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 | |
|---|---|---|---|---|---|---|
2851
Inseego
INSG
$114M
| $1.41M | ﹤0.01% |
79,372
-2,862
| -3% | -$39.9K |
|
2852
United Microelectronic
UMC
$47.7B
| $1.4M | ﹤0.01% |
670,691
-35,669
| -5% | -$69.7K |
|
|
PBIP
2853
DELISTED
Prudential Bancorp, Inc.
PBIP
| $1.39M | ﹤0.01% |
96,902
+3,454
| +4% | +$51.9K |
|
|
EEI
2854
DELISTED
Ecology and Environment
EEI
| $1.38M | ﹤0.01% |
137,464
| – | – |
|
|
GVP
2855
DELISTED
GSE Systems, Inc.
GVP
| $1.38M | ﹤0.01% |
50,863
-858
| -2% | -$19.6K |
|
2856
UFP Technologies
UFPT
$1.97B
| $1.37M | ﹤0.01% |
61,585
+6,274
| +11% | +$139K |
|
2857
MediciNova
MNOV
$65.5M
| $1.37M | ﹤0.01% |
186,411
-10,049
| -5% | -$49.8K |
|
2858
Fuel Tech
FTEK
$43.9M
| $1.37M | ﹤0.01% |
781,186
-10,894
| -1% | -$18.7K |
|
2859
Digimarc Corp
DMRC
$147M
| $1.35M | ﹤0.01% |
44,654
-40,732
| -48% | -$1.3M |
|
|
TAX
2860
DELISTED
Liberty Tax, Inc. Class A
TAX
| $1.35M | ﹤0.01% |
68,935
| – | – |
|
|
EVBN
2861
DELISTED
Evans Bancorp Inc
EVBN
| $1.34M | ﹤0.01% |
55,135
| – | – |
|
|
ALSK
2862
DELISTED
Alaska Communications Systems
ALSK
| $1.34M | ﹤0.01% |
755,062
-35,618
| -5% | -$58.8K |
|
|
TRQ
2863
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $1.34M | ﹤0.01% |
52,894
| – | – |
|
|
SNAK
2864
DELISTED
Inventure Foods, Inc.
SNAK
| $1.34M | ﹤0.01% |
237,248
-5,037
| -2% | -$29K |
|
|
UNIT
2865
Uniti Group
UNIT
$2.36B
| $1.34M | ﹤0.01% |
60,188
| – | – |
|
|
HBP
2866
DELISTED
Huttig Building Products, Inc.
HBP
| $1.33M | ﹤0.01% |
361,322
| – | – |
|
|
KEG
2867
DELISTED
KEY ENERGY SERVICES INC
KEG
| $1.32M | ﹤0.01% |
3,582,163
-3,630,283
| -50% | -$1.34M |
|
2868
Educational Development Corp
EDUC
$11.8M
| $1.32M | ﹤0.01% |
188,510
| – | – |
|
2869
Clear Channel Outdoor Holdings
CCO
$1.23B
| $1.3M | ﹤0.01% |
276,162
+13,044
| +5% | +$57.7K |
|
|
ONIT
2870
Onity Group
ONIT
$309M
| $1.28M | ﹤0.01% |
34,535
-812
| -2% | -$55.7K |
|
2871
LGI Homes
LGIH
$1.27B
| $1.28M | ﹤0.01% |
52,756
+1,300
| +3% | +$28.9K |
|
2872
Innodata
INOD
$2.05B
| $1.27M | ﹤0.01% |
562,786
+7,969
| +1% | +$18.9K |
|
2873
Optical Cable Corp
OCC
$131M
| $1.27M | ﹤0.01% |
518,200
| – | – |
|
|
VIA
2874
DELISTED
Viacom Inc. Class A
VIA
| $1.27M | ﹤0.01% |
28,030
+7,995
| +40% | +$347K |
|
|
AENZ
2875
DELISTED
Aenza S.A.A.
AENZ
| $1.27M | ﹤0.01% |
104,283
+5,983
| +6% | +$59.5K |
|
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.