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 | |
|---|---|---|---|---|---|---|
2676
Grupo Aval
AVAL
$6.27B
| $2.83M | ﹤0.01% |
366,232
+47,998
| +15% | +$322K |
|
|
EIGI
2677
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $2.83M | ﹤0.01% |
268,390
-676
| -0.3% | -$6.68K |
|
|
NVEE
2678
DELISTED
NV5 Global
NVEE
| $2.79M | ﹤0.01% |
415,224
+56,876
| +16% | +$293K |
|
|
PMBC
2679
DELISTED
Pacific Mercantile Bancorp
PMBC
| $2.78M | ﹤0.01% |
397,155
-5,623
| -1% | -$39.3K |
|
|
CHFN
2680
DELISTED
Charter Financial Corp
CHFN
| $2.78M | ﹤0.01% |
205,701
+50,400
| +32% | +$672K |
|
|
SENEB
2681
Seneca Foods Class B
SENEB
$1.16B
| $2.77M | ﹤0.01% |
72,399
| – | – |
|
2682
Mizuho Financial
MFG
$127B
| $2.75M | ﹤0.01% |
936,873
+2,400
| +0.3% | +$7.8K |
|
|
MOCO
2683
DELISTED
Mocon Inc
MOCO
| $2.75M | ﹤0.01% |
198,700
+728
| +0.4% | +$9.92K |
|
2684
STMicroelectronics
STM
$46.7B
| $2.75M | ﹤0.01% |
492,415
-3,349
| -0.7% | -$19.7K |
|
|
ICA
2685
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
| $2.74M | ﹤0.01% |
2,824,952
| – | – |
|
2686
Atlantic American Corp
AAME
$31.4M
| $2.74M | ﹤0.01% |
615,276
-2,451
| -0.4% | -$10.6K |
|
2687
BCE
BCE
$20.2B
| $2.68M | ﹤0.01% |
58,854
| – | – |
|
|
DGICB
2688
Donegal Group Class B
DGICB
$830M
| $2.68M | ﹤0.01% |
229,074
-4,713
| -2% | -$68.2K |
|
2689
Unity Bancorp
UNTY
$591M
| $2.68M | ﹤0.01% |
258,980
+960
| +0.4% | +$9.72K |
|
2690
C&F Financial
CFFI
$268M
| $2.67M | ﹤0.01% |
69,936
+772
| +1% | +$29.8K |
|
2691
Zillow
Z
$7.79B
| $2.67M | ﹤0.01% |
112,630
-342
| -0.3% | -$7.15K |
|
2692
Espey Mfg & Electronics Corp
ESP
$177M
| $2.67M | ﹤0.01% |
108,351
-200
| -0.2% | -$5.02K |
|
2693
Liberty Global Class A
LBTYA
$3.62B
| $2.66M | ﹤0.01% |
79,279
-1,164
| -1% | -$36.7K |
|
|
PGNX
2694
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $2.65M | ﹤0.01% |
607,328
-38,935
| -6% | -$173K |
|
2695
Amtech Systems
ASYS
$268M
| $2.65M | ﹤0.01% |
407,746
+16,843
| +4% | +$94.9K |
|
2696
Champion Homes
SKY
$4.37B
| $2.63M | ﹤0.01% |
284,074
-1,166
| -0.4% | -$5.57K |
|
|
LNW
2697
DELISTED
Light & Wonder
LNW
| $2.63M | ﹤0.01% |
278,696
-544,128
| -66% | -$4.06M |
|
2698
Tilly's
TLYS
$116M
| $2.62M | ﹤0.01% |
391,338
+31,783
| +9% | +$218K |
|
|
YZC
2699
DELISTED
Yanzhou Coal Mining
YZC
| $2.61M | ﹤0.01% |
495,269
-3,671
| -0.7% | -$16.3K |
|
2700
Home Bancorp
HBCP
$561M
| $2.61M | ﹤0.01% |
97,224
| – | – |
|
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.