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 | |
|---|---|---|---|---|---|---|
|
POLY
1301
DELISTED
Plantronics, Inc.
POLY
| $36.5M | 0.02% |
830,306
-5,459
| -0.7% | -$228K |
|
1302
Diamondback Energy
FANG
$54.5B
| $36.5M | 0.02% |
400,512
-28,445
| -7% | -$2.46M |
|
1303
TTEC Holdings
TTEC
$59.6M
| $36.5M | 0.02% |
1,346,077
+42,322
| +3% | +$1.15M |
|
1304
Manhattan Associates
MANH
$12.4B
| $36.5M | 0.02% |
569,418
-643,787
| -53% | -$40.1M |
|
|
LTM
1305
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $36.5M | 0.02% |
5,526,707
+273,844
| +5% | +$1.81M |
|
1306
Aramark
ARMK
$15.2B
| $36.5M | 0.02% |
1,511,306
+138,587
| +10% | +$3.34M |
|
|
GAP
1307
The Gap Inc
GAP
$7.09B
| $36.4M | 0.02% |
1,716,169
+558,824
| +48% | +$11.9M |
|
|
NPKI
1308
NPK International
NPKI
$1.1B
| $36.4M | 0.02% |
6,283,379
-807,407
| -11% | -$3.95M |
|
1309
Interparfums
IPAR
$3.61B
| $36.3M | 0.02% |
1,271,914
+65,197
| +5% | +$1.95M |
|
1310
Neogen
NEOG
$2.74B
| $36.3M | 0.02% |
1,722,493
+49,178
| +3% | +$917K |
|
1311
Jack Henry & Associates
JKHY
$11.1B
| $36.2M | 0.02% |
415,306
-35,074
| -8% | -$2.93M |
|
1312
Iridium Communications
IRDM
$5.01B
| $36.2M | 0.02% |
4,078,299
-7,316
| -0.2% | -$60.1K |
|
1313
Prudential
PUK
$32.5B
| $36.2M | 0.02% |
1,097,698
+68,253
| +7% | +$2.51M |
|
|
OSG
1314
Octave Specialty Group
OSG
$213M
| $36.2M | 0.02% |
2,199,198
+396,486
| +22% | +$6.36M |
|
|
SCS
1315
DELISTED
Steelcase
SCS
| $36.2M | 0.02% |
2,665,689
+3,598
| +0.1% | +$54.5K |
|
|
LHO
1316
DELISTED
LaSalle Hotel Properties
LHO
| $36.2M | 0.02% |
1,533,813
+44,483
| +3% | +$1.05M |
|
|
AMTD
1317
DELISTED
TD Ameritrade Holding Corp
AMTD
| $36.1M | 0.02% |
1,266,623
+46,412
| +4% | +$1.41M |
|
|
AVTA
1318
DELISTED
Avantax, Inc. Common Stock
AVTA
| $36.1M | 0.02% |
3,480,590
+6,384
| +0.2% | +$50.2K |
|
|
BOBE
1319
DELISTED
Bob Evans Farms, Inc.
BOBE
| $36.1M | 0.02% |
950,168
-28,193
| -3% | -$1.26M |
|
1320
Ralph Lauren
RL
$20.2B
| $36M | 0.02% |
402,257
+42,460
| +12% | +$3.94M |
|
1321
KBR
KBR
$4.61B
| $36M | 0.02% |
2,719,253
+110,473
| +4% | +$1.59M |
|
|
COR
1322
DELISTED
Coresite Realty Corporation
COR
| $36M | 0.02% |
405,585
+3,027
| +0.8% | +$233K |
|
1323
Carter's
CRI
$1.07B
| $35.9M | 0.02% |
337,357
+4,527
| +1% | +$467K |
|
1324
DTE Energy
DTE
$27.2B
| $35.9M | 0.02% |
425,487
+15,707
| +4% | +$1.21M |
|
|
EXTN
1325
DELISTED
Exterran Corporation
EXTN
| $35.9M | 0.02% |
2,790,707
-1,152
| -0% | -$15.9K |
|
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.