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 | |
|---|---|---|---|---|---|---|
|
STR
1851
DELISTED
QUESTAR CORP
STR
| $19.8M | 0.01% |
781,742
-983
| -0.1% | -$24.6K |
|
1852
CenterPoint Energy
CNP
$25.4B
| $19.8M | 0.01% |
826,192
+8,127
| +1% | +$179K |
|
|
FRGI
1853
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $19.8M | 0.01% |
907,117
+66,377
| +8% | +$1.87M |
|
|
SFR
1854
DELISTED
Starwood Waypoint Homes
SFR
| $19.8M | 0.01% |
650,253
+3,582
| +0.6% | +$95.3K |
|
1855
Republic Bancorp
RBCAA
$1.84B
| $19.8M | 0.01% |
715,826
+12,107
| +2% | +$326K |
|
|
DSPG
1856
DELISTED
DSP Group Inc
DSPG
| $19.7M | 0.01% |
1,861,269
-812
| -0% | -$7.88K |
|
1857
Ezcorp Inc
EZPW
$1.94B
| $19.6M | 0.01% |
2,594,209
+246,289
| +10% | +$1.39M |
|
1858
1-800-Flowers.com
FLWS
$167M
| $19.6M | 0.01% |
2,174,282
+156,132
| +8% | +$1.24M |
|
1859
Rush Enterprises Class B
RUSHB
$6.65B
| $19.6M | 0.01% |
3,182,531
-26,274
| -0.8% | -$151K |
|
1860
Bio-Techne
TECH
$11.4B
| $19.6M | 0.01% |
694,852
+48,252
| +7% | +$1.24M |
|
1861
lululemon athletica
LULU
$11B
| $19.6M | 0.01% |
264,822
+1,913
| +0.7% | +$127K |
|
1862
Banco Santander
SAN
$215B
| $19.5M | 0.01% |
5,199,960
+33,263
| +0.6% | +$144K |
|
1863
Agilysys
AGYS
$2.88B
| $19.5M | 0.01% |
1,863,094
-5,226
| -0.3% | -$56.4K |
|
|
BMTC
1864
DELISTED
Bryn Mawr Bank Corp
BMTC
| $19.5M | 0.01% |
667,780
+23,283
| +4% | +$654K |
|
|
FPRX
1865
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $19.5M | 0.01% |
+471,536
| New | +$20.5M |
|
|
EGL
1866
DELISTED
Engility Holdings, Inc.
EGL
| $19.5M | 0.01% |
922,063
-149,234
| -14% | -$3.16M |
|
1867
Manitowoc
MTW
$788M
| $19.5M | 0.01% |
892,428
-6,861
| -0.8% | -$149K |
|
|
CCF
1868
DELISTED
Chase Corporation
CCF
| $19.4M | 0.01% |
329,190
+2,031
| +0.6% | +$117K |
|
1869
Crown Holdings
CCK
$12B
| $19.4M | 0.01% |
383,796
+2,721
| +0.7% | +$142K |
|
1870
First Community Bankshares
FCBC
$884M
| $19.4M | 0.01% |
865,274
+38,973
| +5% | +$822K |
|
|
AAT
1871
American Assets Trust
AAT
$1.36B
| $19.4M | 0.01% |
457,043
+1,938
| +0.4% | +$77.8K |
|
1872
Williams-Sonoma
WSM
$25.8B
| $19.3M | 0.01% |
741,254
+53,390
| +8% | +$1.46M |
|
1873
Sally Beauty Holdings
SBH
$1.48B
| $19.3M | 0.01% |
656,386
+4,603
| +0.7% | +$138K |
|
1874
Franklin Covey
FC
$198M
| $19.3M | 0.01% |
1,258,772
+8,054
| +0.6% | +$125K |
|
1875
Calix
CALX
$2.21B
| $19.3M | 0.01% |
2,790,251
+228,161
| +9% | +$1.56M |
|
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.