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 | |
|---|---|---|---|---|---|---|
1601
Mettler-Toledo International
MTD
$28.3B
| $26.8M | 0.02% |
73,321
+1,154
| +2% | +$422K |
|
1602
WEX
WEX
$6.65B
| $26.7M | 0.02% |
300,646
+8,959
| +3% | +$799K |
|
1603
LendingTree
TREE
$365M
| $26.7M | 0.02% |
301,747
-136,460
| -31% | -$11.6M |
|
1604
Sanofi
SNY
$103B
| $26.6M | 0.02% |
636,068
| – | – |
|
|
HTLF
1605
DELISTED
Heartland Financial USA, Inc.
HTLF
| $26.6M | 0.02% |
754,233
+59,430
| +9% | +$1.99M |
|
|
ABCO
1606
DELISTED
Advisory Board Co
ABCO
| $26.6M | 0.02% |
750,315
-38,399
| -5% | -$1.26M |
|
|
HTO
1607
H2O America
HTO
$2.64B
| $26.5M | 0.02% |
673,824
+1,753
| +0.3% | +$62.7K |
|
1608
Alpha and Omega Semiconductor
AOSL
$763M
| $26.5M | 0.02% |
1,903,817
+131,856
| +7% | +$1.77M |
|
1609
PRA Group
PRAA
$774M
| $26.5M | 0.02% |
1,098,297
+31,166
| +3% | +$871K |
|
1610
Hackett Group
HCKT
$268M
| $26.5M | 0.02% |
1,911,296
-152,902
| -7% | -$2.23M |
|
|
ICON
1611
DELISTED
Iconix Brand Group, Inc.
ICON
| $26.4M | 0.02% |
391,093
-1,622
| -0.4% | -$126K |
|
1612
Matrix Service
MTRX
$282M
| $26.4M | 0.02% |
1,598,652
+37,447
| +2% | +$631K |
|
1613
Expeditors International
EXPD
$24.6B
| $26.4M | 0.02% |
537,508
+27,809
| +5% | +$1.35M |
|
|
ECHO
1614
DELISTED
Echo Global Logistics, Inc.
ECHO
| $26.4M | 0.02% |
1,175,310
+132,781
| +13% | +$3.14M |
|
|
ITG
1615
DELISTED
Investment Technology Group Inc
ITG
| $26.3M | 0.02% |
1,575,411
+14,277
| +0.9% | +$268K |
|
|
TE
1616
DELISTED
TECO ENERGY INC
TE
| $26.3M | 0.02% |
951,733
+577
| +0.1% | +$15.9K |
|
|
OKSB
1617
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $26.2M | 0.02% |
1,547,540
+64,494
| +4% | +$1.03M |
|
|
CBPX
1618
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $26.1M | 0.02% |
1,174,833
+146,440
| +14% | +$3.06M |
|
|
SIX
1619
DELISTED
Six Flags Entertainment Corp.
SIX
| $26.1M | 0.02% |
450,189
-33,178
| -7% | -$1.93M |
|
1620
EQT Corp
EQT
$31.5B
| $26.1M | 0.02% |
618,705
+32,752
| +6% | +$1.27M |
|
|
PTVCB
1621
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $26.1M | 0.02% |
1,056,810
+3,268
| +0.3% | +$79.7K |
|
1622
MSC Industrial Direct
MSM
$6.8B
| $26M | 0.02% |
369,087
+2,545
| +0.7% | +$189K |
|
|
PTR
1623
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $26M | 0.02% |
383,210
-11,700
| -3% | -$804K |
|
1624
Acadia Healthcare
ACHC
$2.68B
| $26M | 0.01% |
468,627
+73,042
| +18% | +$4.27M |
|
|
ABAX
1625
DELISTED
Abaxis Inc
ABAX
| $26M | 0.01% |
549,628
+59,872
| +12% | +$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.