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 | |
|---|---|---|---|---|---|---|
|
MYCC
1926
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $18.2M | 0.01% |
1,397,572
+2,918
| +0.2% | +$37.1K |
|
|
NPTN
1927
DELISTED
NEOPHOTONICS CORP
NPTN
| $18.1M | 0.01% |
1,902,415
+544,861
| +40% | +$5.93M |
|
1928
Artisan Partners
APAM
$2.59B
| $18.1M | 0.01% |
653,595
+108,132
| +20% | +$3.41M |
|
1929
American Tower
AMT
$81.8B
| $18.1M | 0.01% |
159,027
-4,441
| -3% | -$473K |
|
1930
Cohen & Steers
CNS
$3.74B
| $18.1M | 0.01% |
446,497
+131,703
| +42% | +$5.18M |
|
1931
Toronto Dominion Bank
TD
$200B
| $18M | 0.01% |
420,221
+89,914
| +27% | +$3.91M |
|
|
BRSS
1932
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $18M | 0.01% |
658,501
+37,462
| +6% | +$994K |
|
1933
Citi Trends
CTRN
$488M
| $18M | 0.01% |
1,156,546
+10,173
| +0.9% | +$171K |
|
1934
Flotek Industries
FTK
$1.11B
| $17.9M | 0.01% |
226,481
-256
| -0.1% | -$16.4K |
|
|
MWW
1935
DELISTED
Monster Worldwide Inc
MWW
| $17.9M | 0.01% |
7,497,832
-49,854
| -0.7% | -$143K |
|
|
PPBI
1936
DELISTED
Pacific Premier Bancorp
PPBI
| $17.9M | 0.01% |
744,393
-45,412
| -6% | -$1.05M |
|
1937
Kosmos Energy
KOS
$1.69B
| $17.8M | 0.01% |
3,271,294
+915,110
| +39% | +$5.17M |
|
|
PSTB
1938
DELISTED
Park Sterling Corp.
PSTB
| $17.8M | 0.01% |
2,509,009
+20,542
| +0.8% | +$147K |
|
1939
Ducommun
DCO
$2.52B
| $17.8M | 0.01% |
897,837
-23,469
| -3% | -$400K |
|
1940
Lloyds Banking Group
LYG
$85.8B
| $17.7M | 0.01% |
5,975,300
-297,401
| -5% | -$1.16M |
|
1941
Ribbon Communications
RBBN
$299M
| $17.7M | 0.01% |
2,039,499
+138,116
| +7% | +$1.15M |
|
1942
Protolabs
PRLB
$2.07B
| $17.7M | 0.01% |
307,880
-1,396
| -0.5% | -$93.2K |
|
|
SCNB
1943
DELISTED
Suffolk Bancorp
SCNB
| $17.7M | 0.01% |
565,598
+3,117
| +0.6% | +$77.6K |
|
1944
Robert Half
RHI
$3.81B
| $17.7M | 0.01% |
463,032
+4,503
| +1% | +$184K |
|
1945
Rollins
ROL
$15.9B
| $17.7M | 0.01% |
1,357,650
-7,238
| -0.5% | -$88.8K |
|
1946
Comtech Telecommunications
CMTL
$45.5M
| $17.6M | 0.01% |
1,369,101
-1,941
| -0.1% | -$40.7K |
|
|
UCFC
1947
DELISTED
United Community Financial Corp
UCFC
| $17.6M | 0.01% |
2,890,285
+83,841
| +3% | +$496K |
|
1948
Sprouts Farmers Market
SFM
$6.49B
| $17.6M | 0.01% |
767,382
+77,388
| +11% | +$1.98M |
|
1949
Lifetime Brands
LCUT
$193M
| $17.5M | 0.01% |
1,201,001
+33,688
| +3% | +$525K |
|
|
HALL
1950
DELISTED
Hallmark Financial Services, Inc.
HALL
| $17.5M | 0.01% |
151,097
+430
| +0.3% | +$46.6K |
|
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.