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 | |
|---|---|---|---|---|---|---|
1901
Lifetime Brands
LCUT
$197M
| $17.6M | 0.01% |
1,167,313
+15,430
| +1% | +$191K |
|
1902
Culp Inc
CULP
$43.7M
| $17.6M | 0.01% |
670,687
-13,510
| -2% | -$335K |
|
|
QTS
1903
DELISTED
QTS REALTY TRUST, INC.
QTS
| $17.6M | 0.01% |
370,948
+41,490
| +13% | +$1.85M |
|
|
CTLT
1904
DELISTED
CATALENT, INC.
CTLT
| $17.6M | 0.01% |
658,459
+177,647
| +37% | +$4.33M |
|
1905
Autodesk
ADSK
$50.1B
| $17.5M | 0.01% |
300,679
+8,304
| +3% | +$433K |
|
|
GHL
1906
DELISTED
Greenhill & Co., Inc.
GHL
| $17.5M | 0.01% |
786,611
-3,679
| -0.5% | -$84.4K |
|
1907
OGE Energy
OGE
$9.79B
| $17.4M | 0.01% |
608,573
-44,556
| -7% | -$1.17M |
|
1908
Rush Enterprises Class B
RUSHB
$6.3B
| $17.4M | 0.01% |
2,139,203
-13,394
| -0.6% | -$108K |
|
1909
FerroAtlántica
GSM
$639M
| $17.4M | 0.01% |
1,969,505
| – | – |
|
|
HALL
1910
DELISTED
Hallmark Financial Services, Inc.
HALL
| $17.3M | 0.01% |
150,667
+3,137
| +2% | +$334K |
|
|
TLMR
1911
DELISTED
TALMER BANCORP INC (MI)
TLMR
| $17.3M | 0.01% |
956,338
+80,986
| +9% | +$1.37M |
|
|
XOXO
1912
DELISTED
Xo Group Inc
XOXO
| $17.3M | 0.01% |
1,077,566
+29,408
| +3% | +$441K |
|
|
TBRG
1913
DELISTED
TruBridge
TBRG
| $17.3M | 0.01% |
331,269
-271
| -0.1% | -$14.4K |
|
1914
FMC
FMC
$1.32B
| $17.2M | 0.01% |
492,208
+74,026
| +18% | +$2.4M |
|
|
DTLK
1915
DELISTED
Datalink Corp
DTLK
| $17.2M | 0.01% |
1,882,996
+100,006
| +6% | +$723K |
|
|
CCF
1916
DELISTED
Chase Corporation
CCF
| $17.2M | 0.01% |
327,159
+12,646
| +4% | +$583K |
|
1917
Waterstone Financial
WSBF
$378M
| $17.2M | 0.01% |
1,256,389
+54,661
| +5% | +$751K |
|
|
NGHC
1918
DELISTED
National General Holdings Corp
NGHC
| $17.2M | 0.01% |
795,899
+180,314
| +29% | +$3.63M |
|
1919
First Bancorp
FBNC
$2.71B
| $17.2M | 0.01% |
910,067
+38,177
| +4% | +$712K |
|
|
ELRC
1920
DELISTED
ELECTRO RENT CORP
ELRC
| $17.1M | 0.01% |
1,851,875
+4,833
| +0.3% | +$43.6K |
|
|
DTSI
1921
DELISTED
DTS, Inc.
DTSI
| $17.1M | 0.01% |
787,184
+26,279
| +3% | +$581K |
|
1922
CenterPoint Energy
CNP
$27.4B
| $17.1M | 0.01% |
818,065
+31,949
| +4% | +$603K |
|
|
BLT
1923
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
| $17.1M | 0.01% |
1,714,280
-4,340
| -0.3% | -$41.6K |
|
1924
Seneca Foods Class A
SENEA
$1.18B
| $17M | 0.01% |
490,783
+18,623
| +4% | +$566K |
|
|
DSPG
1925
DELISTED
DSP Group Inc
DSPG
| $17M | 0.01% |
1,862,081
| – | – |
|
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.