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 | |
|---|---|---|---|---|---|---|
2401
Key Tronic
KTCC
$42.8M
| $6.37M | ﹤0.01% |
890,800
+4,500
| +0.5% | +$32.9K |
|
2402
SPX Corp
SPXC
$10.7B
| $6.37M | ﹤0.01% |
423,934
+131,837
| +45% | +$1.41M |
|
|
CBD
2403
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $6.36M | ﹤0.01% |
456,506
-55,995
| -11% | -$609K |
|
2404
Orion Group Holdings
ORN
$405M
| $6.33M | ﹤0.01% |
1,222,798
+29,283
| +2% | +$115K |
|
2405
Precigen
PGEN
$2.36B
| $6.33M | ﹤0.01% |
188,550
+45,422
| +32% | +$1.43M |
|
|
ORAN
2406
DELISTED
Orange
ORAN
| $6.32M | ﹤0.01% |
363,510
| – | – |
|
2407
Ceco Environmental
CECO
$3.99B
| $6.32M | ﹤0.01% |
1,017,111
+106,600
| +12% | +$722K |
|
|
DHIL
2408
DELISTED
Diamond Hill
DHIL
| $6.31M | ﹤0.01% |
35,554
+3,020
| +9% | +$526K |
|
2409
Universal Logistics Holdings
ULH
$480M
| $6.3M | ﹤0.01% |
382,676
-394
| -0.1% | -$5.81K |
|
2410
Genie Energy
GNE
$373M
| $6.3M | ﹤0.01% |
827,458
-2,145
| -0.3% | -$18.5K |
|
2411
Nice
NICE
$5.9B
| $6.28M | ﹤0.01% |
96,938
+31,352
| +48% | +$1.88M |
|
2412
NWPX Infrastructure Inc
NWPX
$1.23B
| $6.27M | ﹤0.01% |
680,140
-10,672
| -2% | -$98.5K |
|
|
HFFC
2413
DELISTED
H F FINL CORP
HFFC
| $6.25M | ﹤0.01% |
347,138
| – | – |
|
|
JMBA
2414
DELISTED
Jamba, Inc.
JMBA
| $6.19M | ﹤0.01% |
501,083
-3,287
| -0.7% | -$41.9K |
|
2415
CareTrust REIT
CTRE
$9.74B
| $6.17M | ﹤0.01% |
485,633
+33,484
| +7% | +$371K |
|
2416
Turkcell
TKC
$4.81B
| $6.15M | ﹤0.01% |
585,782
-4,000
| -0.7% | -$37K |
|
|
BSTC
2417
DELISTED
BioSpecifics Technologies Corp.
BSTC
| $6.15M | ﹤0.01% |
176,529
+7,655
| +5% | +$281K |
|
|
FFKT
2418
DELISTED
Farmers Capital Bank Corp
FFKT
| $6.14M | ﹤0.01% |
232,530
+1,700
| +0.7% | +$44.3K |
|
2419
Graham Corp
GHM
$1.16B
| $6.14M | ﹤0.01% |
308,236
+18,993
| +7% | +$333K |
|
2420
Fortinet
FTNT
$120B
| $6.08M | ﹤0.01% |
992,335
+8,275
| +0.8% | +$45.7K |
|
2421
TIM SA
TIMB
$9.04B
| $6.08M | ﹤0.01% |
548,248
| – | – |
|
|
AMNB
2422
DELISTED
American National Bankshares Inc
AMNB
| $6.06M | ﹤0.01% |
239,072
+7,388
| +3% | +$182K |
|
2423
Heritage Insurance Holdings
HRTG
$915M
| $6.05M | ﹤0.01% |
378,982
+232,457
| +159% | +$4.24M |
|
2424
Alkermes
ALKS
$8.31B
| $6.01M | ﹤0.01% |
175,964
+14,535
| +9% | +$574K |
|
|
AUTO
2425
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $6M | ﹤0.01% |
345,635
-8,616
| -2% | -$154K |
|
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.