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 | |
|---|---|---|---|---|---|---|
2176
The Bancorp
TBBK
$3B
| $10.8M | 0.01% |
1,884,326
+16,595
| +0.9% | +$82.8K |
|
2177
RELX
RELX
$64.2B
| $10.8M | 0.01% |
573,260
+8,344
| +1% | +$147K |
|
2178
Opko Health
OPK
$978M
| $10.8M | 0.01% |
1,036,512
+134,837
| +15% | +$1.23M |
|
2179
Mesa Laboratories
MLAB
$566M
| $10.7M | 0.01% |
111,557
+2,117
| +2% | +$191K |
|
|
UNT
2180
DELISTED
UNIT Corporation
UNT
| $10.7M | 0.01% |
1,219,122
-12,683
| -1% | -$109K |
|
2181
Northrim BanCorp
NRIM
$602M
| $10.7M | 0.01% |
1,796,384
+79,200
| +5% | +$474K |
|
|
KMG
2182
DELISTED
KMG Chemicals Inc
KMG
| $10.7M | 0.01% |
465,304
+10,995
| +2% | +$240K |
|
|
LIOX
2183
DELISTED
Lionbridge Technologies
LIOX
| $10.6M | 0.01% |
2,104,370
+68,262
| +3% | +$311K |
|
|
SHPG
2184
DELISTED
Shire pic
SHPG
| $10.6M | 0.01% |
61,904
-4,195
| -6% | -$703K |
|
|
ARMH
2185
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $10.6M | 0.01% |
243,420
+9,763
| +4% | +$409K |
|
2186
America's Car Mart
CRMT
$27.6M
| $10.6M | 0.01% |
424,865
+6,271
| +1% | +$154K |
|
2187
Provident Financial
PROV
$112M
| $10.6M | 0.01% |
621,155
+13,531
| +2% | +$239K |
|
|
TGH
2188
DELISTED
Textainer Group Holdings limited
TGH
| $10.5M | 0.01% |
710,373
-1,538
| -0.2% | -$17.8K |
|
|
GCAP
2189
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $10.5M | 0.01% |
1,600,238
+162,066
| +11% | +$1.12M |
|
2190
Axalta
AXTA
$8.05B
| $10.5M | 0.01% |
+359,208
| New | +$9.13M |
|
2191
CRA International
CRAI
$1.17B
| $10.5M | 0.01% |
533,058
+9,577
| +2% | +$180K |
|
|
HTBK
2192
DELISTED
Heritage Commerce
HTBK
| $10.4M | 0.01% |
1,043,224
+23,008
| +2% | +$226K |
|
2193
Imperial Oil
IMO
$61.6B
| $10.4M | 0.01% |
311,520
-29,250
| -9% | -$914K |
|
|
CAI
2194
DELISTED
CAI International, Inc.
CAI
| $10.3M | 0.01% |
1,069,708
+49,386
| +5% | +$372K |
|
2195
Unisys
UIS
$218M
| $10.3M | 0.01% |
1,339,408
+17,078
| +1% | +$163K |
|
2196
Casella Waste Systems
CWST
$5.82B
| $10.3M | 0.01% |
1,537,560
-5,467
| -0.4% | -$33K |
|
2197
Guidewire Software
GWRE
$13.3B
| $10.2M | 0.01% |
188,012
-4,106
| -2% | -$215K |
|
2198
RE/MAX Holdings
RMAX
$207M
| $10.2M | 0.01% |
297,628
+171,817
| +137% | +$5.78M |
|
2199
Genworth Financial
GNW
$3.76B
| $10.2M | 0.01% |
3,739,258
-544,706
| -13% | -$1.38M |
|
2200
Tidewater
TDW
$4.19B
| $10.2M | 0.01% |
46,296
-102
| -0.2% | -$20.2K |
|
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.