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 | |
|---|---|---|---|---|---|---|
2126
News Corp Class B
NWS
$17.7B
| $12M | 0.01% |
905,937
+32,667
| +4% | +$405K |
|
|
LMOS
2127
DELISTED
Lumos Networks Corp
LMOS
| $12M | 0.01% |
933,583
+90,702
| +11% | +$1.06M |
|
|
TRR
2128
DELISTED
Trc Companies
TRR
| $12M | 0.01% |
1,653,219
+12,501
| +0.8% | +$93.4K |
|
2129
Banco de Chile
BCH
$20.9B
| $12M | 0.01% |
597,981
-43,382
| -7% | -$828K |
|
2130
Companhia Siderúrgica Nacional
SID
$1.24B
| $11.9M | 0.01% |
6,051,824
-253,866
| -4% | -$334K |
|
2131
Addus HomeCare
ADUS
$2.12B
| $11.9M | 0.01% |
691,990
+25,543
| +4% | +$528K |
|
|
ATHN
2132
DELISTED
Athenahealth, Inc.
ATHN
| $11.9M | 0.01% |
85,680
+2,121
| +3% | +$291K |
|
2133
FRP Holdings
FRPH
$431M
| $11.8M | 0.01% |
663,868
+9,248
| +1% | +$150K |
|
2134
Dave & Buster's
PLAY
$369M
| $11.8M | 0.01% |
+304,152
| New | +$11.1M |
|
2135
United States Lime & Minerals
USLM
$3.32B
| $11.8M | 0.01% |
980,655
+15,045
| +2% | +$163K |
|
2136
West Bancorporation
WTBA
$488M
| $11.7M | 0.01% |
643,626
-1,922
| -0.3% | -$34.5K |
|
|
GLF
2137
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $11.7M | 0.01% |
1,900,620
-29,701
| -2% | -$129K |
|
|
OMN
2138
DELISTED
OMNOVA Solutions Inc.
OMN
| $11.7M | 0.01% |
2,095,609
+642,459
| +44% | +$3.44M |
|
2139
Global Industrial
GIC
$1.43B
| $11.6M | 0.01% |
1,326,148
-293
| -0% | -$2.46K |
|
|
VTLE
2140
DELISTED
Vital Energy
VTLE
| $11.6M | 0.01% |
73,180
-1,014
| -1% | -$138K |
|
2141
Harte-Hanks
HHS
$15.9M
| $11.6M | 0.01% |
458,556
-4,025
| -0.9% | -$124K |
|
|
SMRT
2142
DELISTED
Stein Mart Inc
SMRT
| $11.6M | 0.01% |
1,576,317
-91,737
| -5% | -$651K |
|
|
CUTR
2143
DELISTED
Cutera, Inc.
CUTR
| $11.5M | 0.01% |
1,025,595
-26,938
| -3% | -$306K |
|
|
GSIG
2144
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
| $11.5M | 0.01% |
813,988
+26,419
| +3% | +$339K |
|
2145
MaxLinear
MXL
$6.6B
| $11.5M | 0.01% |
622,889
| – | – |
|
2146
OceanFirst Financial
OCFC
$1.72B
| $11.5M | 0.01% |
650,124
+32,375
| +5% | +$568K |
|
|
SEAC
2147
DELISTED
Seachange International Inc
SEAC
| $11.5M | 0.01% |
104,066
-1,347
| -1% | -$156K |
|
2148
Seacoast Banking Corp of Florida
SBCF
$3.43B
| $11.4M | 0.01% |
724,924
+70,124
| +11% | +$1.04M |
|
|
LUB
2149
DELISTED
Luby's Inc.
LUB
| $11.4M | 0.01% |
2,358,745
+847
| +0% | +$3.85K |
|
|
EGN
2150
DELISTED
Energen
EGN
| $11.4M | 0.01% |
311,988
-5,155
| -2% | -$160K |
|
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.