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 | |
|---|---|---|---|---|---|---|
2076
Axalta
AXTA
$6.98B
| $13.9M | 0.01% |
522,478
+163,270
| +45% | +$4.62M |
|
|
XCRA
2077
DELISTED
Xcerra Corporation
XCRA
| $13.8M | 0.01% |
2,407,705
+143,701
| +6% | +$881K |
|
2078
IDT Corp
IDT
$1.72B
| $13.8M | 0.01% |
1,151,731
-155,687
| -12% | -$1.72M |
|
2079
Opko Health
OPK
$1.21B
| $13.8M | 0.01% |
1,477,212
+440,700
| +43% | +$4.47M |
|
2080
Ericsson
ERIC
$33.6B
| $13.8M | 0.01% |
1,794,792
+25,367
| +1% | +$208K |
|
|
IL
2081
DELISTED
IntraLinks Holdings Inc.
IL
| $13.8M | 0.01% |
2,119,498
+129,292
| +6% | +$1.01M |
|
|
TDAY
2082
USA Today Co
TDAY
$928M
| $13.8M | 0.01% |
762,007
+212,658
| +39% | +$3.5M |
|
|
SFE
2083
DELISTED
Safeguard Scientifics, Inc.
SFE
| $13.7M | 0.01% |
1,096,262
-34,972
| -3% | -$469K |
|
2084
IQVIA
IQV
$44.3B
| $13.6M | 0.01% |
208,927
+2,083
| +1% | +$140K |
|
2085
Rexford Industrial Realty
REXR
$8.57B
| $13.6M | 0.01% |
645,613
+43,369
| +7% | +$849K |
|
|
XHR
2086
Xenia Hotels & Resorts
XHR
$1.63B
| $13.6M | 0.01% |
810,775
+87,060
| +12% | +$1.37M |
|
|
CNR
2087
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $13.6M | 0.01% |
850,625
+221,775
| +35% | +$3.41M |
|
2088
BlackBerry
BB
$4.65B
| $13.6M | 0.01% |
2,026,746
+467,058
| +30% | +$3.26M |
|
|
SRGA
2089
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $13.5M | 0.01% |
125,446
+4,710
| +4% | +$552K |
|
2090
DNOW Inc
DNOW
$2.88B
| $13.5M | 0.01% |
744,416
+336,895
| +83% | +$5.91M |
|
2091
Teekay Tankers
TNK
$3.5B
| $13.4M | 0.01% |
563,742
+64,862
| +13% | +$1.85M |
|
|
FFNW
2092
DELISTED
First Financial Northwest, Inc
FFNW
| $13.4M | 0.01% |
1,011,516
+18,405
| +2% | +$245K |
|
2093
Imperial Oil
IMO
$63B
| $13.4M | 0.01% |
423,227
+111,707
| +36% | +$3.54M |
|
2094
Metallus
MTUS
$804M
| $13.3M | 0.01% |
1,386,612
+464,642
| +50% | +$4.84M |
|
|
UNTD
2095
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $13.3M | 0.01% |
1,212,136
| – | – |
|
|
BELFB
2096
Bel Fuse Inc Class B
BELFB
$3.44B
| $13.3M | 0.01% |
749,051
-16,050
| -2% | -$272K |
|
|
OB
2097
DELISTED
Onebeacon Insurance Group Ltd
OB
| $13.3M | 0.01% |
964,058
+77,666
| +9% | +$1M |
|
|
WIFI
2098
DELISTED
Boingo Wireless, Inc.
WIFI
| $13.3M | 0.01% |
1,488,397
+13,267
| +0.9% | +$103K |
|
|
ABMD
2099
DELISTED
Abiomed Inc
ABMD
| $13.2M | 0.01% |
120,969
+27,265
| +29% | +$2.71M |
|
|
TBRG
2100
DELISTED
TruBridge
TBRG
| $13.2M | 0.01% |
331,142
-127
| -0% | -$5.77K |
|
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.