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 | |
|---|---|---|---|---|---|---|
2001
Hawkins
HWKN
$2.54B
| $15.7M | 0.01% |
722,452
+33,238
| +5% | +$668K |
|
2002
H&R Block
HRB
$5.52B
| $15.7M | 0.01% |
680,473
-70,072
| -9% | -$1.56M |
|
2003
Bristow Group
VTOL
$1.23B
| $15.6M | 0.01% |
828,531
+15,451
| +2% | +$298K |
|
2004
Hurco Companies Inc
HURC
$148M
| $15.6M | 0.01% |
559,010
| – | – |
|
2005
IMAX
IMAX
$2.84B
| $15.6M | 0.01% |
527,686
-1,900
| -0.4% | -$59.6K |
|
2006
Ecopetrol
EC
$35.7B
| $15.5M | 0.01% |
1,625,046
-78,485
| -5% | -$730K |
|
2007
PTC
PTC
$14.6B
| $15.5M | 0.01% |
413,535
-12,074
| -3% | -$433K |
|
|
STBZ
2008
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $15.5M | 0.01% |
763,206
+106,732
| +16% | +$2.2M |
|
|
SCMP
2009
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $15.5M | 0.01% |
1,415,265
-74,222
| -5% | -$831K |
|
|
ULTI
2010
DELISTED
Ultimate Software Group Inc
ULTI
| $15.5M | 0.01% |
73,608
-5,484
| -7% | -$1.09M |
|
|
STOR
2011
DELISTED
STORE Capital Corporation
STOR
| $15.5M | 0.01% |
525,087
+343,493
| +189% | +$9.05M |
|
2012
Canadian Imperial Bank of Commerce
CM
$103B
| $15.5M | 0.01% |
411,688
+19,118
| +5% | +$745K |
|
2013
Cass Information Systems
CASS
$710M
| $15.4M | 0.01% |
392,967
+12,870
| +3% | +$482K |
|
|
CSBK
2014
DELISTED
Clifton Bancorp Inc.
CSBK
| $15.4M | 0.01% |
1,020,726
+80,400
| +9% | +$1.2M |
|
|
COWN
2015
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $15.4M | 0.01% |
1,299,045
-3,443
| -0.3% | -$46.9K |
|
2016
SiriusXM
SIRI
$9.35B
| $15.4M | 0.01% |
389,286
-40,097
| -9% | -$1.58M |
|
2017
Under Armour
UAA
$2.13B
| $15.3M | 0.01% |
382,330
-348,452
| -48% | -$13.9M |
|
|
TARO
2018
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $15.3M | 0.01% |
105,286
+4,432
| +4% | +$628K |
|
2019
ATI
ATI
$25B
| $15.3M | 0.01% |
1,202,353
-204,056
| -15% | -$2.92M |
|
2020
Titan International
TWI
$461M
| $15.3M | 0.01% |
2,461,190
-11,486
| -0.5% | -$71.4K |
|
|
SHYF
2021
DELISTED
The Shyft Group
SHYF
| $15.2M | 0.01% |
2,434,998
+91,737
| +4% | +$509K |
|
2022
Tesla
TSLA
$1.45T
| $15.2M | 0.01% |
1,076,235
+8,370
| +0.8% | +$127K |
|
|
FNHC
2023
DELISTED
FedNat Holding Company Common Stock
FNHC
| $15.2M | 0.01% |
799,802
+8,079
| +1% | +$164K |
|
2024
MGIC Investment
MTG
$6.09B
| $15.2M | 0.01% |
2,548,954
+124,318
| +5% | +$847K |
|
2025
Camden National
CAC
$971M
| $15.1M | 0.01% |
538,943
+51,720
| +11% | +$1.47M |
|
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.