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 | |
|---|---|---|---|---|---|---|
2601
Sportsman's Warehouse
SPWH
$45.7M
| $3.53M | ﹤0.01% |
280,147
+1,700
| +0.6% | +$21.7K |
|
|
MNI
2602
DELISTED
The McClatchy Company Class A Common Stock
MNI
| $3.52M | ﹤0.01% |
335,635
-2,783
| -0.8% | -$29.6K |
|
|
MFNC
2603
DELISTED
Mackinac Financial Corporation
MFNC
| $3.52M | ﹤0.01% |
343,282
| – | – |
|
|
OSGB
2604
DELISTED
OVERSEAS SHIPHOLDING GROUP, INC. COM CL B
OSGB
| $3.52M | ﹤0.01% |
1,636,512
-6,410
| -0.4% | -$17K |
|
|
MEET
2605
DELISTED
The Meet Group, Inc. Common Stock
MEET
| $3.51M | ﹤0.01% |
1,237,418
+642,104
| +108% | +$2.03M |
|
|
SQI
2606
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
| $3.51M | ﹤0.01% |
252,599
+86,438
| +52% | +$1.09M |
|
|
STCN
2607
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $3.46M | ﹤0.01% |
252,586
-6,299
| -2% | -$114K |
|
2608
Embotelladora Andina Series B
AKO.B
$4.8B
| $3.45M | ﹤0.01% |
180,973
+13,622
| +8% | +$234K |
|
2609
Lifeway Foods
LWAY
$452M
| $3.45M | ﹤0.01% |
318,691
| – | – |
|
2610
Comscore
SCOR
$108M
| $3.45M | ﹤0.01% |
+5,742
| New | +$4.15M |
|
2611
Gaia
GAIA
$47.1M
| $3.44M | ﹤0.01% |
537,481
+12,644
| +2% | +$68.9K |
|
2612
Ameresco
AMRC
$1.19B
| $3.44M | ﹤0.01% |
720,555
+37,922
| +6% | +$193K |
|
|
CRR
2613
DELISTED
Carbo Ceramics Inc.
CRR
| $3.41M | ﹤0.01% |
240,344
-525
| -0.2% | -$9.06K |
|
2614
Lands' End
LE
$380M
| $3.41M | ﹤0.01% |
133,724
-741
| -0.6% | -$17.4K |
|
2615
Tandy Leather Factory
TLF
$19.3M
| $3.4M | ﹤0.01% |
489,984
| – | – |
|
2616
Franco-Nevada
FNV
$41.2B
| $3.4M | ﹤0.01% |
55,452
+1,634
| +3% | +$87.7K |
|
2617
St. Joe Company
JOE
$3.62B
| $3.39M | ﹤0.01% |
197,827
+82,130
| +71% | +$1.3M |
|
2618
Crawford & Co Class B
CRD.B
$497M
| $3.39M | ﹤0.01% |
522,723
-2,558
| -0.5% | -$12.7K |
|
|
PRCP
2619
DELISTED
Perceptron Inc
PRCP
| $3.38M | ﹤0.01% |
697,575
-4,627
| -0.7% | -$27.4K |
|
|
LSBG
2620
DELISTED
Lake Sunapee Bank Group
LSBG
| $3.37M | ﹤0.01% |
241,263
+718
| +0.3% | +$10.1K |
|
2621
DMC Global
BOOM
$150M
| $3.34M | ﹤0.01% |
515,507
+15,689
| +3% | +$95.8K |
|
|
AMRB
2622
DELISTED
American River Bankshares
AMRB
| $3.34M | ﹤0.01% |
328,763
| – | – |
|
|
EPE
2623
DELISTED
EP Energy Corporation
EPE
| $3.32M | ﹤0.01% |
735,106
-3,827
| -0.5% | -$14K |
|
|
MGI
2624
DELISTED
MoneyGram International, Inc. New
MGI
| $3.32M | ﹤0.01% |
542,053
+9,510
| +2% | +$53.7K |
|
2625
Kewaunee Scientific
KEQU
$102M
| $3.31M | ﹤0.01% |
198,715
| – | – |
|
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.