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 | |
|---|---|---|---|---|---|---|
|
EGN
1976
DELISTED
Energen
EGN
| $16.9M | 0.01% |
350,088
+38,100
| +12% | +$1.66M |
|
1977
Winmark
WINA
$1.06B
| $16.7M | 0.01% |
167,882
-746
| -0.4% | -$72.7K |
|
1978
Saga Communications
SGA
$58M
| $16.7M | 0.01% |
422,124
-101
| -0% | -$4.23K |
|
1979
Alliant Energy
LNT
$17.3B
| $16.6M | 0.01% |
417,901
+693
| +0.2% | +$25.7K |
|
|
BBOX
1980
DELISTED
Black Box Corp
BBOX
| $16.5M | 0.01% |
1,262,610
+58,524
| +5% | +$775K |
|
1981
Pitney Bowes
PBI
$2.37B
| $16.4M | 0.01% |
922,101
-8,717
| -0.9% | -$168K |
|
1982
AMC Global Media
AMCX
$486M
| $16.2M | 0.01% |
268,188
+21,720
| +9% | +$1.38M |
|
|
BNCN
1983
DELISTED
BNC Bancorp
BNCN
| $16.1M | 0.01% |
710,409
+300,839
| +73% | +$6.77M |
|
1984
Park-Ohio Holdings
PKOH
$669M
| $16.1M | 0.01% |
568,788
+19,724
| +4% | +$635K |
|
|
EPAY
1985
DELISTED
Bottomline Technologies Inc
EPAY
| $16.1M | 0.01% |
746,847
-8,095
| -1% | -$212K |
|
1986
Autodesk
ADSK
$45.7B
| $16.1M | 0.01% |
296,785
-3,894
| -1% | -$225K |
|
1987
Teradata
TDC
$2.72B
| $16.1M | 0.01% |
640,618
-42,493
| -6% | -$1.13M |
|
|
MCF
1988
DELISTED
Contango Oil & Gas Co.
MCF
| $16M | 0.01% |
1,308,764
+155,905
| +14% | +$1.9M |
|
1989
QuidelOrtho
QDEL
$761M
| $16M | 0.01% |
895,085
-19,406
| -2% | -$336K |
|
1990
Sabre
SABR
$936M
| $16M | 0.01% |
596,114
+106,635
| +22% | +$3M |
|
|
RMAX
1991
DELISTED
RE/MAX Holdings
RMAX
| $15.9M | 0.01% |
395,025
+97,397
| +33% | +$3.74M |
|
|
INWK
1992
DELISTED
InnerWorkings, Inc.
INWK
| $15.9M | 0.01% |
1,920,864
+177,569
| +10% | +$1.46M |
|
|
INN
1993
Summit Hotel Properties
INN
$617M
| $15.9M | 0.01% |
1,197,634
+10,811
| +0.9% | +$129K |
|
1994
Tejon Ranch
TRC
$433M
| $15.9M | 0.01% |
690,681
+18,137
| +3% | +$389K |
|
|
DFRG
1995
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $15.8M | 0.01% |
1,102,566
+200,788
| +22% | +$3.13M |
|
1996
Willis Lease Finance
WLFC
$1.16B
| $15.8M | 0.01% |
2,128,965
-88,689
| -4% | -$705K |
|
|
POT
1997
DELISTED
Potash Corp Of Saskatchewan
POT
| $15.8M | 0.01% |
971,076
+185,609
| +24% | +$3.11M |
|
1998
Fossil Group
FOSL
$333M
| $15.8M | 0.01% |
552,431
+226,014
| +69% | +$7.61M |
|
|
LION
1999
DELISTED
Fidelity Southern Corporation
LION
| $15.7M | 0.01% |
1,004,983
+5,689
| +0.6% | +$91.3K |
|
2000
HCI Group
HCI
$2.34B
| $15.7M | 0.01% |
577,057
+24,320
| +4% | +$749K |
|
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.