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 | |
|---|---|---|---|---|---|---|
|
AVHI
2301
DELISTED
A V Homes, Inc.
AVHI
| $7.99M | ﹤0.01% |
703,696
-200
| -0% | -$2.11K |
|
|
CLDT
2302
Chatham Lodging
CLDT
$614M
| $7.99M | ﹤0.01% |
372,739
+42,287
| +13% | +$841K |
|
2303
Zillow
ZG
$8.19B
| $7.98M | ﹤0.01% |
312,560
+167,184
| +115% | +$3.72M |
|
2304
OraSure Technologies
OSUR
$286M
| $7.94M | ﹤0.01% |
1,098,167
+257,569
| +31% | +$1.64M |
|
2305
Moelis & Co
MC
$5.08B
| $7.89M | ﹤0.01% |
279,548
+153,154
| +121% | +$3.92M |
|
2306
Peapack-Gladstone Financial
PGC
$821M
| $7.89M | ﹤0.01% |
466,824
+47,958
| +11% | +$870K |
|
2307
Rocky Brands
RCKY
$380M
| $7.88M | ﹤0.01% |
618,580
+12,594
| +2% | +$144K |
|
2308
Sun Life Financial
SLF
$45.7B
| $7.85M | ﹤0.01% |
243,182
+52,108
| +27% | +$1.53M |
|
|
CLMS
2309
DELISTED
Calamos Asset Management, Inc.
CLMS
| $7.84M | ﹤0.01% |
923,071
+3,203
| +0.3% | +$28.4K |
|
2310
Brown-Forman Class A
BF.A
$12.9B
| $7.83M | ﹤0.01% |
183,535
+2,657
| +1% | +$112K |
|
|
SPPI
2311
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $7.79M | ﹤0.01% |
1,224,059
+20,932
| +2% | +$107K |
|
2312
CGI
GIB
$15.1B
| $7.78M | ﹤0.01% |
162,784
-2,400
| -1% | -$100K |
|
|
LNKD
2313
DELISTED
LinkedIn Corporation
LNKD
| $7.78M | ﹤0.01% |
67,995
+4,668
| +7% | +$686K |
|
2314
ServiceNow
NOW
$118B
| $7.75M | ﹤0.01% |
633,105
+16,565
| +3% | +$210K |
|
|
VOXX
2315
DELISTED
VOXX International Corporation Class A
VOXX
| $7.74M | ﹤0.01% |
1,730,771
+40,409
| +2% | +$177K |
|
|
LORL
2316
DELISTED
Loral Space and Communications, Inc.
LORL
| $7.71M | ﹤0.01% |
219,365
-55,189
| -20% | -$1.88M |
|
|
EDGW
2317
DELISTED
Edgewater Technology Inc
EDGW
| $7.69M | ﹤0.01% |
987,457
+3,483
| +0.4% | +$25.8K |
|
|
ENZ
2318
DELISTED
Enzo Biochem, Inc.
ENZ
| $7.65M | ﹤0.01% |
1,680,645
+151,276
| +10% | +$673K |
|
2319
RCI Hospitality Holdings
RICK
$192M
| $7.64M | ﹤0.01% |
862,467
+21,749
| +3% | +$190K |
|
2320
KRONOS Worldwide
KRO
$708M
| $7.61M | ﹤0.01% |
1,331,009
+64,328
| +5% | +$335K |
|
|
MBTF
2321
DELISTED
MBT Financial Corporation
MBTF
| $7.59M | ﹤0.01% |
943,262
+28,489
| +3% | +$220K |
|
|
HTCH
2322
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
| $7.56M | ﹤0.01% |
2,066,239
| – | – |
|
2323
Monarch Casino & Resort
MCRI
$2.24B
| $7.55M | ﹤0.01% |
388,053
-9,772
| -2% | -$196K |
|
|
CLD
2324
DELISTED
Cloud Peak Energy Inc
CLD
| $7.54M | ﹤0.01% |
3,867,090
-123,022
| -3% | -$211K |
|
|
LAYN
2325
DELISTED
Layne Christensen Co
LAYN
| $7.53M | ﹤0.01% |
1,047,598
-81,591
| -7% | -$476K |
|
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.