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 | |
|---|---|---|---|---|---|---|
2551
Independent Bank Corp
IBCP
$791M
| $4.21M | ﹤0.01% |
288,989
+22,282
| +8% | +$325K |
|
|
N
2552
DELISTED
Netsuite Inc
N
| $4.19M | ﹤0.01% |
61,237
+2,410
| +4% | +$158K |
|
2553
First Business Financial Services
FBIZ
$600M
| $4.18M | ﹤0.01% |
182,173
+16,497
| +10% | +$368K |
|
|
BBRG
2554
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $4.14M | ﹤0.01% |
533,739
-742
| -0.1% | -$6.03K |
|
2555
V2X
VVX
$2.86B
| $4.13M | ﹤0.01% |
181,318
+37,278
| +26% | +$739K |
|
2556
Par Pacific Holdings
PARR
$4.26B
| $4.12M | ﹤0.01% |
219,511
+35,545
| +19% | +$763K |
|
|
ACH
2557
DELISTED
Alum Corp of China Ltd
ACH
| $4.11M | ﹤0.01% |
514,776
-35,053
| -6% | -$284K |
|
|
CTG
2558
DELISTED
Computer Task Group, Inc.
CTG
| $4.1M | ﹤0.01% |
802,696
+7,611
| +1% | +$42.3K |
|
2559
Kopin
KOPN
$686M
| $4.06M | ﹤0.01% |
2,443,956
-43,023
| -2% | -$82.3K |
|
2560
Methanex
MEOH
$4.22B
| $4.05M | ﹤0.01% |
126,089
-9,561
| -7% | -$284K |
|
|
CNBKA
2561
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $4.03M | ﹤0.01% |
103,602
+514
| +0.5% | +$20.5K |
|
|
GCP
2562
DELISTED
GCP Applied Technologies Inc.
GCP
| $4.02M | ﹤0.01% |
+201,408
| New | +$3.66M |
|
2563
Ultralife
ULBI
$89.9M
| $4M | ﹤0.01% |
780,611
+5,777
| +0.7% | +$31.3K |
|
|
CPL
2564
DELISTED
CPFL Energia S.A.
CPL
| $3.99M | ﹤0.01% |
375,600
| – | – |
|
|
KEM
2565
DELISTED
KEMET Corporation
KEM
| $3.99M | ﹤0.01% |
2,068,065
-10,613
| -0.5% | -$18.7K |
|
|
FBNK
2566
DELISTED
First Connecticut Bancorp, Inc
FBNK
| $3.99M | ﹤0.01% |
249,896
+43,549
| +21% | +$707K |
|
|
PPIH
2567
Perma-Pipe International
PPIH
$194M
| $3.97M | ﹤0.01% |
566,819
+60
| +0% | +$420 |
|
|
SRT
2568
DELISTED
Startek Inc.
SRT
| $3.96M | ﹤0.01% |
943,416
-2,900
| -0.3% | -$11.8K |
|
2569
Green Brick Partners
GRBK
$3.07B
| $3.95M | ﹤0.01% |
520,732
-200
| -0% | -$1.24K |
|
|
BSQR
2570
DELISTED
BSQUARE Corporation
BSQR
| $3.95M | ﹤0.01% |
666,522
+37,049
| +6% | +$206K |
|
|
HMNF
2571
DELISTED
HMN Financial Inc
HMNF
| $3.94M | ﹤0.01% |
350,079
| – | – |
|
|
NCIT
2572
DELISTED
NCI, Inc.
NCIT
| $3.93M | ﹤0.01% |
280,238
+22,864
| +9% | +$310K |
|
|
IVAC
2573
DELISTED
Intevac Inc
IVAC
| $3.88M | ﹤0.01% |
862,320
-920
| -0.1% | -$4.16K |
|
2574
Escalade
ESCA
$288M
| $3.88M | ﹤0.01% |
329,459
+600
| +0.2% | +$7.43K |
|
2575
Clean Energy Fuels
CLNE
$414M
| $3.88M | ﹤0.01% |
1,323,085
-680
| -0.1% | -$1.91K |
|
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.