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 | |
|---|---|---|---|---|---|---|
2026
Univest Financial
UVSP
$1.17B
| $15M | 0.01% |
715,496
+67,090
| +10% | +$1.33M |
|
|
NUTR
2027
DELISTED
Nutraceutical International Co
NUTR
| $15M | 0.01% |
646,114
+31,599
| +5% | +$752K |
|
|
FSP
2028
Franklin Street Properties
FSP
$32.8M
| $14.9M | 0.01% |
1,215,072
+9,275
| +0.8% | +$104K |
|
|
DLA
2029
DELISTED
Delta Apparel Inc.
DLA
| $14.9M | 0.01% |
660,269
-33,752
| -5% | -$699K |
|
|
GRA
2030
DELISTED
W.R. Grace & Co.
GRA
| $14.8M | 0.01% |
202,578
-5,247
| -3% | -$401K |
|
2031
Tiptree Inc
TIPT
$653M
| $14.8M | 0.01% |
2,702,892
+10,771
| +0.4% | +$58.8K |
|
|
ITIC
2032
Investors Title Co
ITIC
$559M
| $14.8M | 0.01% |
155,484
| – | – |
|
2033
World Acceptance Corp
WRLD
$861M
| $14.8M | 0.01% |
324,317
-1,709
| -0.5% | -$69.5K |
|
|
RRTS
2034
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $14.8M | 0.01% |
79,245
+2,578
| +3% | +$603K |
|
|
AVP
2035
DELISTED
Avon Products, Inc.
AVP
| $14.8M | 0.01% |
3,903,593
+3,097,854
| +384% | +$13.3M |
|
|
TOWR
2036
DELISTED
Tower International, Inc.
TOWR
| $14.7M | 0.01% |
716,387
+35,718
| +5% | +$826K |
|
2037
Companhia Siderúrgica Nacional
SID
$1.56B
| $14.7M | 0.01% |
6,003,772
-48,052
| -0.8% | -$124K |
|
2038
Park Aerospace
PKE
$663M
| $14.7M | 0.01% |
1,010,342
+37,940
| +4% | +$600K |
|
|
OMN
2039
DELISTED
OMNOVA Solutions Inc.
OMN
| $14.7M | 0.01% |
2,023,952
-71,657
| -3% | -$482K |
|
|
TVPT
2040
DELISTED
Travelport Worldwide Limited
TVPT
| $14.6M | 0.01% |
1,134,819
+633,514
| +126% | +$8.51M |
|
2041
Polaris
PII
$3.17B
| $14.6M | 0.01% |
178,682
+6,768
| +4% | +$600K |
|
2042
Center Bancorp
CNOB
$1.59B
| $14.6M | 0.01% |
930,518
+86,753
| +10% | +$1.4M |
|
|
CGI
2043
DELISTED
Celadon Group Inc
CGI
| $14.6M | 0.01% |
1,785,465
+44,032
| +3% | +$428K |
|
2044
German American Bancorp
GABC
$1.85B
| $14.6M | 0.01% |
684,390
+17,956
| +3% | +$386K |
|
|
IMS
2045
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
| $14.6M | 0.01% |
574,341
-1,664
| -0.3% | -$42.7K |
|
|
ENV
2046
DELISTED
ENVESTNET, INC.
ENV
| $14.5M | 0.01% |
436,537
+37,633
| +9% | +$1.21M |
|
2047
CRA International
CRAI
$1.04B
| $14.5M | 0.01% |
576,411
+43,353
| +8% | +$977K |
|
2048
VSE Corp
VSEC
$4.91B
| $14.5M | 0.01% |
432,684
+22,658
| +6% | +$762K |
|
|
SP
2049
DELISTED
SP Plus Corporation
SP
| $14.4M | 0.01% |
639,444
+25,089
| +4% | +$563K |
|
|
GSH
2050
DELISTED
Guangshen Railway Co. Ltd
GSH
| $14.4M | 0.01% |
607,901
-10,072
| -2% | -$237K |
|
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.