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 | |
|---|---|---|---|---|---|---|
|
CHSP
1901
DELISTED
Chesapeake Lodging Trust
CHSP
| $18.7M | 0.01% |
804,689
+7,107
| +0.9% | +$172K |
|
1902
Medifast
MED
$134M
| $18.7M | 0.01% |
562,135
+57,326
| +11% | +$1.85M |
|
1903
LPL Financial
LPLA
$26B
| $18.7M | 0.01% |
829,889
-9,963
| -1% | -$250K |
|
1904
Entravision Communication
EVC
$717M
| $18.7M | 0.01% |
2,781,690
+58,071
| +2% | +$416K |
|
|
DEG
1905
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
| $18.7M | 0.01% |
710,428
-61,560
| -8% | -$1.6M |
|
|
LBY
1906
DELISTED
Libbey, Inc.
LBY
| $18.6M | 0.01% |
1,173,370
-33,332
| -3% | -$572K |
|
|
CSRA
1907
DELISTED
CSRA Inc.
CSRA
| $18.6M | 0.01% |
795,715
-446,325
| -36% | -$11.2M |
|
|
OPB
1908
DELISTED
Opus Bank Common Stock
OPB
| $18.6M | 0.01% |
551,291
+173,761
| +46% | +$6.15M |
|
|
XOXO
1909
DELISTED
Xo Group Inc
XOXO
| $18.6M | 0.01% |
1,065,296
-12,270
| -1% | -$207K |
|
1910
Pilgrim's Pride
PPC
$7.04B
| $18.5M | 0.01% |
727,714
+3,062
| +0.4% | +$76.9K |
|
1911
Sensata Technologies
ST
$6.15B
| $18.5M | 0.01% |
531,072
+11,441
| +2% | +$418K |
|
1912
MDU Resources
MDU
$3.94B
| $18.5M | 0.01% |
2,025,569
+90,673
| +5% | +$739K |
|
1913
Onto Innovation
ONTO
$12.3B
| $18.5M | 0.01% |
888,974
+20,026
| +2% | +$353K |
|
1914
Mercantile Bank Corp
MBWM
$1.04B
| $18.4M | 0.01% |
773,107
+32,006
| +4% | +$758K |
|
|
SYNH
1915
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $18.4M | 0.01% |
+483,099
| New | +$21.2M |
|
1916
TripAdvisor
TRIP
$1.04B
| $18.4M | 0.01% |
286,473
-10,355
| -3% | -$671K |
|
|
PIR
1917
DELISTED
Pier 1 Imports, Inc.
PIR
| $18.4M | 0.01% |
179,057
+93,140
| +108% | +$11.2M |
|
1918
Sabra Healthcare REIT
SBRA
$5.15B
| $18.4M | 0.01% |
890,653
+49,320
| +6% | +$1.03M |
|
|
TLMR
1919
DELISTED
TALMER BANCORP INC (MI)
TLMR
| $18.3M | 0.01% |
956,338
| – | – |
|
1920
Culp Inc
CULP
$46.4M
| $18.3M | 0.01% |
663,061
-7,626
| -1% | -$208K |
|
|
TESO
1921
DELISTED
Tesco Corp
TESO
| $18.3M | 0.01% |
2,728,231
+185,057
| +7% | +$1.43M |
|
1922
Future Fuel
FF
$240M
| $18.2M | 0.01% |
1,675,776
+51,503
| +3% | +$564K |
|
1923
Gartner
IT
$11.9B
| $18.2M | 0.01% |
187,043
+1,302
| +0.7% | +$124K |
|
|
SPA
1924
DELISTED
Sparton
SPA
| $18.2M | 0.01% |
835,757
-3,606
| -0.4% | -$71.5K |
|
|
EXAC
1925
DELISTED
Exactech Inc
EXAC
| $18.2M | 0.01% |
679,519
+78,708
| +13% | +$1.86M |
|
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.