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 | |
|---|---|---|---|---|---|---|
1976
Lumentum
LITE
$66.1B
| $15.7M | 0.01% |
583,121
| – | – |
|
|
IL
1977
DELISTED
IntraLinks Holdings Inc.
IL
| $15.7M | 0.01% |
1,990,206
+144,345
| +8% | +$1.13M |
|
1978
Manitowoc
MTW
$519M
| $15.6M | 0.01% |
899,289
-3,038,312
| -77% | -$44.1M |
|
1979
Park Aerospace
PKE
$808M
| $15.6M | 0.01% |
972,402
+46,868
| +5% | +$698K |
|
|
FNHC
1980
DELISTED
FedNat Holding Company Common Stock
FNHC
| $15.6M | 0.01% |
791,723
+43,534
| +6% | +$1.01M |
|
1981
Cheniere Energy
LNG
$53.9B
| $15.6M | 0.01% |
459,934
+5,601
| +1% | +$182K |
|
|
ENDP
1982
DELISTED
Endo International plc
ENDP
| $15.6M | 0.01% |
552,341
+30,749
| +6% | +$1.45M |
|
1983
Koppers
KOP
$1,000M
| $15.5M | 0.01% |
691,451
+34,776
| +5% | +$620K |
|
1984
Chord Energy
CHRD
$7.71B
| $15.5M | 0.01% |
2,130,079
+1,231,628
| +137% | +$7.35M |
|
|
BRSS
1985
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $15.5M | 0.01% |
621,039
+80,619
| +15% | +$1.77M |
|
1986
Alliant Energy
LNT
$18.3B
| $15.5M | 0.01% |
417,208
+4,660
| +1% | +$157K |
|
|
IHC
1987
DELISTED
Independence Holding Company
IHC
| $15.4M | 0.01% |
966,046
+2,381
| +0.2% | +$36.9K |
|
|
EVHC
1988
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $15.4M | 0.01% |
251,444
+4,213
| +2% | +$277K |
|
1989
Tiptree Inc
TIPT
$665M
| $15.3M | 0.01% |
+2,692,121
| New | +$15.9M |
|
|
ULTI
1990
DELISTED
Ultimate Software Group Inc
ULTI
| $15.3M | 0.01% |
79,092
-1,352
| -2% | -$235K |
|
|
IMS
1991
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
| $15.3M | 0.01% |
576,005
+54,860
| +11% | +$1.36M |
|
1992
Columbus McKinnon
CMCO
$622M
| $15.3M | 0.01% |
969,728
+31,560
| +3% | +$467K |
|
1993
Bio-Techne
TECH
$11.2B
| $15.3M | 0.01% |
646,600
+24,028
| +4% | +$529K |
|
1994
Bristow Group
VTOL
$1.41B
| $15.3M | 0.01% |
813,080
+28,596
| +4% | +$531K |
|
1995
Medifast
MED
$145M
| $15.2M | 0.01% |
504,809
+15,785
| +3% | +$461K |
|
|
SPA
1996
DELISTED
Sparton
SPA
| $15.1M | 0.01% |
839,363
-800
| -0.1% | -$13K |
|
|
CTWS
1997
DELISTED
Connecticut Water Service Inc
CTWS
| $15.1M | 0.01% |
334,621
+20,766
| +7% | +$865K |
|
|
TBHC
1998
DELISTED
The Brand House Collective
TBHC
| $15.1M | 0.01% |
861,371
+6,044
| +0.7% | +$84.5K |
|
1999
Cass Information Systems
CASS
$729M
| $15.1M | 0.01% |
380,097
+18,338
| +5% | +$702K |
|
|
FARM
2000
DELISTED
Farmer Brothers
FARM
| $15.1M | 0.01% |
540,149
+16,855
| +3% | +$452K |
|
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.