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 | |
|---|---|---|---|---|---|---|
2426
Nordic American Tanker
NAT
$1.36B
| $5.99M | ﹤0.01% |
428,680
+2,822
| +0.7% | +$37.5K |
|
2427
iShares S&P India Nifty 50 Index Fund
INDY
$567M
| $5.97M | ﹤0.01% |
222,006
| – | – |
|
2428
iShares MSCI India ETF
INDA
$6.61B
| $5.96M | ﹤0.01% |
219,590
+7,600
| +4% | +$194K |
|
|
TREC
2429
DELISTED
Trecora Resources
TREC
| $5.94M | ﹤0.01% |
617,472
+28,931
| +5% | +$290K |
|
2430
First Bancorp
FNLC
$402M
| $5.92M | ﹤0.01% |
303,381
+7,969
| +3% | +$150K |
|
2431
Aware
AWRE
$26.2M
| $5.9M | ﹤0.01% |
1,581,160
| – | – |
|
|
KYO
2432
DELISTED
Kyocera Adr
KYO
| $5.89M | ﹤0.01% |
133,474
+703
| +0.5% | +$30.5K |
|
|
LDR
2433
DELISTED
Landauer Inc
LDR
| $5.89M | ﹤0.01% |
178,077
+20,265
| +13% | +$607K |
|
2434
Regional Management Corp
RM
$324M
| $5.84M | ﹤0.01% |
341,593
+32,819
| +11% | +$480K |
|
|
PINC
2435
DELISTED
Premier
PINC
| $5.83M | ﹤0.01% |
174,629
+21,216
| +14% | +$691K |
|
2436
Enbridge
ENB
$118B
| $5.82M | ﹤0.01% |
149,505
+7,146
| +5% | +$244K |
|
2437
Allient
ALNT
$1.53B
| $5.81M | ﹤0.01% |
483,923
+63,672
| +15% | +$800K |
|
|
LMIA
2438
DELISTED
LMI Aerospace Inc
LMIA
| $5.8M | ﹤0.01% |
681,613
-5,481
| -0.8% | -$51.3K |
|
|
HNP
2439
DELISTED
Huaneng Power Intl, Inc.
HNP
| $5.79M | ﹤0.01% |
162,942
| – | – |
|
|
SBY
2440
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $5.78M | ﹤0.01% |
389,491
+68,344
| +21% | +$961K |
|
|
BMCH
2441
DELISTED
BMC Stock Holdings, Inc
BMCH
| $5.76M | ﹤0.01% |
346,777
+132,420
| +62% | +$1.94M |
|
2442
Stratasys
SSYS
$706M
| $5.75M | ﹤0.01% |
221,815
-1,787
| -0.8% | -$36.4K |
|
2443
Pan American Silver
PAAS
$18.4B
| $5.75M | ﹤0.01% |
528,719
+3,342
| +0.6% | +$28.6K |
|
2444
Shutterstock
SSTK
$223M
| $5.72M | ﹤0.01% |
155,873
| – | – |
|
2445
Hingham Institution for Saving
HIFS
$647M
| $5.7M | ﹤0.01% |
47,843
+224
| +0.5% | +$26.8K |
|
2446
Napco Security Technologies
NSSC
$1.36B
| $5.7M | ﹤0.01% |
1,822,814
+4,858
| +0.3% | +$14.1K |
|
2447
Bar Harbor Bankshares
BHB
$675M
| $5.67M | ﹤0.01% |
256,142
+1,344
| +0.5% | +$29.3K |
|
2448
RadNet
RDNT
$5.25B
| $5.66M | ﹤0.01% |
1,172,420
+86,825
| +8% | +$483K |
|
2449
RCM Technologies
RCMT
$202M
| $5.66M | ﹤0.01% |
1,066,110
| – | – |
|
2450
Teck Resources
TECK
$29.5B
| $5.66M | ﹤0.01% |
743,735
+109,224
| +17% | +$591K |
|
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.