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 | |
|---|---|---|---|---|---|---|
2701
IRIDEX
IRIX
$14.3M
| $2.57M | ﹤0.01% |
251,849
| – | – |
|
|
CBNK
2702
DELISTED
CHICOPEE BANCORP INC COM STK
CBNK
| $2.57M | ﹤0.01% |
145,541
| – | – |
|
|
BVH
2703
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $2.56M | ﹤0.01% |
32,088
| – | – |
|
|
HFBC
2704
DELISTED
HopFed Bancorp Inc
HFBC
| $2.56M | ﹤0.01% |
223,519
| – | – |
|
2705
Santander
BSBR
$42.5B
| $2.52M | ﹤0.01% |
566,314
+30,434
| +6% | +$111K |
|
2706
United-Guardian
UG
$32.4M
| $2.52M | ﹤0.01% |
121,858
| – | – |
|
|
VA
2707
DELISTED
Virgin America Inc.
VA
| $2.51M | ﹤0.01% |
+65,197
| New | +$2.03M |
|
|
PDS
2708
Precision Drilling
PDS
$999M
| $2.5M | ﹤0.01% |
29,807
-2,079
| -7% | -$148K |
|
|
BCA
2709
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
| $2.5M | ﹤0.01% |
182,190
+11,735
| +7% | +$141K |
|
|
AC
2710
DELISTED
Associated Capital Group
AC
| $2.48M | ﹤0.01% |
89,004
| – | – |
|
2711
Immersion
IMMR
$251M
| $2.46M | ﹤0.01% |
298,440
-2,900
| -1% | -$24K |
|
|
UMH
2712
UMH Properties
UMH
$1.29B
| $2.46M | ﹤0.01% |
248,272
+9,870
| +4% | +$95K |
|
|
PRMW
2713
DELISTED
Primo Water Corporation
PRMW
| $2.46M | ﹤0.01% |
243,357
+91,546
| +60% | +$820K |
|
2714
Magnachip Semiconductor
MX
$119M
| $2.45M | ﹤0.01% |
451,099
-130,195
| -22% | -$606K |
|
|
BHBK
2715
DELISTED
Blue Hills Bancorp, Inc.
BHBK
| $2.45M | ﹤0.01% |
179,296
+88,927
| +98% | +$1.25M |
|
2716
Thomson Reuters
TRI
$42.8B
| $2.45M | ﹤0.01% |
52,130
+1,897
| +4% | +$81.6K |
|
2717
SIFCO Industries
SIF
$161M
| $2.44M | ﹤0.01% |
262,425
| – | – |
|
2718
Landmark Bancorp
LARK
$191M
| $2.43M | ﹤0.01% |
158,555
+687
| +0.4% | +$10.4K |
|
2719
Liquidity Services
LQDT
$1.22B
| $2.43M | ﹤0.01% |
469,273
+27,861
| +6% | +$149K |
|
|
AV
2720
DELISTED
Aviva Plc
AV
| $2.43M | ﹤0.01% |
185,974
+21,633
| +13% | +$285K |
|
|
MSL
2721
DELISTED
Midsouth Bancorp, Inc.
MSL
| $2.42M | ﹤0.01% |
316,582
+1,300
| +0.4% | +$9.99K |
|
2722
Ark Restaurants
ARKR
$20.4M
| $2.4M | ﹤0.01% |
116,323
-352
| -0.3% | -$7.46K |
|
|
OLBK
2723
DELISTED
Old Line Bancshares, Inc.
OLBK
| $2.36M | ﹤0.01% |
131,114
+884
| +0.7% | +$15.7K |
|
2724
Vaalco Energy
EGY
$570M
| $2.36M | ﹤0.01% |
2,512,356
| – | – |
|
2725
First United
FUNC
$285M
| $2.35M | ﹤0.01% |
214,750
+952
| +0.4% | +$9.85K |
|
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.