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 | |
|---|---|---|---|---|---|---|
1401
Orthofix Medical
OFIX
$354M
| $33.1M | 0.02% |
781,617
-10,011
| -1% | -$435K |
|
1402
IDEX
IEX
$16.4B
| $33.1M | 0.02% |
403,429
-38,876
| -9% | -$3.23M |
|
1403
AeroVironment
AVAV
$8.33B
| $33.1M | 0.02% |
1,190,928
-5,714
| -0.5% | -$165K |
|
1404
Matador Resources
MTDR
$7.14B
| $33.1M | 0.02% |
1,670,950
-850,059
| -34% | -$18.3M |
|
1405
NiSource
NI
$19.6B
| $33.1M | 0.02% |
1,247,482
+2,642
| +0.2% | +$63.4K |
|
1406
Insteel Industries
IIIN
$588M
| $33.1M | 0.02% |
1,156,937
+68,980
| +6% | +$1.95M |
|
1407
REX American Resources
REX
$1.43B
| $33M | 0.02% |
3,312,438
-294,570
| -8% | -$2.74M |
|
1408
Resources Connection
RGP
$139M
| $33M | 0.02% |
2,234,699
+73,131
| +3% | +$1.08M |
|
1409
Chesapeake Utilities
CPK
$3.16B
| $33M | 0.02% |
498,901
+7,278
| +1% | +$438K |
|
1410
Strategy Inc
MSTR
$52.7B
| $33M | 0.02% |
1,886,380
+74,990
| +4% | +$1.38M |
|
|
EPIQ
1411
DELISTED
EPIQ SYSTEMS INC
EPIQ
| $33M | 0.02% |
2,259,118
+95,443
| +4% | +$1.4M |
|
|
USCR
1412
DELISTED
U S Concrete, Inc.
USCR
| $33M | 0.02% |
541,498
+60,416
| +13% | +$3.79M |
|
1413
Dr. Reddy's Laboratories
RDY
$10.2B
| $33M | 0.02% |
3,220,445
-233,025
| -7% | -$2.14M |
|
1414
Silgan Holdings
SLGN
$4.03B
| $33M | 0.02% |
1,280,766
+226,214
| +21% | +$5.82M |
|
|
NUAN
1415
DELISTED
Nuance Communications, Inc.
NUAN
| $32.9M | 0.02% |
2,431,597
+154,964
| +7% | +$2.3M |
|
1416
WSFS Financial
WSFS
$4.05B
| $32.9M | 0.02% |
1,021,527
+85,811
| +9% | +$2.92M |
|
|
LLTC
1417
DELISTED
Linear Technology Corp
LLTC
| $32.8M | 0.02% |
705,996
+18,886
| +3% | +$863K |
|
|
DRII
1418
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $32.8M | 0.02% |
1,096,271
-9,636
| -0.9% | -$218K |
|
1419
Tompkins Financial
TMP
$1.42B
| $32.8M | 0.02% |
504,346
+32,893
| +7% | +$2.16M |
|
1420
Nordson
NDSN
$17.4B
| $32.7M | 0.02% |
391,227
+4,827
| +1% | +$389K |
|
|
AJRD
1421
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $32.7M | 0.02% |
1,786,236
+70,791
| +4% | +$1.23M |
|
|
TMX
1422
DELISTED
Terminix Global Holdings, Inc.
TMX
| $32.6M | 0.02% |
1,224,487
+8,332
| +0.7% | +$212K |
|
|
REGI
1423
DELISTED
Renewable Energy Group, Inc.
REGI
| $32.6M | 0.02% |
3,688,764
-96,559
| -3% | -$890K |
|
1424
Acadia Realty Trust
AKR
$2.67B
| $32.5M | 0.02% |
916,198
+5,521
| +0.6% | +$189K |
|
1425
American Water Works
AWK
$27.4B
| $32.5M | 0.02% |
384,986
+4,777
| +1% | +$355K |
|
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.