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 | |
|---|---|---|---|---|---|---|
|
QTS
1701
DELISTED
QTS REALTY TRUST, INC.
QTS
| $23.6M | 0.01% |
422,160
+51,212
| +14% | +$2.64M |
|
1702
Brown-Forman Class B
BF.B
$12.2B
| $23.6M | 0.01% |
740,213
+13,875
| +2% | +$429K |
|
|
GRUB
1703
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $23.6M | 0.01% |
379,550
+133,843
| +54% | +$7.04M |
|
|
TTM
1704
DELISTED
Tata Motors Limited
TTM
| $23.5M | 0.01% |
679,092
+34,497
| +5% | +$1.08M |
|
|
SRCL
1705
DELISTED
Stericycle Inc
SRCL
| $23.5M | 0.01% |
225,448
+15,198
| +7% | +$1.63M |
|
1706
Motorola Solutions
MSI
$76.1B
| $23.5M | 0.01% |
355,830
+28,598
| +9% | +$2.03M |
|
|
MDVN
1707
DELISTED
MEDIVATION, INC.
MDVN
| $23.5M | 0.01% |
389,148
+2,868
| +0.7% | +$163K |
|
1708
Central Garden & Pet Co
CENT
$2.53B
| $23.4M | 0.01% |
1,283,686
-11,589
| -0.9% | -$169K |
|
1709
Digi International
DGII
$2.76B
| $23.4M | 0.01% |
2,183,731
+7,063
| +0.3% | +$72.9K |
|
1710
AMC Entertainment Holdings
AMC
$2.42B
| $23.4M | 0.01% |
84,823
+12,077
| +17% | +$3.38M |
|
|
LQ
1711
DELISTED
La Quinta Holdings Inc.
LQ
| $23.4M | 0.01% |
2,052,731
+475,076
| +30% | +$5.66M |
|
1712
Mistras Group
MG
$632M
| $23.4M | 0.01% |
980,132
+61,609
| +7% | +$1.51M |
|
|
VAR
1713
DELISTED
Varian Medical Systems, Inc.
VAR
| $23.4M | 0.01% |
324,378
+1,397
| +0.4% | +$101K |
|
1714
StoneX
SNEX
$7.98B
| $23.4M | 0.01% |
4,337,758
-1,655
| -0% | -$8.8K |
|
|
PES
1715
DELISTED
Pioneer Energy Services Corp.
PES
| $23.4M | 0.01% |
5,076,844
+46,217
| +0.9% | +$152K |
|
1716
Middleby
MIDD
$5.04B
| $23.3M | 0.01% |
202,191
-10,919
| -5% | -$1.25M |
|
|
GOV
1717
DELISTED
Government Properties Income Trust
GOV
| $23.2M | 0.01% |
1,007,623
+20,797
| +2% | +$406K |
|
1718
Powell Industries
POWL
$6.44B
| $23.2M | 0.01% |
1,771,854
+127,341
| +8% | +$1.43M |
|
|
MTSC
1719
DELISTED
MTS Systems Corp
MTSC
| $23.2M | 0.01% |
528,803
+6,413
| +1% | +$323K |
|
1720
Sonida Senior Living
SNDA
$1.86B
| $23.2M | 0.01% |
87,447
-1,192
| -1% | -$336K |
|
|
DENN
1721
DELISTED
Denny's
DENN
| $23.1M | 0.01% |
2,150,277
+149,310
| +7% | +$1.58M |
|
1722
First Bancorp
FBP
$4.2B
| $23M | 0.01% |
5,804,537
+656,265
| +13% | +$2.47M |
|
|
INFN
1723
DELISTED
Infinera Corporation Common Stock
INFN
| $23M | 0.01% |
2,041,859
+233,018
| +13% | +$3.05M |
|
1724
Perrigo
PRGO
$1.87B
| $22.9M | 0.01% |
252,814
+3,257
| +1% | +$337K |
|
1725
Inogen
INGN
$136M
| $22.9M | 0.01% |
456,991
+101,922
| +29% | +$4.86M |
|
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.