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 | |
|---|---|---|---|---|---|---|
2801
CSP Inc
CSPI
$79.7M
| $1.78M | ﹤0.01% |
593,240
| – | – |
|
2802
Gray Media Inc
GTN.A
| $1.78M | ﹤0.01% |
167,768
| – | – |
|
2803
PennyMac Financial
PFSI
$3.92B
| $1.78M | ﹤0.01% |
151,145
+18,087
| +14% | +$218K |
|
2804
CPI Aerostructures
CVU
$66.2M
| $1.77M | ﹤0.01% |
242,143
-300
| -0.1% | -$2.5K |
|
2805
Acme United Corp
ACU
$217M
| $1.77M | ﹤0.01% |
108,233
+475
| +0.4% | +$7.36K |
|
|
MN
2806
DELISTED
MANNING & NAPIER, INC.
MN
| $1.76M | ﹤0.01% |
217,659
+23,139
| +12% | +$170K |
|
|
TERP
2807
DELISTED
TerraForm Power, Inc
TERP
| $1.75M | ﹤0.01% |
+202,869
| New | +$1.89M |
|
2808
Grupo Aeroportuario Centro Norte
OMAB
$5.16B
| $1.75M | ﹤0.01% |
38,389
-32,460
| -46% | -$1.25M |
|
2809
ORIX
IX
$44B
| $1.74M | ﹤0.01% |
122,020
+84,025
| +221% | +$1.14M |
|
|
MESG
2810
DELISTED
XURA INC COM (DE)
MESG
| $1.74M | ﹤0.01% |
88,378
+78,855
| +828% | +$1.62M |
|
2811
Civeo
CVEO
$345M
| $1.73M | ﹤0.01% |
117,229
-535
| -0.5% | -$7.11K |
|
|
MORE
2812
DELISTED
Monogram Residential Trust, Inc.
MORE
| $1.73M | ﹤0.01% |
+175,620
| New | +$1.6M |
|
|
UBFO
2813
DELISTED
United Security Bancshares
UBFO
| $1.73M | ﹤0.01% |
363,197
-15
| -0% | -$72 |
|
|
GPIC
2814
DELISTED
Gaming Partners International Corporation
GPIC
| $1.72M | ﹤0.01% |
174,456
| – | – |
|
|
QUMU
2815
DELISTED
Qumu Corp.
QUMU
| $1.71M | ﹤0.01% |
370,615
+2,000
| +0.5% | +$7.36K |
|
|
FRBK
2816
DELISTED
Republic First Bancorp Inc
FRBK
| $1.7M | ﹤0.01% |
403,817
+400
| +0.1% | +$1.66K |
|
2817
Eldorado Gold
EGO
$7.87B
| $1.69M | ﹤0.01% |
107,086
-6,274
| -6% | -$90.7K |
|
2818
Rayonier Advanced Materials
RYAM
$604M
| $1.67M | ﹤0.01% |
175,564
+154,274
| +725% | +$1.22M |
|
|
AIQ
2819
DELISTED
Alliance Healthcare Services
AIQ
| $1.66M | ﹤0.01% |
231,473
| – | – |
|
2820
Alamos Gold
AGI
$11.6B
| $1.65M | ﹤0.01% |
312,506
-3,503
| -1% | -$14.4K |
|
|
NAME
2821
DELISTED
Rightside Group, Ltd.
NAME
| $1.65M | ﹤0.01% |
204,807
+300
| +0.1% | +$2.53K |
|
|
CVLY
2822
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $1.64M | ﹤0.01% |
98,497
+5,393
| +6% | +$89.9K |
|
|
ARLZ
2823
DELISTED
Aralez Pharmaceuticals Inc.
ARLZ
| $1.63M | ﹤0.01% |
+458,859
| New | +$2.37M |
|
|
FSBK
2824
DELISTED
First South Bancorp Inc/VA
FSBK
| $1.62M | ﹤0.01% |
196,904
-74
| -0% | -$619 |
|
|
SGBK
2825
DELISTED
Stonegate Bank
SGBK
| $1.62M | ﹤0.01% |
54,056
+25,211
| +87% | +$753K |
|
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.