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 | |
|---|---|---|---|---|---|---|
1776
Vertex Pharmaceuticals
VRTX
$131B
| $21.4M | 0.01% |
249,017
+810
| +0.3% | +$70K |
|
1777
ResMed
RMD
$33B
| $21.4M | 0.01% |
338,783
+877
| +0.3% | +$51.7K |
|
|
THR
1778
DELISTED
Thermon Group Holdings
THR
| $21.4M | 0.01% |
1,113,553
+89,251
| +9% | +$1.71M |
|
1779
FMC
FMC
$1.28B
| $21.4M | 0.01% |
532,561
+40,353
| +8% | +$1.58M |
|
|
EXAR
1780
DELISTED
Exar Corporation
EXAR
| $21.4M | 0.01% |
2,656,691
+154,847
| +6% | +$1.04M |
|
|
NATL
1781
DELISTED
National Interstate Corporation
NATL
| $21.4M | 0.01% |
706,536
-378
| -0.1% | -$11.6K |
|
|
HDS
1782
DELISTED
HD Supply Holdings, Inc.
HDS
| $21.4M | 0.01% |
613,718
+65,394
| +12% | +$2.23M |
|
|
REIS
1783
DELISTED
Reis, Inc.
REIS
| $21.3M | 0.01% |
857,258
-19,594
| -2% | -$472K |
|
1784
Towne Bank
TOWN
$3.43B
| $21.3M | 0.01% |
985,545
-95,973
| -9% | -$2.01M |
|
|
WBC
1785
DELISTED
WABCO HOLDINGS INC.
WBC
| $21.3M | 0.01% |
232,738
+4,222
| +2% | +$447K |
|
|
CHUY
1786
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $21.3M | 0.01% |
614,977
+27,499
| +5% | +$893K |
|
1787
Supernus Pharmaceuticals
SUPN
$2.5B
| $21.2M | 0.01% |
1,042,016
-5,797
| -0.6% | -$103K |
|
|
SVU
1788
DELISTED
SUPERVALU Inc.
SVU
| $21.2M | 0.01% |
642,167
+14,323
| +2% | +$491K |
|
1789
VeriSign
VRSN
$27.3B
| $21.2M | 0.01% |
245,436
-2,813
| -1% | -$243K |
|
|
RPT
1790
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $21.2M | 0.01% |
1,080,607
+20,994
| +2% | +$381K |
|
1791
Zumiez
ZUMZ
$206M
| $21.2M | 0.01% |
1,480,468
+352,967
| +31% | +$5.61M |
|
1792
Booz Allen Hamilton
BAH
$9.49B
| $21.1M | 0.01% |
711,468
+20,352
| +3% | +$583K |
|
|
CSS
1793
DELISTED
CSS Industries, Inc.
CSS
| $21.1M | 0.01% |
786,076
-3,399
| -0.4% | -$93.1K |
|
1794
Hooker Furnishings Corp
HOFT
$140M
| $21.1M | 0.01% |
980,085
+48,296
| +5% | +$1.2M |
|
1795
Installed Building Products
IBP
$5.29B
| $21.1M | 0.01% |
580,137
+174,495
| +43% | +$5.42M |
|
|
BEAT
1796
DELISTED
BioTelemetry, Inc.
BEAT
| $21M | 0.01% |
1,291,180
+43,137
| +3% | +$635K |
|
|
LBAI
1797
DELISTED
Lakeland Bancorp Inc
LBAI
| $21M | 0.01% |
1,846,766
+88,346
| +5% | +$985K |
|
|
RATE
1798
DELISTED
Bankrate Inc
RATE
| $21M | 0.01% |
2,808,960
+122,338
| +5% | +$1.06M |
|
1799
MACOM Technology Solutions
MTSI
$20.1B
| $21M | 0.01% |
636,107
-74,169
| -10% | -$2.81M |
|
|
COBZ
1800
DELISTED
CoBiz Financial,Inc
COBZ
| $21M | 0.01% |
1,791,915
+76,465
| +4% | +$920K |
|
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.