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 | |
|---|---|---|---|---|---|---|
|
DALN
2376
DELISTED
DallasNews
DALN
| $6.86M | ﹤0.01% |
356,430
+1,349
| +0.4% | +$29.7K |
|
|
UBA
2377
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $6.86M | ﹤0.01% |
327,286
+2,571
| +0.8% | +$51.2K |
|
|
MBVT
2378
DELISTED
Merchants Bancshares Inc
MBVT
| $6.86M | ﹤0.01% |
230,543
+1,849
| +0.8% | +$53.7K |
|
|
BAS
2379
DELISTED
Basis Energy Services, Inc.
BAS
| $6.85M | ﹤0.01% |
4,356
-216
| -5% | -$281K |
|
|
CFNB
2380
DELISTED
California First National Banc
CFNB
| $6.85M | ﹤0.01% |
521,123
| – | – |
|
|
TVPT
2381
DELISTED
Travelport Worldwide Limited
TVPT
| $6.85M | ﹤0.01% |
+501,305
| New | +$6.02M |
|
2382
Dorian LPG
LPG
$1.97B
| $6.82M | ﹤0.01% |
725,861
+281,519
| +63% | +$2.91M |
|
|
MPX
2383
DELISTED
Marine Products Corp
MPX
| $6.82M | ﹤0.01% |
898,874
| – | – |
|
2384
Liberty Global Class C
LBTYK
$3.63B
| $6.79M | ﹤0.01% |
208,400
-3,773
| -2% | -$115K |
|
2385
Extreme Networks
EXTR
$3.92B
| $6.79M | ﹤0.01% |
2,183,916
-38,639
| -2% | -$119K |
|
|
ASFI
2386
DELISTED
Asta Funding Inc
ASFI
| $6.77M | ﹤0.01% |
759,415
+2,145
| +0.3% | +$17K |
|
2387
Horizon Bancorp
HBNC
$1.06B
| $6.76M | ﹤0.01% |
615,643
+58,147
| +10% | +$644K |
|
|
PFBI
2388
DELISTED
Premier Financial Bancorp
PFBI
| $6.7M | ﹤0.01% |
584,436
+4,988
| +0.9% | +$55.9K |
|
2389
IES Holdings
IESC
$14.4B
| $6.67M | ﹤0.01% |
454,476
+72,363
| +19% | +$889K |
|
2390
Teekay
TK
$1.03B
| $6.67M | ﹤0.01% |
769,829
-22,204
| -3% | -$168K |
|
2391
Ampco-Pittsburgh
AP
$170M
| $6.64M | ﹤0.01% |
477,727
+10,120
| +2% | +$114K |
|
|
EGIO
2392
DELISTED
Edgio, Inc. Common Stock
EGIO
| $6.61M | ﹤0.01% |
91,250
-1,754
| -2% | -$100K |
|
|
STRP
2393
DELISTED
Straight Path Communications Inc.
STRP
| $6.6M | ﹤0.01% |
212,761
-15,930
| -7% | -$397K |
|
2394
Marchex
MCHX
$84.2M
| $6.59M | ﹤0.01% |
1,480,734
+64,290
| +5% | +$258K |
|
|
PFSW
2395
DELISTED
PFSweb, Inc.
PFSW
| $6.58M | ﹤0.01% |
501,563
+138,866
| +38% | +$1.72M |
|
|
HWCC
2396
DELISTED
Houston Wire & Cable Company
HWCC
| $6.54M | ﹤0.01% |
935,655
+15,605
| +2% | +$90.5K |
|
2397
Workday
WDAY
$40.8B
| $6.46M | ﹤0.01% |
84,041
+3,016
| +4% | +$200K |
|
2398
Alnylam Pharmaceuticals
ALNY
$29.5B
| $6.43M | ﹤0.01% |
102,430
+2,852
| +3% | +$190K |
|
2399
DXP Enterprises
DXPE
$2.53B
| $6.42M | ﹤0.01% |
365,369
-7,917
| -2% | -$130K |
|
2400
Coty
COTY
$2.46B
| $6.41M | ﹤0.01% |
230,459
+1,988
| +0.9% | +$52K |
|
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.