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 | |
|---|---|---|---|---|---|---|
|
SBNY
1326
DELISTED
Signature Bank
SBNY
| $34.6M | 0.02% |
254,092
+3,357
| +1% | +$457K |
|
|
ITG
1327
DELISTED
Investment Technology Group Inc
ITG
| $34.5M | 0.02% |
1,561,134
+2,310
| +0.1% | +$42.3K |
|
1328
Edgewell Personal Care
EPC
$1.25B
| $34.5M | 0.02% |
428,060
+115,842
| +37% | +$8.88M |
|
1329
Fortune Brands Innovations
FBIN
$5.88B
| $34.5M | 0.02% |
719,651
+7,110
| +1% | +$306K |
|
|
BRFS
1330
DELISTED
BRF SA
BRFS
| $34.5M | 0.02% |
2,418,478
| – | – |
|
1331
Hain Celestial
HAIN
$45M
| $34.4M | 0.02% |
841,765
+9,007
| +1% | +$338K |
|
1332
Forum Energy Technologies
FET
$708M
| $34.4M | 0.02% |
130,126
+32,428
| +33% | +$7.26M |
|
|
FEIC
1333
DELISTED
FEI COMPANY
FEIC
| $34.3M | 0.02% |
385,758
+45,454
| +13% | +$3.52M |
|
1334
Healthcare Services Group
HCSG
$1.6B
| $34.2M | 0.02% |
930,300
+188,015
| +25% | +$6.53M |
|
|
RPXC
1335
DELISTED
RPX Corporation
RPXC
| $34.2M | 0.02% |
3,039,860
+212,379
| +8% | +$2.26M |
|
|
EXAM
1336
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $34.2M | 0.02% |
1,155,888
+166,190
| +17% | +$4.52M |
|
1337
Toro Company
TTC
$8.75B
| $34.2M | 0.02% |
793,224
+20,968
| +3% | +$806K |
|
|
CCC
1338
DELISTED
Calgon Carbon Corp
CCC
| $34.2M | 0.02% |
2,436,145
+286,980
| +13% | +$4.37M |
|
|
PNRA
1339
DELISTED
Panera Bread Co
PNRA
| $34.1M | 0.02% |
166,293
-11,264
| -6% | -$2.24M |
|
1340
Expedia Group
EXPE
$35.4B
| $34M | 0.02% |
315,750
-55,826
| -15% | -$5.95M |
|
|
GAP
1341
The Gap Inc
GAP
$7.23B
| $34M | 0.02% |
1,157,345
+48,147
| +4% | +$1.26M |
|
|
SNBR
1342
DELISTED
Sleep Number
SNBR
| $34M | 0.02% |
1,754,649
+113,318
| +7% | +$2.16M |
|
1343
Ulta Beauty
ULTA
$22B
| $33.9M | 0.02% |
174,967
+2,572
| +1% | +$448K |
|
1344
AeroVironment
AVAV
$7.56B
| $33.9M | 0.02% |
1,196,642
+15,622
| +1% | +$408K |
|
1345
COPT Defense Properties
CDP
$4.3B
| $33.9M | 0.02% |
1,290,733
+23,546
| +2% | +$546K |
|
1346
Genpact
G
$5.96B
| $33.8M | 0.02% |
1,242,350
+5,456
| +0.4% | +$138K |
|
|
RTEC
1347
DELISTED
Rudolph Technologies Inc
RTEC
| $33.7M | 0.02% |
2,469,670
+254,919
| +12% | +$3.22M |
|
1348
First Industrial Realty Trust
FR
$8.73B
| $33.7M | 0.02% |
1,481,373
+1,449
| +0.1% | +$30.5K |
|
1349
Resources Connection
RGP
$151M
| $33.6M | 0.02% |
2,161,568
+157,145
| +8% | +$2.28M |
|
1350
Encore Capital Group
ECPG
$2.02B
| $33.5M | 0.02% |
1,303,107
-3,487
| -0.3% | -$80.4K |
|
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.