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 | |
|---|---|---|---|---|---|---|
2226
Destination XL Group
DXLG
$33.1M
| $9.51M | 0.01% |
1,838,635
-23,968
| -1% | -$111K |
|
|
MFSF
2227
DELISTED
MutualFirst Financial Inc
MFSF
| $9.5M | 0.01% |
377,010
+2,141
| +0.6% | +$52.6K |
|
|
CACB
2228
DELISTED
Cascade Bancorp
CACB
| $9.49M | 0.01% |
1,662,454
+36,957
| +2% | +$203K |
|
|
TIS
2229
DELISTED
Orchids Paper Products, Inc.
TIS
| $9.49M | 0.01% |
344,986
+23,415
| +7% | +$656K |
|
2230
Weyco Group
WEYS
$391M
| $9.47M | 0.01% |
355,662
+8,238
| +2% | +$212K |
|
2231
Foster
FSTR
$443M
| $9.44M | 0.01% |
519,686
+8,150
| +2% | +$109K |
|
|
QADA
2232
DELISTED
QAD Inc.
QADA
| $9.43M | 0.01% |
443,543
+12,745
| +3% | +$246K |
|
2233
Preformed Line Products
PLPC
$1.89B
| $9.4M | 0.01% |
257,425
+500
| +0.2% | +$18K |
|
|
KSPN
2234
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
| $9.4M | 0.01% |
129,079
| – | – |
|
|
HZNP
2235
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $9.39M | 0.01% |
567,054
+9,282
| +2% | +$162K |
|
2236
KVH Industries
KVHI
$182M
| $9.36M | 0.01% |
979,761
+23,163
| +2% | +$208K |
|
|
INSY
2237
DELISTED
Insys Therapeutics, Inc.
INSY
| $9.31M | 0.01% |
582,472
-700
| -0.1% | -$13.3K |
|
|
SJR
2238
DELISTED
Shaw Communications Inc.
SJR
| $9.31M | 0.01% |
482,288
-1,108
| -0.2% | -$19.4K |
|
|
TBNK
2239
DELISTED
Territorial Bancorp Inc.
TBNK
| $9.3M | 0.01% |
356,915
+20,977
| +6% | +$548K |
|
|
AMAG
2240
DELISTED
AMAG Pharmaceuticals
AMAG
| $9.3M | 0.01% |
397,296
-520
| -0.1% | -$12.3K |
|
2241
PetMed Express
PETS
$42.5M
| $9.27M | 0.01% |
517,399
-222
| -0% | -$3.8K |
|
|
UCTT
2242
Ultra Clean Holdings
UCTT
$3.81B
| $9.27M | 0.01% |
1,728,625
+148,125
| +9% | +$751K |
|
|
SHYF
2243
DELISTED
The Shyft Group
SHYF
| $9.26M | 0.01% |
2,343,261
+45,547
| +2% | +$150K |
|
2244
York Water
YORW
$499M
| $9.25M | 0.01% |
303,115
+22,796
| +8% | +$625K |
|
|
TDAY
2245
USA Today Co
TDAY
$1.34B
| $9.14M | 0.01% |
549,349
+312,649
| +132% | +$5.1M |
|
2246
Omega Flex
OFLX
$310M
| $9.07M | 0.01% |
260,820
+2,284
| +0.9% | +$73.2K |
|
|
BFS
2247
Saul Centers
BFS
$835M
| $9.03M | 0.01% |
170,376
+2,300
| +1% | +$116K |
|
|
TMHC
2248
DELISTED
Taylor Morrison
TMHC
| $9.03M | 0.01% |
639,311
-38,058
| -6% | -$504K |
|
|
BREW
2249
DELISTED
Craft Brew Alliance, Inc.
BREW
| $8.99M | 0.01% |
1,092,880
+14,580
| +1% | +$119K |
|
2250
American Coastal Insurance
ACIC
$534M
| $8.99M | 0.01% |
468,109
+90,116
| +24% | +$1.51M |
|
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.