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 | |
|---|---|---|---|---|---|---|
1726
Virtus Investment Partners
VRTS
$851M
| $22.8M | 0.01% |
320,749
-1,071
| -0.3% | -$81.2K |
|
|
MCHB
1727
Mechanics Bancorp
MCHB
$3.42B
| $22.8M | 0.01% |
1,144,003
+199,077
| +21% | +$4.14M |
|
|
NXGN
1728
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $22.7M | 0.01% |
1,907,078
+50,665
| +3% | +$681K |
|
|
IXYS
1729
DELISTED
IXYS Corp
IXYS
| $22.7M | 0.01% |
2,215,639
+104,241
| +5% | +$1.13M |
|
|
TUES
1730
DELISTED
Tuesday Morning Corp
TUES
| $22.7M | 0.01% |
3,234,087
+504,461
| +18% | +$3.69M |
|
1731
WPP
WPP
$5.55B
| $22.7M | 0.01% |
216,932
| – | – |
|
1732
Tyler Technologies
TYL
$14B
| $22.6M | 0.01% |
135,862
-78,684
| -37% | -$11.6M |
|
|
DEL
1733
DELISTED
Deltic Timber
DEL
| $22.6M | 0.01% |
336,274
+5,033
| +2% | +$319K |
|
|
WSTC
1734
DELISTED
West Corporation
WSTC
| $22.6M | 0.01% |
1,148,052
+158,471
| +16% | +$3.4M |
|
|
VWR
1735
DELISTED
VWR Corporation
VWR
| $22.6M | 0.01% |
780,935
+428,252
| +121% | +$12M |
|
1736
Warner Bros
WBD
$70.8B
| $22.5M | 0.01% |
893,035
+233,373
| +35% | +$6.38M |
|
1737
Motorcar Parts of America
MPAA
$200M
| $22.5M | 0.01% |
828,404
-7,969
| -1% | -$250K |
|
|
AMRI
1738
DELISTED
Albany Molecular Research Inc
AMRI
| $22.5M | 0.01% |
1,672,853
-63,646
| -4% | -$928K |
|
|
GLDD
1739
DELISTED
Great Lakes Dredge & Dock
GLDD
| $22.4M | 0.01% |
5,139,027
+99,427
| +2% | +$448K |
|
|
GNC
1740
DELISTED
GNC Holdings, Inc.
GNC
| $22.4M | 0.01% |
921,509
+174,743
| +23% | +$4.83M |
|
1741
United Therapeutics
UTHR
$21.3B
| $22.4M | 0.01% |
211,076
+9,258
| +5% | +$1.03M |
|
1742
Teck Resources
TECK
$32B
| $22.3M | 0.01% |
1,695,700
+951,965
| +128% | +$9.83M |
|
1743
Jones Lang LaSalle
JLL
$15.5B
| $22.3M | 0.01% |
228,881
-38
| -0% | -$4.37K |
|
|
HIBB
1744
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $22.3M | 0.01% |
640,868
-70
| -0% | -$2.43K |
|
1745
Idexx Laboratories
IDXX
$39.9B
| $22.3M | 0.01% |
239,914
-4,667
| -2% | -$401K |
|
|
NGHC
1746
DELISTED
National General Holdings Corp
NGHC
| $22.3M | 0.01% |
1,039,777
+243,878
| +31% | +$5.23M |
|
|
HOS
1747
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $22.3M | 0.01% |
2,669,732
-11,691
| -0.4% | -$111K |
|
|
CBL
1748
DELISTED
CBL& Associates Properties, Inc.
CBL
| $22.3M | 0.01% |
2,390,585
+50,780
| +2% | +$549K |
|
|
BERY
1749
DELISTED
Berry Global Group, Inc.
BERY
| $22.3M | 0.01% |
623,884
+8,866
| +1% | +$303K |
|
|
WLH
1750
DELISTED
WILLIAM LYON HOMES
WLH
| $22.2M | 0.01% |
1,379,463
| – | – |
|
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.