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 | |
|---|---|---|---|---|---|---|
1926
Boyd Gaming
BYD
$6.16B
| $17M | 0.01% |
821,453
-88,689
| -10% | -$1.57M |
|
1927
SiriusXM
SIRI
$10.4B
| $17M | 0.01% |
429,383
-12,134
| -3% | -$453K |
|
1928
Central Garden & Pet Co
CENT
$2.72B
| $16.9M | 0.01% |
1,295,275
-1,250
| -0.1% | -$14.2K |
|
1929
Polaris
PII
$4.02B
| $16.9M | 0.01% |
171,914
+4,207
| +3% | +$365K |
|
1930
Saga Communications
SGA
$59.2M
| $16.9M | 0.01% |
422,225
+100
| +0% | +$3.92K |
|
1931
Sabra Healthcare REIT
SBRA
$5.2B
| $16.9M | 0.01% |
841,333
+16,671
| +2% | +$320K |
|
|
PPBI
1932
DELISTED
Pacific Premier Bancorp
PPBI
| $16.9M | 0.01% |
789,805
+75,643
| +11% | +$1.54M |
|
1933
Artisan Partners
APAM
$2.99B
| $16.8M | 0.01% |
545,463
+153,286
| +39% | +$4.48M |
|
1934
American Tower
AMT
$81.7B
| $16.7M | 0.01% |
163,468
+6,543
| +4% | +$612K |
|
1935
Tootsie Roll Industries
TR
$2.96B
| $16.7M | 0.01% |
643,647
+12,925
| +2% | +$306K |
|
|
AGU
1936
DELISTED
Agrium
AGU
| $16.7M | 0.01% |
189,508
-19,649
| -9% | -$1.7M |
|
|
DISH
1937
DELISTED
DISH Network Corp.
DISH
| $16.7M | 0.01% |
360,565
+9,620
| +3% | +$464K |
|
|
USAK
1938
DELISTED
USA Truck Inc
USAK
| $16.7M | 0.01% |
884,834
-13,847
| -2% | -$224K |
|
1939
National Fuel Gas
NFG
$7.87B
| $16.6M | 0.01% |
332,600
+12,836
| +4% | +$591K |
|
1940
Johnson Outdoors
JOUT
$502M
| $16.6M | 0.01% |
747,886
+500
| +0.1% | +$10.9K |
|
1941
Mercantile Bank Corp
MBWM
$1.05B
| $16.6M | 0.01% |
741,101
+21,317
| +3% | +$481K |
|
|
PSTB
1942
DELISTED
Park Sterling Corp.
PSTB
| $16.6M | 0.01% |
2,488,467
+113,497
| +5% | +$761K |
|
1943
Gartner
IT
$10.1B
| $16.6M | 0.01% |
185,741
+1,690
| +0.9% | +$143K |
|
|
PAMT
1944
PAMT Corp
PAMT
$349M
| $16.6M | 0.01% |
2,155,076
+7,196
| +0.3% | +$49.4K |
|
|
BMTC
1945
DELISTED
Bryn Mawr Bank Corp
BMTC
| $16.6M | 0.01% |
644,497
+61,129
| +10% | +$1.59M |
|
1946
Winmark
WINA
$1.25B
| $16.5M | 0.01% |
168,628
-86
| -0.1% | -$8.21K |
|
|
BKMU
1947
DELISTED
Bank Mutual Corp
BKMU
| $16.5M | 0.01% |
2,179,049
+78,660
| +4% | +$591K |
|
|
UCFC
1948
DELISTED
United Community Financial Corp
UCFC
| $16.5M | 0.01% |
2,806,444
+48,141
| +2% | +$279K |
|
1949
IMAX
IMAX
$2.8B
| $16.5M | 0.01% |
529,586
-6,493
| -1% | -$199K |
|
1950
Rollins
ROL
$18.2B
| $16.5M | 0.01% |
1,364,888
-91,474
| -6% | -$1.09M |
|
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.