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 | |
|---|---|---|---|---|---|---|
|
WSTL
2776
DELISTED
Westell Technologies Inc
WSTL
| $1.9M | ﹤0.01% |
406,548
-4,213
| -1% | -$19.3K |
|
2777
Aviat Networks
AVNW
$265M
| $1.9M | ﹤0.01% |
445,898
-48,939
| -10% | -$200K |
|
|
PHLT
2778
DELISTED
Performant Healthcare Inc
PHLT
| $1.89M | ﹤0.01% |
1,110,481
-16,150
| -1% | -$28K |
|
|
ESV
2779
DELISTED
Ensco Rowan plc
ESV
| $1.88M | ﹤0.01% |
45,401
+850
| +2% | +$34.7K |
|
2780
Climb Global Solutions
CLMB
$500M
| $1.88M | ﹤0.01% |
439,524
| – | – |
|
|
IIN
2781
DELISTED
IntriCon Corporation
IIN
| $1.88M | ﹤0.01% |
294,604
| – | – |
|
2782
Rocky Mountain Chocolate Factory
RMCF
$7.93M
| $1.87M | ﹤0.01% |
183,742
| – | – |
|
2783
Travelzoo
TZOO
$74.3M
| $1.87M | ﹤0.01% |
229,830
+21,732
| +10% | +$169K |
|
|
GOLD
2784
DELISTED
Randgold Resources Ltd
GOLD
| $1.86M | ﹤0.01% |
20,497
+121
| +0.6% | +$9.71K |
|
|
ERF
2785
DELISTED
Enerplus Corporation
ERF
| $1.86M | ﹤0.01% |
472,234
-43,335
| -8% | -$135K |
|
2786
Moog Inc Class B
MOG.B
| $1.85M | ﹤0.01% |
40,958
| – | – |
|
2787
Commercial Vehicle Group
CVGI
$154M
| $1.85M | ﹤0.01% |
697,550
+19,630
| +3% | +$51.1K |
|
2788
Natural Health Trends
NHTC
$14.7M
| $1.85M | ﹤0.01% |
55,707
| – | – |
|
2789
Clarus
CLAR
$123M
| $1.85M | ﹤0.01% |
410,133
-1,004
| -0.2% | -$4.37K |
|
|
HCCI
2790
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $1.84M | ﹤0.01% |
185,264
+10,313
| +6% | +$90.4K |
|
2791
Northern Technologies International Corp
NTIC
$76.2M
| $1.84M | ﹤0.01% |
290,992
| – | – |
|
2792
Radiant Logistics
RLGT
$386M
| $1.82M | ﹤0.01% |
511,095
+25,464
| +5% | +$84.2K |
|
|
INTX
2793
DELISTED
Intersections, Inc.
INTX
| $1.82M | ﹤0.01% |
741,932
| – | – |
|
2794
Tenaris
TS
$28.9B
| $1.81M | ﹤0.01% |
73,101
-8,564
| -10% | -$188K |
|
2795
Pembina Pipeline
PBA
$28.4B
| $1.81M | ﹤0.01% |
67,044
+402
| +0.6% | +$9.38K |
|
|
AFH
2796
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
| $1.8M | ﹤0.01% |
99,174
+38,689
| +64% | +$681K |
|
2797
NVE Corp
NVEC
$562M
| $1.8M | ﹤0.01% |
31,796
+6,264
| +25% | +$322K |
|
|
HGG
2798
DELISTED
hhgregg Inc.
HGG
| $1.79M | ﹤0.01% |
850,347
-13,197
| -2% | -$27.2K |
|
2799
Shore Bancshares
SHBI
$819M
| $1.79M | ﹤0.01% |
149,090
+4,880
| +3% | +$55.4K |
|
|
GLDC
2800
DELISTED
GOLDEN ENTERPRISES
GLDC
| $1.78M | ﹤0.01% |
353,033
| – | – |
|
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.