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 | |
|---|---|---|---|---|---|---|
|
REXI
2051
DELISTED
RESOURCE AMERICA INC CL-A
REXI
| $14.4M | 0.01% |
1,480,284
-2,106
| -0.1% | -$16.2K |
|
|
DTLK
2052
DELISTED
Datalink Corp
DTLK
| $14.4M | 0.01% |
1,915,019
+32,023
| +2% | +$266K |
|
2053
Arista Networks
ANET
$252B
| $14.3M | 0.01% |
3,566,352
+129,056
| +4% | +$548K |
|
|
OUTR
2054
DELISTED
OUTERWALL INC
OUTR
| $14.3M | 0.01% |
341,067
-1,450
| -0.4% | -$58.8K |
|
2055
National Presto Industries
NPK
$1.09B
| $14.3M | 0.01% |
151,322
+639
| +0.4% | +$56.2K |
|
2056
CoStar Group
CSGP
$11.9B
| $14.3M | 0.01% |
651,820
-37,800
| -5% | -$747K |
|
2057
OceanFirst Financial
OCFC
$1.75B
| $14.2M | 0.01% |
784,124
+134,000
| +21% | +$2.44M |
|
2058
PDF Solutions
PDFS
$1.85B
| $14.2M | 0.01% |
1,018,227
+95,051
| +10% | +$1.29M |
|
2059
Antero Resources
AR
$10.9B
| $14.2M | 0.01% |
548,086
+14,984
| +3% | +$409K |
|
2060
Under Armour Class C
UA
$2.08B
| $14.2M | 0.01% |
+390,874
| New | +$14.4M |
|
|
FLOW
2061
DELISTED
SPX FLOW, Inc.
FLOW
| $14.2M | 0.01% |
545,638
+201,034
| +58% | +$5.72M |
|
2062
Mesa Laboratories
MLAB
$711M
| $14.2M | 0.01% |
115,467
+3,910
| +4% | +$421K |
|
2063
Wynn Resorts
WYNN
$8.54B
| $14.2M | 0.01% |
156,348
+24,275
| +18% | +$2.31M |
|
2064
Vishay Precision Group
VPG
$827M
| $14.2M | 0.01% |
1,054,652
| – | – |
|
2065
Seacoast Banking Corp of Florida
SBCF
$3.26B
| $14.1M | 0.01% |
869,694
+144,770
| +20% | +$2.35M |
|
2066
Columbus McKinnon
CMCO
$454M
| $14.1M | 0.01% |
996,568
+26,840
| +3% | +$415K |
|
|
SHOR
2067
DELISTED
ShoreTel, Inc.
SHOR
| $14.1M | 0.01% |
2,106,388
+94,172
| +5% | +$624K |
|
|
USAK
2068
DELISTED
USA Truck Inc
USAK
| $14.1M | 0.01% |
802,929
-81,905
| -9% | -$1.53M |
|
2069
Zillow
Z
$6.77B
| $14M | 0.01% |
387,295
+274,665
| +244% | +$7.62M |
|
|
ESIO
2070
DELISTED
Electro Scientific Industries
ESIO
| $14M | 0.01% |
2,401,803
+124,553
| +5% | +$852K |
|
2071
Zillow
ZG
$6.89B
| $14M | 0.01% |
380,898
+68,338
| +22% | +$1.94M |
|
2072
Lumentum
LITE
$80.2B
| $13.9M | 0.01% |
575,939
-7,182
| -1% | -$178K |
|
2073
NatWest
NWG
$75.2B
| $13.9M | 0.01% |
2,752,267
-46,895
| -2% | -$329K |
|
|
AVID
2074
DELISTED
Avid Technology Inc
AVID
| $13.9M | 0.01% |
2,397,844
+25,299
| +1% | +$149K |
|
2075
Buckle
BKE
$2.08B
| $13.9M | 0.01% |
533,436
-1,069
| -0.2% | -$28.8K |
|
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.