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 | |
|---|---|---|---|---|---|---|
1801
Gorman-Rupp
GRC
$1.9B
| $21M | 0.01% |
764,387
-955
| -0.1% | -$26.6K |
|
1802
STAG Industrial
STAG
$7.23B
| $20.9M | 0.01% |
878,640
-2,461
| -0.3% | -$52.3K |
|
|
SCG
1803
DELISTED
Scana
SCG
| $20.9M | 0.01% |
276,552
+2,456
| +0.9% | +$172K |
|
|
IHS
1804
DELISTED
IHS INC CL-A COM STK
IHS
| $20.9M | 0.01% |
180,612
-655
| -0.4% | -$78.6K |
|
|
LCI
1805
DELISTED
Lannett Company, Inc.
LCI
| $20.8M | 0.01% |
218,963
-818
| -0.4% | -$70K |
|
1806
Kforce
KFRC
$924M
| $20.8M | 0.01% |
1,233,547
-30,033
| -2% | -$558K |
|
|
HAYN
1807
DELISTED
Haynes International, Inc.
HAYN
| $20.8M | 0.01% |
649,355
+56,584
| +10% | +$1.84M |
|
1808
Dolby
DLB
$5.38B
| $20.8M | 0.01% |
435,268
+20,636
| +5% | +$943K |
|
|
LFC
1809
DELISTED
China Life Insurance Company Ltd.
LFC
| $20.8M | 0.01% |
1,934,970
-72,485
| -4% | -$812K |
|
|
RAD
1810
DELISTED
Rite Aid Corporation
RAD
| $20.8M | 0.01% |
138,841
-558
| -0.4% | -$88K |
|
1811
Superior Group of Companies
SGC
$199M
| $20.8M | 0.01% |
1,088,488
-6,095
| -0.6% | -$111K |
|
1812
AES
AES
$10.6B
| $20.8M | 0.01% |
1,665,441
+5,978
| +0.4% | +$67.4K |
|
1813
Fox Factory Holding Corp
FOXF
$815M
| $20.8M | 0.01% |
1,195,597
+47,443
| +4% | +$801K |
|
|
PEI
1814
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $20.8M | 0.01% |
64,521
+947
| +1% | +$313K |
|
|
CAMP
1815
DELISTED
CalAmp Corp.
CAMP
| $20.7M | 0.01% |
60,906
+246
| +0.4% | +$86.5K |
|
1816
Financial Institutions
FISI
$802M
| $20.7M | 0.01% |
795,340
+33,267
| +4% | +$917K |
|
|
BRSL
1817
Brightstar Lottery PLC
BRSL
$1.9B
| $20.7M | 0.01% |
1,106,343
+703,730
| +175% | +$12.8M |
|
|
LSXMA
1818
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $20.7M | 0.01% |
+914,401
| New | +$21M |
|
|
DTSI
1819
DELISTED
DTS, Inc.
DTSI
| $20.7M | 0.01% |
782,246
-4,938
| -0.6% | -$117K |
|
|
NEWS
1820
DELISTED
NewStar Financial, Inc.
NEWS
| $20.7M | 0.01% |
2,454,214
-1,238
| -0.1% | -$11K |
|
1821
Middlesex Water
MSEX
$1.06B
| $20.6M | 0.01% |
475,364
+24,337
| +5% | +$901K |
|
|
TI
1822
DELISTED
Telecom Italia
TI
| $20.6M | 0.01% |
2,521,793
| – | – |
|
|
SYT
1823
DELISTED
Syngenta Ag
SYT
| $20.6M | 0.01% |
267,723
| – | – |
|
1824
Morningstar
MORN
$7.61B
| $20.6M | 0.01% |
251,368
-2,519
| -1% | -$211K |
|
1825
Perdoceo Education
PRDO
$2.05B
| $20.5M | 0.01% |
3,440,682
+427,034
| +14% | +$2.32M |
|
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.