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 | |
|---|---|---|---|---|---|---|
|
AVP
2576
DELISTED
Avon Products, Inc.
AVP
| $3.88M | ﹤0.01% |
805,739
+300,249
| +59% | +$1.07M |
|
2577
Geospace Technologies
GEOS
$93.3M
| $3.87M | ﹤0.01% |
313,856
-400
| -0.1% | -$4.41K |
|
|
CBK
2578
DELISTED
Christopher & Banks Corporation
CBK
| $3.87M | ﹤0.01% |
1,618,576
+150,369
| +10% | +$269K |
|
2579
Biglari Holdings Class B
BH
$1.24B
| $3.86M | ﹤0.01% |
15,563
+3,594
| +30% | +$867K |
|
|
NVTR
2580
DELISTED
Nuvectra Corporation Common Stock
NVTR
| $3.85M | ﹤0.01% |
+711,808
| New | +$3.83M |
|
2581
Vermilion Energy
VET
$1.75B
| $3.84M | ﹤0.01% |
131,314
-3,419
| -3% | -$91.8K |
|
2582
8x8 Inc
EGHT
$295M
| $3.83M | ﹤0.01% |
381,059
-33,286
| -8% | -$365K |
|
|
FAC
2583
DELISTED
First Acceptance Corp.
FAC
| $3.83M | ﹤0.01% |
2,128,867
-11,112
| -0.5% | -$23.5K |
|
2584
Cumberland Pharmaceuticals
CPIX
$93.3M
| $3.83M | ﹤0.01% |
852,511
-1,325
| -0.2% | -$6.31K |
|
2585
OneSpan
OSPN
$586M
| $3.79M | ﹤0.01% |
246,448
-200
| -0.1% | -$2.97K |
|
|
OLP
2586
One Liberty Properties
OLP
$532M
| $3.79M | ﹤0.01% |
168,995
+2,583
| +2% | +$54.2K |
|
|
CCUR
2587
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $3.78M | ﹤0.01% |
640,632
+3,583
| +0.6% | +$20K |
|
|
STZ.B
2588
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $3.74M | ﹤0.01% |
25,173
+75
| +0.3% | +$10.9K |
|
|
GBL
2589
DELISTED
GAMCO Investors, Inc.
GBL
| $3.74M | ﹤0.01% |
100,806
+10,891
| +12% | +$355K |
|
|
VMW
2590
DELISTED
VMware, Inc
VMW
| $3.73M | ﹤0.01% |
71,391
+2,865
| +4% | +$142K |
|
2591
Celestica
CLS
$38.7B
| $3.72M | ﹤0.01% |
339,020
+47,682
| +16% | +$482K |
|
|
SZMK
2592
DELISTED
SIZMEK INC COM STK (DE)
SZMK
| $3.71M | ﹤0.01% |
1,280,329
+22,791
| +2% | +$72.9K |
|
|
MOFG
2593
DELISTED
MidWestOne Financial Group
MOFG
| $3.7M | ﹤0.01% |
134,854
+4,048
| +3% | +$110K |
|
2594
W&T Offshore
WTI
$519M
| $3.7M | ﹤0.01% |
1,690,429
-160,288
| -9% | -$325K |
|
|
CAS
2595
DELISTED
A M Castle & Co
CAS
| $3.68M | ﹤0.01% |
1,364,195
-21,870
| -2% | -$45.8K |
|
|
DCM
2596
DELISTED
NTT DOCOMO, Inc.
DCM
| $3.68M | ﹤0.01% |
161,652
+3,000
| +2% | +$67K |
|
2597
NMI Holdings
NMIH
$3.35B
| $3.65M | ﹤0.01% |
723,713
+111,530
| +18% | +$582K |
|
|
NTK
2598
DELISTED
NORTEK INC COM NEW (DE)
NTK
| $3.6M | ﹤0.01% |
74,451
-335
| -0.4% | -$13.7K |
|
|
CLCT
2599
DELISTED
Collectors Universe
CLCT
| $3.56M | ﹤0.01% |
214,691
+3,445
| +2% | +$53.4K |
|
2600
eHealth
EHTH
$44.4M
| $3.53M | ﹤0.01% |
376,113
-9,529
| -2% | -$94.6K |
|
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.