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 | |
|---|---|---|---|---|---|---|
3101
CKX Lands
CKX
| $338K | ﹤0.01% |
32,215
| – | – |
|
|
TRUE
3102
DELISTED
TrueCar
TRUE
| $337K | ﹤0.01% |
+60,269
| New | +$364K |
|
3103
InfuSystem Holdings
INFU
$184M
| $335K | ﹤0.01% |
95,268
+3,300
| +4% | +$10.4K |
|
3104
RAVE Restaurant Group
RAVE
$44.8M
| $334K | ﹤0.01% |
62,712
-4,000
| -6% | -$22K |
|
|
PETX
3105
DELISTED
Aratana Therapeutics, Inc.
PETX
| $334K | ﹤0.01% |
60,500
+16,300
| +37% | +$61.3K |
|
|
DWCH
3106
DELISTED
Datawatch Corp
DWCH
| $334K | ﹤0.01% |
67,418
+7,100
| +12% | +$35.1K |
|
3107
Vince Holding Corp
VNCE
$81.3M
| $333K | ﹤0.01% |
5,265
+2,917
| +124% | +$163K |
|
3108
Noodles & Co
NDLS
$111M
| $332K | ﹤0.01% |
+3,497
| New | +$338K |
|
|
MATR
3109
DELISTED
Mattersight Corp.
MATR
| $329K | ﹤0.01% |
82,139
-23,025
| -22% | -$111K |
|
3110
Brookfield
BN
$104B
| $327K | ﹤0.01% |
26,730
+1,987
| +8% | +$21.4K |
|
|
JONE
3111
DELISTED
Jones Energy, Inc.
JONE
| $327K | ﹤0.01% |
5,339
-118
| -2% | -$5.28K |
|
|
RP
3112
DELISTED
RealPage, Inc.
RP
| $321K | ﹤0.01% |
15,403
-36,572
| -70% | -$725K |
|
|
ARQL
3113
DELISTED
Arqule Inc
ARQL
| $321K | ﹤0.01% |
200,343
-7,300
| -4% | -$12.8K |
|
|
ZGNX
3114
DELISTED
Zogenix, Inc.
ZGNX
| $321K | ﹤0.01% |
34,765
+4,542
| +15% | +$45.5K |
|
|
QBAK
3115
DELISTED
Qualstar Corp
QBAK
| $319K | ﹤0.01% |
123,313
-4,058
| -3% | -$14.1K |
|
|
FBMS
3116
DELISTED
The First Bancshares, Inc.
FBMS
| $316K | ﹤0.01% |
20,239
| – | – |
|
3117
LifeVantage
LFVN
$81.1M
| $315K | ﹤0.01% |
34,659
+8,500
| +32% | +$75.5K |
|
|
AHPI
3118
DELISTED
Allied Healthcare Products
AHPI
| $314K | ﹤0.01% |
224,078
-24,417
| -10% | -$38.8K |
|
|
CTLP
3119
DELISTED
Cantaloupe
CTLP
| $313K | ﹤0.01% |
71,850
+2,900
| +4% | +$10.4K |
|
|
VXRT
3120
DELISTED
Vaxart
VXRT
| $310K | ﹤0.01% |
18,810
-29
| -0.2% | -$517 |
|
|
OSG
3121
DELISTED
Overseas Shipholding Group Inc.
OSG
| $309K | ﹤0.01% |
27,379
| – | – |
|
|
TULP
3122
Bloomia Holdings
TULP
| $308K | ﹤0.01% |
15,445
| – | – |
|
|
DZSI
3123
DELISTED
DZS Inc. Common Stock
DZSI
| $306K | ﹤0.01% |
38,277
| – | – |
|
3124
Peraso
PRSO
$9.78M
| $303K | ﹤0.01% |
58
-32
| -36% | -$206K |
|
|
HNR
3125
DELISTED
Harvest Natural Resources
HNR
| $302K | ﹤0.01% |
125,272
-124,195
| -50% | -$274K |
|
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.