
1056
Five Below
FIVE
$11.8B
| $44.8M | 0.03% |
1,083,785
+83,084
| +8% | +$3.04M |
|
|
ECHO
1057
EchoStar
ECHO
$24.3B
| $44.8M | 0.03% |
1,247,905
+63,496
| +5% | +$2.02M |
|
1058
Generac Holdings
GNRC
$11.9B
| $44.8M | 0.03% |
1,202,408
+360,522
| +43% | +$11.6M |
|
|
BNCL
1059
DELISTED
Beneficial Bancorp, Inc.
BNCL
| $44.8M | 0.03% |
3,269,924
+598,153
| +22% | +$7.73M |
|
|
CIR
1060
DELISTED
CIRCOR International, Inc
CIR
| $44.7M | 0.03% |
964,564
+53,476
| +6% | +$2.08M |
|
|
EVER
1061
DELISTED
Everbank Financial Corp
EVER
| $44.7M | 0.03% |
2,962,789
+142,704
| +5% | +$1.98M |
|
|
EQC
1062
DELISTED
Equity Commonwealth
EQC
| $44.7M | 0.03% |
1,583,766
+19,068
| +1% | +$515K |
|
1063
Hecla Mining
HL
$9.54B
| $44.7M | 0.03% |
16,073,377
+1,277,644
| +9% | +$2.89M |
|
|
ISCA
1064
DELISTED
International Speedway Corp
ISCA
| $44.6M | 0.03% |
1,208,938
+92,187
| +8% | +$3.14M |
|
|
EE
1065
DELISTED
El Paso Electric Company
EE
| $44.5M | 0.03% |
970,316
+43,970
| +5% | +$1.81M |
|
|
ORBC
1066
DELISTED
ORBCOMM, Inc.
ORBC
| $44.5M | 0.03% |
4,391,996
+337,922
| +8% | +$2.76M |
|
1067
Dorman Products
DORM
$3.74B
| $44.4M | 0.03% |
815,205
-31,893
| -4% | -$1.51M |
|
1068
PG&E
PCG
$37.5B
| $44.3M | 0.03% |
742,247
+38,759
| +6% | +$2.16M |
|
|
EMCI
1069
DELISTED
EMC INS Group Inc
EMCI
| $44.3M | 0.03% |
1,726,585
+27,366
| +2% | +$661K |
|
1070
Ingles Markets
IMKTA
$1.73B
| $44.3M | 0.03% |
1,180,636
+50,930
| +5% | +$1.82M |
|
1071
Cable One
CABO
$240M
| $44.2M | 0.03% |
101,198
-11,729
| -10% | -$4.99M |
|
1072
Corpay
CPAY
$25B
| $44.2M | 0.03% |
297,264
+18,902
| +7% | +$2.46M |
|
1073
TTM Technologies
TTMI
$12.4B
| $44.2M | 0.03% |
6,643,040
+253,532
| +4% | +$1.56M |
|
1074
Norwegian Cruise Line
NCLH
$8.89B
| $44.1M | 0.03% |
798,049
+47,282
| +6% | +$2.28M |
|
1075
AutoZone
AZO
$49B
| $44M | 0.03% |
55,213
-148
| -0.3% | -$112K |
|
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.