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 | |
|---|---|---|---|---|---|---|
|
RAX
2026
DELISTED
Rackspace Hosting Inc
RAX
| $14.5M | 0.01% |
672,982
-2,068
| -0.3% | -$42.2K |
|
2027
Fossil Group
FOSL
$360M
| $14.5M | 0.01% |
326,417
+1,359
| +0.4% | +$53.6K |
|
|
SRGA
2028
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $14.5M | 0.01% |
120,736
+893
| +0.7% | +$93.8K |
|
|
TARO
2029
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $14.4M | 0.01% |
100,854
+8,814
| +10% | +$1.25M |
|
2030
IDT Corp
IDT
$1.67B
| $14.4M | 0.01% |
1,307,418
+21,231
| +2% | +$192K |
|
|
EXAR
2031
DELISTED
Exar Corporation
EXAR
| $14.4M | 0.01% |
2,501,844
+83,697
| +3% | +$452K |
|
|
ZVO
2032
DELISTED
Zovio Inc. Common Stock
ZVO
| $14.4M | 0.01% |
1,426,458
+41,936
| +3% | +$319K |
|
2033
MDU Resources
MDU
$4.2B
| $14.3M | 0.01% |
1,934,896
+14,575
| +0.8% | +$98.2K |
|
2034
Ribbon Communications
RBBN
$388M
| $14.3M | 0.01% |
1,901,383
+259,759
| +16% | +$1.74M |
|
|
RLH
2035
DELISTED
Red Lions Hotel Corporation
RLH
| $14.3M | 0.01% |
1,698,205
-1,955
| -0.1% | -$13.3K |
|
2036
German American Bancorp
GABC
$1.92B
| $14.3M | 0.01% |
666,434
+32,639
| +5% | +$688K |
|
2037
Toronto Dominion Bank
TD
$197B
| $14.2M | 0.01% |
330,307
+34,779
| +12% | +$1.34M |
|
|
CSBK
2038
DELISTED
Clifton Bancorp Inc.
CSBK
| $14.2M | 0.01% |
940,326
+104,768
| +13% | +$1.52M |
|
|
INN
2039
Summit Hotel Properties
INN
$747M
| $14.2M | 0.01% |
1,186,823
+14,324
| +1% | +$152K |
|
|
SCNB
2040
DELISTED
Suffolk Bancorp
SCNB
| $14.2M | 0.01% |
562,481
+2,967
| +0.5% | +$75.6K |
|
|
ITIC
2041
Investors Title Co
ITIC
$547M
| $14.2M | 0.01% |
155,484
+500
| +0.3% | +$44.1K |
|
2042
Sabre
SABR
$838M
| $14.2M | 0.01% |
489,479
+39,811
| +9% | +$1.06M |
|
|
FCH
2043
DELISTED
Felcor Lodging Trust
FCH
| $14.1M | 0.01% |
1,741,050
+23,996
| +1% | +$172K |
|
2044
PTC
PTC
$15.4B
| $14.1M | 0.01% |
425,609
-42,747
| -9% | -$1.32M |
|
|
AEPI
2045
DELISTED
AEP Industries Inc
AEPI
| $14.1M | 0.01% |
213,573
+6,679
| +3% | +$505K |
|
2046
Daktronics
DAKT
$1.04B
| $14.1M | 0.01% |
1,783,426
+135,986
| +8% | +$1.04M |
|
|
WCIC
2047
DELISTED
WCI Communities, Inc.
WCIC
| $14.1M | 0.01% |
757,536
+157,410
| +26% | +$2.96M |
|
2048
Ducommun
DCO
$2.89B
| $14.1M | 0.01% |
921,306
-6,160
| -0.7% | -$89.2K |
|
|
BT
2049
DELISTED
BT Group plc (ADR)
BT
| $14M | 0.01% |
437,400
+1,446
| +0.3% | +$48.4K |
|
|
UNTD
2050
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $14M | 0.01% |
1,212,136
| – | – |
|
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.