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 | |
|---|---|---|---|---|---|---|
1951
Tronox
TROX
$948M
| $16.4M | 0.01% |
2,572,857
-4,263
| -0.2% | -$18.9K |
|
1952
Coeur Mining
CDE
$16.7B
| $16.4M | 0.01% |
2,918,916
+943
| +0% | +$3.27K |
|
1953
First Community Bankshares
FCBC
$924M
| $16.4M | 0.01% |
826,301
+28,748
| +4% | +$524K |
|
1954
Tesla
TSLA
$1.29T
| $16.4M | 0.01% |
1,067,865
+47,805
| +5% | +$629K |
|
1955
Powell Industries
POWL
$7.7B
| $16.3M | 0.01% |
1,644,513
+155,232
| +10% | +$1.37M |
|
|
ESIO
1956
DELISTED
Electro Scientific Industries
ESIO
| $16.3M | 0.01% |
2,277,250
+148,327
| +7% | +$962K |
|
|
SCMP
1957
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $16.3M | 0.01% |
1,489,487
-42,924
| -3% | -$542K |
|
|
BBOX
1958
DELISTED
Black Box Corp
BBOX
| $16.2M | 0.01% |
1,204,086
-46,615
| -4% | -$500K |
|
1959
Build-A-Bear
BBW
$430M
| $16.2M | 0.01% |
1,247,755
-37,289
| -3% | -$479K |
|
1960
Zebra Technologies
ZBRA
$17.6B
| $16.1M | 0.01% |
233,239
-56,774
| -20% | -$3.55M |
|
|
AVID
1961
DELISTED
Avid Technology Inc
AVID
| $16M | 0.01% |
2,372,545
+69,031
| +3% | +$490K |
|
1962
Axcelis
ACLS
$4.29B
| $16M | 0.01% |
1,431,525
+63,843
| +5% | +$653K |
|
|
LION
1963
DELISTED
Fidelity Southern Corporation
LION
| $16M | 0.01% |
999,294
+145,875
| +17% | +$2.39M |
|
1964
AMC Global Media
AMCX
$501M
| $16M | 0.01% |
246,468
-789
| -0.3% | -$54K |
|
|
SFR
1965
DELISTED
Starwood Waypoint Homes
SFR
| $16M | 0.01% |
646,671
+129,794
| +25% | +$2.91M |
|
1966
Supernus Pharmaceuticals
SUPN
$2.51B
| $16M | 0.01% |
1,047,813
-39,242
| -4% | -$512K |
|
1967
Inogen
INGN
$187M
| $16M | 0.01% |
355,069
+80,737
| +29% | +$2.88M |
|
1968
Willis Lease Finance
WLFC
$1.69B
| $16M | 0.01% |
2,217,654
-3,021
| -0.1% | -$19.7K |
|
1969
Artivion
AORT
$1.31B
| $16M | 0.01% |
1,484,091
-16,995
| -1% | -$173K |
|
1970
Jazz Pharmaceuticals
JAZZ
$16.4B
| $15.9M | 0.01% |
121,979
+6,377
| +6% | +$794K |
|
1971
1-800-Flowers.com
FLWS
$265M
| $15.9M | 0.01% |
2,018,150
+128,279
| +7% | +$961K |
|
|
SLCA
1972
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $15.9M | 0.01% |
698,031
-1,021
| -0.1% | -$18.9K |
|
1973
QuidelOrtho
QDEL
$1.2B
| $15.8M | 0.01% |
914,491
+113,109
| +14% | +$1.89M |
|
|
LCI
1974
DELISTED
Lannett Company, Inc.
LCI
| $15.8M | 0.01% |
219,781
-2,999
| -1% | -$317K |
|
1975
Knowles
KN
$3.45B
| $15.7M | 0.01% |
1,194,069
-28,538
| -2% | -$351K |
|
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.