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 | |
|---|---|---|---|---|---|---|
|
SKUL
2451
DELISTED
SKULLCANDY INC
SKUL
| $5.66M | ﹤0.01% |
1,588,434
+81,959
| +5% | +$295K |
|
2452
Universal Display
OLED
$3.67B
| $5.63M | ﹤0.01% |
104,130
-57,388
| -36% | -$2.8M |
|
2453
Dawson Geophysical
DWSN
$145M
| $5.58M | ﹤0.01% |
1,283,209
+8,505
| +0.7% | +$29K |
|
|
RKUS
2454
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
| $5.54M | ﹤0.01% |
564,261
-56,366
| -9% | -$521K |
|
|
TSC
2455
DELISTED
TriState Capital Holdings, Inc.
TSC
| $5.52M | ﹤0.01% |
437,761
+54,370
| +14% | +$666K |
|
|
CAVM
2456
DELISTED
Cavium, Inc.
CAVM
| $5.51M | ﹤0.01% |
90,053
+1,982
| +2% | +$114K |
|
|
ELP
2457
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $5.51M | ﹤0.01% |
1,734,910
-96,760
| -5% | -$237K |
|
|
TWTR
2458
DELISTED
Twitter, Inc.
TWTR
| $5.5M | ﹤0.01% |
332,429
+71,334
| +27% | +$1.25M |
|
2459
Natural Alternatives International
NAII
$14.2M
| $5.49M | ﹤0.01% |
405,759
+24,170
| +6% | +$246K |
|
2460
Eastern Company
EML
$149M
| $5.48M | ﹤0.01% |
333,876
| – | – |
|
2461
Advanced Drainage Systems
WMS
$11.1B
| $5.48M | ﹤0.01% |
257,192
+27,920
| +12% | +$573K |
|
2462
Clearfield
CLFD
$436M
| $5.48M | ﹤0.01% |
340,756
-7,076
| -2% | -$100K |
|
|
GOLD
2463
Gold.com Inc
GOLD
$1.22B
| $5.47M | ﹤0.01% |
550,028
+59,404
| +12% | +$561K |
|
|
CYBE
2464
DELISTED
Cyberoptics Corp
CYBE
| $5.45M | ﹤0.01% |
584,576
-2,750
| -0.5% | -$24.7K |
|
|
FNGN
2465
DELISTED
Financial Engines, Inc.
FNGN
| $5.45M | ﹤0.01% |
173,496
+75
| +0% | +$2.08K |
|
|
ISLE
2466
DELISTED
Isle of Capri Casinos Inc
ISLE
| $5.39M | ﹤0.01% |
385,128
+1,955
| +0.5% | +$24.1K |
|
|
SALM
2467
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $5.38M | ﹤0.01% |
934,565
+2,100
| +0.2% | +$9.57K |
|
|
ANCX
2468
DELISTED
Access National Corp
ANCX
| $5.38M | ﹤0.01% |
271,467
+1,858
| +0.7% | +$34.6K |
|
|
VLRS
2469
Controladora Vuela Compania de Aviacion
VLRS
$929M
| $5.38M | ﹤0.01% |
255,197
+142,736
| +127% | +$2.63M |
|
2470
GoPro
GPRO
$131M
| $5.34M | ﹤0.01% |
446,152
-5,380
| -1% | -$66.7K |
|
2471
Twin Disc
TWIN
$334M
| $5.33M | ﹤0.01% |
525,999
+11,240
| +2% | +$108K |
|
|
SCX
2472
DELISTED
The L.S. Starrett Company
SCX
| $5.31M | ﹤0.01% |
512,625
| – | – |
|
|
LEAF
2473
DELISTED
Leaf Group Ltd.
LEAF
| $5.3M | ﹤0.01% |
1,060,510
+4,090
| +0.4% | +$20.4K |
|
2474
Enova International
ENVA
$6.44B
| $5.3M | ﹤0.01% |
840,062
+32,468
| +4% | +$194K |
|
|
CAJ
2475
DELISTED
Canon, Inc.
CAJ
| $5.28M | ﹤0.01% |
177,042
-1,280
| -0.7% | -$36.8K |
|
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.