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 | |
|---|---|---|---|---|---|---|
2051
LSB Industries
LXU
$706M
| $14M | 0.01% |
1,425,912
-3,129
| -0.2% | -$18.1K |
|
|
FCB
2052
DELISTED
FCB Financial Holdings, Inc.
FCB
| $14M | 0.01% |
419,544
+180,558
| +76% | +$5.75M |
|
2053
VSE Corp
VSEC
$6.01B
| $13.9M | 0.01% |
410,026
+20,788
| +5% | +$631K |
|
2054
Middlesex Water
MSEX
$1.09B
| $13.9M | 0.01% |
451,027
+14,977
| +3% | +$425K |
|
2055
LeMaitre Vascular
LMAT
$2.42B
| $13.9M | 0.01% |
895,428
+29,120
| +3% | +$418K |
|
|
INWK
2056
DELISTED
InnerWorkings, Inc.
INWK
| $13.9M | 0.01% |
1,743,295
+252,080
| +17% | +$1.77M |
|
2057
Center Bancorp
CNOB
$1.69B
| $13.8M | 0.01% |
843,765
+63,236
| +8% | +$1.03M |
|
2058
Onto Innovation
ONTO
$14.3B
| $13.8M | 0.01% |
868,948
+40,840
| +5% | +$571K |
|
2059
Kosmos Energy
KOS
$1.44B
| $13.7M | 0.01% |
2,356,184
+194,273
| +9% | +$919K |
|
2060
Perdoceo Education
PRDO
$2.06B
| $13.7M | 0.01% |
3,013,648
+184,876
| +7% | +$613K |
|
2061
Camden National
CAC
$1.01B
| $13.6M | 0.01% |
487,223
+32,706
| +7% | +$880K |
|
|
AE
2062
DELISTED
Adams Resources & Energy Inc
AE
| $13.6M | 0.01% |
340,771
+3,244
| +1% | +$115K |
|
|
MCF
2063
DELISTED
Contango Oil & Gas Co.
MCF
| $13.6M | 0.01% |
1,152,859
+12,184
| +1% | +$84.5K |
|
2064
Arista Networks
ANET
$240B
| $13.6M | 0.01% |
3,437,296
+402,704
| +13% | +$1.58M |
|
|
MIK
2065
DELISTED
Michaels Stores, Inc
MIK
| $13.5M | 0.01% |
484,316
+49,840
| +11% | +$1.15M |
|
2066
IQVIA
IQV
$37.6B
| $13.5M | 0.01% |
206,844
+4,059
| +2% | +$257K |
|
2067
Pathward Financial
CASH
$1.89B
| $13.4M | 0.01% |
884,619
+87,354
| +11% | +$1.2M |
|
2068
Tejon Ranch
TRC
$451M
| $13.4M | 0.01% |
672,544
+15,937
| +2% | +$293K |
|
2069
Brookdale Senior Living
BKD
$3.4B
| $13.4M | 0.01% |
843,769
-37,838
| -4% | -$577K |
|
2070
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
| $13.4M | 0.01% |
2,091,176
-40,964
| -2% | -$260K |
|
|
POT
2071
DELISTED
Potash Corp Of Saskatchewan
POT
| $13.4M | 0.01% |
785,467
+40,974
| +6% | +$689K |
|
2072
Quad
QUAD
$544M
| $13.4M | 0.01% |
1,032,668
-141,307
| -12% | -$1.53M |
|
2073
Sierra Bancorp
BSRR
$525M
| $13.4M | 0.01% |
736,035
+27,926
| +4% | +$499K |
|
2074
Titan International
TWI
$483M
| $13.3M | 0.01% |
2,472,676
-21,520
| -0.9% | -$89.4K |
|
|
HT
2075
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $13.3M | 0.01% |
622,790
-1,598
| -0.3% | -$31.4K |
|
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.