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 | |
|---|---|---|---|---|---|---|
|
SFBS
2201
ServisFirst Bancshares
SFBS
$5.01B
| $10.2M | 0.01% |
457,562
+140,000
| +44% | +$2.73M |
|
2202
Arrow Financial
AROW
$678M
| $10.2M | 0.01% |
483,925
+12,856
| +3% | +$268K |
|
2203
Capital City Bank Group
CCBG
$906M
| $10.1M | 0.01% |
695,587
+13,102
| +2% | +$189K |
|
2204
ArcelorMittal
MT
$56.7B
| $10.1M | 0.01% |
737,029
-256,562
| -26% | -$2.48M |
|
|
IBA
2205
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $10.1M | 0.01% |
197,040
+4,515
| +2% | +$214K |
|
|
SMI
2206
DELISTED
Semiconductor Manufacturing Intl
SMI
| $10.1M | 0.01% |
2,270,844
-15,128
| -0.7% | -$66.6K |
|
|
NILE
2207
DELISTED
Blue Nile, Inc.
NILE
| $10M | 0.01% |
390,708
+13,074
| +3% | +$383K |
|
|
AOI
2208
DELISTED
Alliance One International
AOI
| $9.99M | 0.01% |
569,105
+6,649
| +1% | +$81.4K |
|
2209
Flotek Industries
FTK
$989M
| $9.97M | 0.01% |
226,737
-2,666
| -1% | -$117K |
|
2210
CNX Resources
CNX
$5.28B
| $9.95M | 0.01% |
1,057,103
+250,714
| +31% | +$1.82M |
|
|
GTT
2211
DELISTED
GTT Communications, Inc.
GTT
| $9.91M | 0.01% |
599,374
+2,327
| +0.4% | +$35.5K |
|
|
PHX
2212
DELISTED
PHX Minerals
PHX
| $9.9M | 0.01% |
572,101
+25,038
| +5% | +$385K |
|
|
NWY
2213
DELISTED
New York & Co Inc
NWY
| $9.9M | 0.01% |
2,500,509
-2,203
| -0.1% | -$5.47K |
|
|
TEF
2214
DELISTED
Telefonica
TEF
| $9.86M | 0.01% |
1,140,391
+31,259
| +3% | +$255K |
|
|
ASCMA
2215
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
| $9.78M | 0.01% |
660,540
+30,689
| +5% | +$388K |
|
2216
Utah Medical Products
UTMD
$231M
| $9.78M | 0.01% |
156,300
+2,592
| +2% | +$153K |
|
|
SNBC
2217
DELISTED
Sun Bancorp Inc
SNBC
| $9.76M | 0.01% |
471,172
+15,505
| +3% | +$321K |
|
2218
Reading International Class A
RDI
$32.7M
| $9.74M | 0.01% |
813,316
+18,733
| +2% | +$206K |
|
2219
Sabesp
SBS
$19.2B
| $9.73M | 0.01% |
7,604,943
| – | – |
|
|
IPHI
2220
DELISTED
INPHI CORPORATION
IPHI
| $9.69M | 0.01% |
290,469
-95,539
| -25% | -$2.55M |
|
|
LGF
2221
DELISTED
Lions Gate Entertainment
LGF
| $9.66M | 0.01% |
442,162
-38,371
| -8% | -$915K |
|
|
SRDX
2222
DELISTED
Surmodics
SRDX
| $9.6M | 0.01% |
521,354
+6,220
| +1% | +$117K |
|
2223
Agree Realty
ADC
$9.47B
| $9.57M | 0.01% |
248,778
+15,133
| +6% | +$550K |
|
|
VWR
2224
DELISTED
VWR Corporation
VWR
| $9.54M | 0.01% |
+352,683
| New | +$8.72M |
|
|
VOLT
2225
DELISTED
Volt Information Sciences, Inc.
VOLT
| $9.52M | 0.01% |
1,263,627
-7,089
| -0.6% | -$51.8K |
|
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.