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 | |
|---|---|---|---|---|---|---|
1151
First Industrial Realty Trust
FR
$8.14B
| $42.4M | 0.02% |
1,522,741
+41,368
| +3% | +$1.01M |
|
|
AXON
1152
Axon Enterprise
AXON
$38.1B
| $42.3M | 0.02% |
1,701,107
+152,077
| +10% | +$3.15M |
|
1153
Intuitive Surgical
ISRG
$135B
| $42.3M | 0.02% |
575,739
+6,282
| +1% | +$442K |
|
1154
Tapestry
TPR
$23.5B
| $42.3M | 0.02% |
1,037,775
+216
| +0% | +$8.51K |
|
1155
Ameris Bancorp
ABCB
$5.62B
| $42.2M | 0.02% |
1,421,398
-10,800
| -0.8% | -$330K |
|
1156
MGP Ingredients
MGPI
$308M
| $42.2M | 0.02% |
1,104,266
+21,187
| +2% | +$629K |
|
1157
BGC Group
BGC
$5.79B
| $42.2M | 0.02% |
7,534,866
+851,174
| +13% | +$4.94M |
|
1158
Axos Financial
AX
$5.25B
| $42.1M | 0.02% |
2,378,789
-13,332
| -0.6% | -$250K |
|
|
ELNK
1159
DELISTED
EarthLink Holdings Corp.
ELNK
| $42.1M | 0.02% |
6,576,151
-953,362
| -13% | -$5.84M |
|
|
BBBY
1160
DELISTED
Bed Bath & Beyond Inc
BBBY
| $42.1M | 0.02% |
973,616
+33,294
| +4% | +$1.51M |
|
1161
Ennis
EBF
$540M
| $42M | 0.02% |
2,191,427
-2,148
| -0.1% | -$40.7K |
|
|
SCAI
1162
DELISTED
Surgical Care Affiliates, Inc.
SCAI
| $42M | 0.02% |
881,142
+124,467
| +16% | +$5.75M |
|
1163
Cable One
CABO
$107M
| $42M | 0.02% |
82,125
-19,073
| -19% | -$9.12M |
|
|
AMWD
1164
DELISTED
American Woodmark
AMWD
| $42M | 0.02% |
632,492
-51,321
| -8% | -$3.71M |
|
1165
MillerKnoll
MLKN
$1.44B
| $42M | 0.02% |
1,404,010
+53,163
| +4% | +$1.63M |
|
|
HMHC
1166
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $41.9M | 0.02% |
2,683,294
+417,330
| +18% | +$7.58M |
|
1167
Coca-Cola Consolidated
COKE
$13.2B
| $41.9M | 0.02% |
2,840,190
-142,540
| -5% | -$2.08M |
|
1168
Tractor Supply
TSCO
$17.1B
| $41.9M | 0.02% |
2,296,050
-9,220
| -0.4% | -$171K |
|
1169
Church & Dwight Co
CHD
$22.7B
| $41.8M | 0.02% |
812,928
+2,962
| +0.4% | +$143K |
|
1170
Chord Energy
CHRD
$8.04B
| $41.7M | 0.02% |
4,465,955
+2,335,876
| +110% | +$22.1M |
|
1171
Patrick Industries
PATK
$2.26B
| $41.7M | 0.02% |
1,556,249
-60,223
| -4% | -$1.35M |
|
1172
L3Harris
LHX
$46.7B
| $41.7M | 0.02% |
499,700
+19,528
| +4% | +$1.54M |
|
1173
Oneok
OKE
$58.4B
| $41.6M | 0.02% |
877,371
+3,801
| +0.4% | +$151K |
|
|
FFIC
1174
DELISTED
Flushing Financial
FFIC
| $41.6M | 0.02% |
2,093,323
+96,905
| +5% | +$1.98M |
|
|
EXAM
1175
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $41.5M | 0.02% |
1,192,198
+36,310
| +3% | +$1.24M |
|
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.