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 | |
|---|---|---|---|---|---|---|
|
AKRX
2276
DELISTED
Akorn Inc
AKRX
| $8.65M | 0.01% |
367,523
-13,078
| -3% | -$344K |
|
|
FLOW
2277
DELISTED
SPX FLOW, Inc.
FLOW
| $8.64M | 0.01% |
344,604
-12,460
| -3% | -$272K |
|
|
CTO
2278
CTO Realty Growth
CTO
$815M
| $8.61M | 0.01% |
687,685
-998
| -0.1% | -$12.8K |
|
|
SLI
2279
DELISTED
S L INDUSTRIES INC (DELAWARE)
SLI
| $8.61M | 0.01% |
253,159
| – | – |
|
2280
Lennar Class B
LEN.B
$20.5B
| $8.6M | 0.01% |
238,545
-8,217
| -3% | -$267K |
|
|
CDI
2281
DELISTED
CDI Corp.
CDI
| $8.59M | 0.01% |
1,368,239
-22,887
| -2% | -$120K |
|
2282
ASE Group
ASX
$84.5B
| $8.59M | 0.01% |
1,468,032
-8,800
| -0.6% | -$47.9K |
|
2283
Southern Copper
SCCO
$163B
| $8.58M | 0.01% |
334,046
+13,928
| +4% | +$329K |
|
|
VWTR
2284
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $8.57M | 0.01% |
838,191
+41,675
| +5% | +$381K |
|
|
REXI
2285
DELISTED
RESOURCE AMERICA INC CL-A
REXI
| $8.55M | 0.01% |
1,482,390
-18,958
| -1% | -$96.5K |
|
|
BBG
2286
DELISTED
Bill Barrett Corp
BBG
| $8.49M | 0.01% |
1,365,823
-200
| -0% | -$802 |
|
2287
Metallus
MTUS
$895M
| $8.39M | 0.01% |
921,970
+54,172
| +6% | +$396K |
|
2288
Telefônica Brasil
VIV
$19.8B
| $8.37M | 0.01% |
668,171
-5,019
| -0.7% | -$48.8K |
|
2289
Qualys
QLYS
$5.56B
| $8.37M | 0.01% |
330,656
+259,482
| +365% | +$6.73M |
|
|
GIFI
2290
DELISTED
Gulf Island Fabrication
GIFI
| $8.36M | 0.01% |
1,064,763
+44,210
| +4% | +$386K |
|
|
GFA
2291
DELISTED
Gafisa S.A.
GFA
| $8.31M | 0.01% |
434,154
-2,030
| -0.5% | -$33.4K |
|
2292
Village Super Market
VLGEA
$656M
| $8.27M | ﹤0.01% |
342,140
+33,058
| +11% | +$819K |
|
|
PGEM
2293
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $8.25M | ﹤0.01% |
587,383
+44,336
| +8% | +$474K |
|
2294
Enviri
NVRI
$674M
| $8.23M | ﹤0.01% |
1,509,508
+1,701
| +0.1% | +$9.82K |
|
2295
Core Molding Technologies
CMT
$208M
| $8.17M | ﹤0.01% |
654,633
| – | – |
|
|
ALR
2296
DELISTED
AlerisLife Inc
ALR
| $8.13M | ﹤0.01% |
355,219
+6,222
| +2% | +$153K |
|
|
IIP
2297
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $8.1M | ﹤0.01% |
2,965,576
-67,606
| -2% | -$185K |
|
|
MCBC
2298
DELISTED
Macatawa Bank Corp
MCBC
| $8.04M | ﹤0.01% |
1,285,855
+3,370
| +0.3% | +$20.2K |
|
2299
Northern Oil and Gas
NOG
$2.22B
| $8.02M | ﹤0.01% |
201,074
-34,998
| -15% | -$1.19M |
|
2300
Nathan's Famous
NATH
$402M
| $8.01M | ﹤0.01% |
183,769
+13,442
| +8% | +$653K |
|
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.