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 | |
|---|---|---|---|---|---|---|
1726
Cooper Companies
COO
$14.5B
| $22.4M | 0.01% |
581,612
+640
| +0.1% | +$22.1K |
|
|
S
1727
DELISTED
Sprint Corporation
S
| $22.3M | 0.01% |
6,419,109
+235,587
| +4% | +$753K |
|
|
TUES
1728
DELISTED
Tuesday Morning Corp
TUES
| $22.3M | 0.01% |
2,729,626
+189,811
| +7% | +$1.24M |
|
|
OKSB
1729
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $22.3M | 0.01% |
1,483,046
+59,890
| +4% | +$943K |
|
1730
Southside Bancshares
SBSI
$972M
| $22.3M | 0.01% |
919,127
+76,722
| +9% | +$1.67M |
|
1731
Natural Gas Services Group
NGS
$468M
| $22.2M | 0.01% |
1,027,731
+31,271
| +3% | +$595K |
|
|
ABAX
1732
DELISTED
Abaxis Inc
ABAX
| $22.2M | 0.01% |
489,756
+108,716
| +29% | +$4.83M |
|
1733
Harmonic Inc
HLIT
$1.28B
| $22.2M | 0.01% |
6,794,251
-78,113
| -1% | -$256K |
|
1734
Lindsay Corp
LNN
$1.15B
| $22.2M | 0.01% |
310,199
-1,054
| -0.3% | -$75.6K |
|
1735
First Financial Bankshares
FFIN
$5.09B
| $22.2M | 0.01% |
1,500,460
+1,200
| +0.1% | +$16.5K |
|
|
SYT
1736
DELISTED
Syngenta Ag
SYT
| $22.2M | 0.01% |
267,723
-473
| -0.2% | -$37.2K |
|
|
KE
1737
Kimball Electronics
KE
$619M
| $22.2M | 0.01% |
1,984,492
+38,860
| +2% | +$417K |
|
1738
Financial Institutions
FISI
$838M
| $22.2M | 0.01% |
762,073
+23,384
| +3% | +$638K |
|
1739
F5
FFIV
$23.1B
| $22.1M | 0.01% |
208,610
+21,835
| +12% | +$2.09M |
|
|
ATW
1740
DELISTED
Atwood Oceanics
ATW
| $22.1M | 0.01% |
2,405,159
-12,505
| -0.5% | -$94.3K |
|
|
CSS
1741
DELISTED
CSS Industries, Inc.
CSS
| $22.1M | 0.01% |
789,475
-400
| -0.1% | -$10.8K |
|
|
WWAV
1742
DELISTED
The WhiteWave Foods Company
WWAV
| $22M | 0.01% |
541,935
-46,917
| -8% | -$1.78M |
|
1743
Franklin Covey
FC
$244M
| $22M | 0.01% |
1,250,718
+5,694
| +0.5% | +$97.2K |
|
1744
VeriSign
VRSN
$27B
| $22M | 0.01% |
248,249
+6,079
| +3% | +$497K |
|
|
NTRI
1745
DELISTED
NutriSystem, Inc.
NTRI
| $22M | 0.01% |
1,051,896
+5,741
| +0.5% | +$114K |
|
1746
TriCo Bancshares
TCBK
$1.87B
| $21.9M | 0.01% |
865,287
+46,312
| +6% | +$1.17M |
|
|
TESO
1747
DELISTED
Tesco Corp
TESO
| $21.9M | 0.01% |
2,543,174
+242,997
| +11% | +$1.71M |
|
1748
First Busey Corp
BUSE
$2.6B
| $21.9M | 0.01% |
1,068,960
+92,895
| +10% | +$1.81M |
|
|
CLR
1749
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $21.8M | 0.01% |
719,709
-56,810
| -7% | -$1.28M |
|
1750
Acadia Healthcare
ACHC
$2.85B
| $21.8M | 0.01% |
395,585
+77,631
| +24% | +$4.43M |
|
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.