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 | |
|---|---|---|---|---|---|---|
2626
NLI Holdings
NL
$285M
| $3.31M | ﹤0.01% |
1,464,042
-11,497
| -0.8% | -$27.3K |
|
2627
Aegon
AEG
$14B
| $3.29M | ﹤0.01% |
833,313
+1,661
| +0.2% | +$6.43K |
|
2628
Bridgford Foods
BRID
$57.6M
| $3.27M | ﹤0.01% |
265,366
| – | – |
|
2629
Gencor Industries
GENC
$213M
| $3.26M | ﹤0.01% |
334,437
+38,302
| +13% | +$324K |
|
|
DDC
2630
DELISTED
Dominion Diamond Corporation
DDC
| $3.25M | ﹤0.01% |
293,210
-2,500
| -0.8% | -$27.3K |
|
|
CNCO
2631
DELISTED
Cencosud S.A.
CNCO
| $3.25M | ﹤0.01% |
423,040
+17,829
| +4% | +$116K |
|
2632
Canadian Pacific Kansas City
CP
$78.3B
| $3.24M | ﹤0.01% |
122,225
-2,150
| -2% | -$52.4K |
|
|
DGAS
2633
DELISTED
Delta Natural Gas Co Inc
DGAS
| $3.24M | ﹤0.01% |
140,136
+533
| +0.4% | +$11.7K |
|
|
PWX
2634
DELISTED
Providence & Worcester Railroad Company
PWX
| $3.22M | ﹤0.01% |
223,633
-35
| -0% | -$473 |
|
|
PRGX
2635
DELISTED
PRGX Global, Inc.
PRGX
| $3.21M | ﹤0.01% |
679,328
+7,678
| +1% | +$30.4K |
|
|
STRR
2636
Star Equity Holdings
STRR
$39.9M
| $3.2M | ﹤0.01% |
134,985
+1,165
| +0.9% | +$31K |
|
2637
Universal Technical Institute
UTI
$2.19B
| $3.19M | ﹤0.01% |
740,779
+35,123
| +5% | +$137K |
|
|
NRCIB
2638
DELISTED
National Research Corp Class B
NRCIB
| $3.19M | ﹤0.01% |
90,700
| – | – |
|
2639
Rigel Pharmaceuticals
RIGL
$679M
| $3.18M | ﹤0.01% |
152,727
-9,355
| -6% | -$231K |
|
2640
3D Systems Corp
DDD
$449M
| $3.17M | ﹤0.01% |
204,819
+12,100
| +6% | +$125K |
|
|
AKS
2641
DELISTED
AK Steel Holding Corp
AKS
| $3.14M | ﹤0.01% |
760,890
| – | – |
|
|
BLUE
2642
DELISTED
bluebird bio
BLUE
| $3.12M | ﹤0.01% |
5,675
-102
| -2% | -$62.6K |
|
|
RST
2643
DELISTED
ROSETTA STONE INC
RST
| $3.12M | ﹤0.01% |
464,332
-46,116
| -9% | -$325K |
|
|
ONE
2644
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
| $3.11M | ﹤0.01% |
795,405
+98,206
| +14% | +$365K |
|
2645
Ascent Industries
ACNT
$140M
| $3.1M | ﹤0.01% |
391,844
+4,276
| +1% | +$32.6K |
|
2646
Chemours
CC
$2.55B
| $3.1M | ﹤0.01% |
442,617
+180,681
| +69% | +$908K |
|
|
CMLS
2647
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $3.1M | ﹤0.01% |
833,538
-15,061
| -2% | -$39.4K |
|
2648
Amphastar Pharmaceuticals
AMPH
$872M
| $3.09M | ﹤0.01% |
257,454
+189,266
| +278% | +$2.23M |
|
2649
Acacia Research
ACTG
$431M
| $3.09M | ﹤0.01% |
814,515
+82,617
| +11% | +$303K |
|
2650
TransAlta
TAC
$3.95B
| $3.09M | ﹤0.01% |
663,871
-89,921
| -12% | -$348K |
|
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.