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 | |
|---|---|---|---|---|---|---|
1676
Natural Gas Services Group
NGS
$462M
| $24.4M | 0.01% |
1,065,975
+38,244
| +4% | +$856K |
|
1677
Cencora
COR
$59B
| $24.4M | 0.01% |
307,760
-4,299
| -1% | -$345K |
|
1678
First Financial Bankshares
FFIN
$4.71B
| $24.4M | 0.01% |
1,488,070
-12,390
| -0.8% | -$197K |
|
|
BFX
1679
DELISTED
BowFlex Inc.
BFX
| $24.3M | 0.01% |
1,364,668
+17,214
| +1% | +$326K |
|
1680
Quad
QUAD
$494M
| $24.3M | 0.01% |
1,043,073
+10,405
| +1% | +$176K |
|
|
LTC
1681
LTC Properties
LTC
$2.34B
| $24.3M | 0.01% |
469,055
+11,673
| +3% | +$556K |
|
1682
NewMarket
NEU
$8.18B
| $24.2M | 0.01% |
58,517
+427
| +0.7% | +$172K |
|
1683
Lifecore Biomedical
LFCR
$169M
| $24.2M | 0.01% |
2,248,099
-48,150
| -2% | -$531K |
|
1684
Empire State Realty Trust
ESRT
$720M
| $24.2M | 0.01% |
1,272,227
+71,901
| +6% | +$1.35M |
|
|
CPLA
1685
DELISTED
Capella Education Company
CPLA
| $24.1M | 0.01% |
457,946
+32,199
| +8% | +$1.68M |
|
1686
Steris
STE
$20.3B
| $24.1M | 0.01% |
350,517
-46,309
| -12% | -$3.24M |
|
1687
Cadence Design Systems
CDNS
$77.3B
| $24.1M | 0.01% |
991,153
-4,225
| -0.4% | -$101K |
|
1688
Flowers Foods
FLO
$1.29B
| $24.1M | 0.01% |
1,284,350
-13,644
| -1% | -$254K |
|
|
PGRE
1689
DELISTED
Paramount Group
PGRE
| $24.1M | 0.01% |
1,510,357
+177,468
| +13% | +$2.89M |
|
|
FARO
1690
DELISTED
Faro Technologies
FARO
| $24M | 0.01% |
710,802
+106,560
| +18% | +$3.52M |
|
|
SLCA
1691
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $24M | 0.01% |
697,533
-498
| -0.1% | -$13.8K |
|
|
HZNP
1692
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $24M | 0.01% |
1,458,520
+891,466
| +157% | +$14.4M |
|
1693
Core Laboratories
CLB
$523M
| $24M | 0.01% |
193,911
+2,500
| +1% | +$302K |
|
1694
F5
FFIV
$24.6B
| $24M | 0.01% |
210,785
+2,175
| +1% | +$234K |
|
|
PKD
1695
DELISTED
Parker Drilling Company
PKD
| $23.8M | 0.01% |
692,200
+17,573
| +3% | +$650K |
|
|
MRD
1696
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $23.7M | 0.01% |
1,495,341
+53,208
| +4% | +$755K |
|
|
SPWR
1697
DELISTED
SunPower Corporation Common Stock
SPWR
| $23.7M | 0.01% |
2,339,642
+733,550
| +46% | +$8.64M |
|
|
APOL
1698
DELISTED
Apollo Education Group Inc Class A
APOL
| $23.7M | 0.01% |
2,600,148
-2,697
| -0.1% | -$23.3K |
|
1699
Liberty Global Class C
LBTYK
$3.38B
| $23.7M | 0.01% |
826,361
+617,961
| +297% | +$19.5M |
|
|
MTOR
1700
DELISTED
MERITOR, Inc.
MTOR
| $23.7M | 0.01% |
3,285,784
-126,906
| -4% | -$1.05M |
|
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.