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 |
Charter Communications
CHTR
|
+$352M |
| 2 |
Intel
INTC
|
+$271M |
| 3 |
Wells Fargo
WFC
|
+$146M |
| 4 |
Cisco
CSCO
|
+$112M |
| 5 |
Medtronic
MDT
|
+$107M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$713M |
| 2 |
ADT
ADT Corp
ADT
|
+$218M |
| 3 |
GE Aerospace
GE
|
+$179M |
| 4 |
ARG
Airgas Inc
ARG
|
+$142M |
| 5 |
Mondelez International
MDLZ
|
+$108M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.13% |
| 2 | Industrials | 13.8% |
| 3 | Technology | 12.5% |
| 4 | Consumer Discretionary | 9.7% |
| 5 | Healthcare | 9.63% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
751
Marvell Technology
MRVL
$199B
| $61.5M | 0.04% |
6,455,008
+512,782
| +9% | +$5.13M |
|
|
IDTI
752
DELISTED
Integrated Device Technology I
IDTI
| $61.5M | 0.04% |
3,052,942
-451,685
| -13% | -$9.56M |
|
|
TCO
753
DELISTED
Taubman Centers Inc.
TCO
| $61.4M | 0.04% |
827,992
+8,805
| +1% | +$620K |
|
754
Stepan Co
SCL
$1.4B
| $61.4M | 0.04% |
1,030,940
+65,529
| +7% | +$3.85M |
|
|
AUO
755
DELISTED
AU Optronics Corp
AUO
| $61.3M | 0.04% |
17,575,114
-213,130
| -1% | -$602K |
|
|
EXPR
756
DELISTED
Express, Inc.
EXPR
| $61.1M | 0.04% |
210,539
+23,988
| +13% | +$8.06M |
|
757
Enel Chile
ENIC
$5.93B
| $61M | 0.04% |
+10,469,289
| New | +$59.9M |
|
758
Greif
GEF
$4.63B
| $61M | 0.04% |
1,637,308
+79,641
| +5% | +$2.85M |
|
759
Gray Television
GTN
$492M
| $61M | 0.04% |
5,621,433
-10,187
| -0.2% | -$120K |
|
|
CPE
760
DELISTED
Callon Petroleum Company
CPE
| $60.9M | 0.04% |
542,522
-68,956
| -11% | -$7.39M |
|
|
HOS
761
Hornbeck Offshore Services, Inc.
HOS
$2.89B
| $60.9M | 0.04% |
9,005,900
+945,610
| +12% | +$6.84M |
|
|
PPLI
762
People Inc
PPLI
$2.85B
| $60.8M | 0.04% |
6,047,304
+79,298
| +1% | +$734K |
|
|
SUP
763
DELISTED
Superior Industries International
SUP
| $60.8M | 0.04% |
2,270,600
-2,323
| -0.1% | -$59.6K |
|
764
Landstar System
LSTR
$5.86B
| $60.7M | 0.03% |
883,672
+7,980
| +0.9% | +$527K |
|
765
Ross Stores
ROST
$72.3B
| $60.7M | 0.03% |
1,069,970
+3,204
| +0.3% | +$178K |
|
|
SHLM
766
DELISTED
Schulman (A.) Inc
SHLM
| $60.6M | 0.03% |
2,482,196
+5,301
| +0.2% | +$136K |
|
767
Woodward
WWD
$18.9B
| $60.6M | 0.03% |
1,050,988
-48,849
| -4% | -$2.7M |
|
768
Coherent
COHR
$53.1B
| $60.5M | 0.03% |
3,226,831
+367,967
| +13% | +$7.52M |
|
|
ALE
769
DELISTED
Allete
ALE
| $60.5M | 0.03% |
936,044
+10,152
| +1% | +$586K |
|
770
Emergent Biosolutions
EBS
$326M
| $60.5M | 0.03% |
2,149,815
+88,071
| +4% | +$3.45M |
|
771
Itaú Unibanco
ITUB
$91B
| $60.4M | 0.03% |
14,534,670
-850,815
| -6% | -$3.28M |
|
772
Edwards Lifesciences
EW
$49.4B
| $60.4M | 0.03% |
1,817,823
-1,581
| -0.1% | -$54.1K |
|
773
Omnicell
OMCL
$1.49B
| $60.3M | 0.03% |
1,761,467
+40,114
| +2% | +$1.25M |
|
774
Range Resources
RRC
$9.79B
| $60.3M | 0.03% |
1,397,264
-177,440
| -11% | -$7.27M |
|
|
SFLY
775
DELISTED
Shutterfly, Inc.
SFLY
| $60.3M | 0.03% |
1,293,054
+57,753
| +5% | +$2.71M |
|
Similar funds
Dimensional Fund Advisors's Q2 2016 Portfolio in Review
As of Q2 2016, Dimensional Fund Advisors held 3,367 positions worth $174B, up 4% from $167B the previous quarter. Its ten largest holdings account for 9.4% of the portfolio.
Trading was light in Q2 2016: portfolio turnover was 4.3%. Dimensional Fund Advisors opened 68 new positions and exited 77, leaving the 3,367-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 18% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q2 2016 buy was ATN International: 819,912 shares worth $63.8M.
- Dimensional Fund Advisors added most to Charter Communications in Q2 2016, an estimated $352M increase.
- Dimensional Fund Advisors's biggest Q2 2016 reduction was GE Aerospace, cutting an estimated $179M.
- Dimensional Fund Advisors fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $713M.
- Dimensional Fund Advisors's ten largest holdings make up 9.4% of its $174B portfolio in Q2 2016.
- Dimensional Fund Advisors opened 68 new positions and closed 77 in Q2 2016.
- Dimensional Fund Advisors's portfolio value rose 4% quarter-over-quarter to $174B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2016, filed 9 Aug 2016.