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 | |
|---|---|---|---|---|---|---|
1651
Factset
FDS
$9.92B
| $25.1M | 0.01% |
155,761
+2,770
| +2% | +$428K |
|
1652
WisdomTree
WT
$3.37B
| $25.1M | 0.01% |
2,566,008
-31,258
| -1% | -$345K |
|
1653
TriCo Bancshares
TCBK
$1.72B
| $25.1M | 0.01% |
910,123
+44,836
| +5% | +$1.21M |
|
1654
Cooper Companies
COO
$10.2B
| $25.1M | 0.01% |
585,108
+3,496
| +0.6% | +$140K |
|
1655
NETSCOUT
NTCT
$2.86B
| $25.1M | 0.01% |
1,127,830
+48,281
| +4% | +$1.12M |
|
1656
SunCoke Energy
SXC
$820M
| $25.1M | 0.01% |
4,305,299
+692,616
| +19% | +$4.37M |
|
1657
UBS Group
UBS
$155B
| $25M | 0.01% |
1,932,680
-2,279
| -0.1% | -$34.8K |
|
1658
Graco
GGG
$12.4B
| $25M | 0.01% |
950,346
+4,434
| +0.5% | +$119K |
|
1659
Helios Technologies
HLIO
$2.24B
| $25M | 0.01% |
842,240
+28,664
| +4% | +$906K |
|
|
WWAV
1660
DELISTED
The WhiteWave Foods Company
WWAV
| $25M | 0.01% |
531,853
-10,082
| -2% | -$433K |
|
|
ANSS
1661
DELISTED
Ansys
ANSS
| $24.9M | 0.01% |
274,552
+621
| +0.2% | +$54.9K |
|
1662
NACCO Industries
NC
$283M
| $24.9M | 0.01% |
1,946,557
+68,019
| +4% | +$877K |
|
1663
Stride
LRN
$3.36B
| $24.9M | 0.01% |
1,993,586
+190,797
| +11% | +$2.16M |
|
1664
Cboe Global Markets
CBOE
$27.8B
| $24.8M | 0.01% |
372,576
+19,985
| +6% | +$1.28M |
|
|
MFLX
1665
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
| $24.7M | 0.01% |
1,065,826
-181
| -0% | -$4.13K |
|
|
TLRD
1666
DELISTED
Tailored Brands, Inc.
TLRD
| $24.7M | 0.01% |
1,953,056
-273,481
| -12% | -$4.04M |
|
1667
Diamondrock Hospitality Co
DRH
$2.51B
| $24.7M | 0.01% |
2,736,972
+101,258
| +4% | +$933K |
|
1668
Trimble
TRMB
$13.4B
| $24.7M | 0.01% |
1,014,386
+33,317
| +3% | +$834K |
|
|
TAL
1669
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $24.7M | 0.01% |
1,842,038
-400
| -0% | -$5.88K |
|
1670
Park National Corp
PRK
$3.3B
| $24.7M | 0.01% |
268,738
-2,031
| -0.8% | -$185K |
|
|
SIR
1671
DELISTED
SELECT INCOME REIT
SIR
| $24.6M | 0.01% |
2,156,090
+24,865
| +1% | +$264K |
|
1672
Covenant Logistics
CVLG
$863M
| $24.6M | 0.01% |
2,725,730
+58,128
| +2% | +$618K |
|
1673
AB InBev
BUD
$155B
| $24.6M | 0.01% |
186,895
-5,408
| -3% | -$681K |
|
1674
Cohu
COHU
$2.6B
| $24.5M | 0.01% |
2,255,886
+29,630
| +1% | +$340K |
|
1675
Peoples Bancorp
PEBO
$1.42B
| $24.5M | 0.01% |
1,122,590
+45,691
| +4% | +$960K |
|
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.