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 | |
|---|---|---|---|---|---|---|
|
TBHC
2101
DELISTED
The Brand House Collective
TBHC
| $13.2M | 0.01% |
899,345
+37,974
| +4% | +$570K |
|
|
MIK
2102
DELISTED
Michaels Stores, Inc
MIK
| $13.2M | 0.01% |
464,253
-20,063
| -4% | -$567K |
|
|
WCIC
2103
DELISTED
WCI Communities, Inc.
WCIC
| $13.2M | 0.01% |
781,083
+23,547
| +3% | +$403K |
|
|
WIN
2104
DELISTED
Windstream Holdings Inc
WIN
| $13.2M | 0.01% |
284,201
-1,989
| -0.7% | -$84.8K |
|
|
AE
2105
DELISTED
Adams Resources & Energy Inc
AE
| $13.1M | 0.01% |
341,398
+627
| +0.2% | +$24K |
|
|
LNKD
2106
DELISTED
LinkedIn Corporation
LNKD
| $13.1M | 0.01% |
69,447
+1,452
| +2% | +$201K |
|
|
GHL
2107
DELISTED
Greenhill & Co., Inc.
GHL
| $13.1M | 0.01% |
815,289
+28,678
| +4% | +$569K |
|
2108
Ingevity
NGVT
$2.34B
| $13.1M | 0.01% |
+385,032
| New | +$12M |
|
2109
Canadian National Railway
CNI
$72.5B
| $13M | 0.01% |
220,739
+9,711
| +5% | +$586K |
|
2110
Sierra Bancorp
BSRR
$523M
| $13M | 0.01% |
779,723
+43,688
| +6% | +$758K |
|
2111
Crown Castle
CCI
$31.4B
| $13M | 0.01% |
128,215
+137
| +0.1% | +$12.4K |
|
|
EOCC
2112
DELISTED
Enel Generacion Chile S.A.
EOCC
| $13M | 0.01% |
468,272
-248,116
| -35% | -$6.71M |
|
2113
Novanta
NOVT
$5.05B
| $13M | 0.01% |
+856,199
| New | +$13.2M |
|
2114
Oil-Dri
ODC
$1.27B
| $12.9M | 0.01% |
748,092
+5,410
| +0.7% | +$90.2K |
|
|
LMOS
2115
DELISTED
Lumos Networks Corp
LMOS
| $12.8M | 0.01% |
1,059,557
+125,974
| +13% | +$1.56M |
|
|
NYRT
2116
DELISTED
New York REIT, Inc.
NYRT
| $12.8M | 0.01% |
138,500
+7,753
| +6% | +$749K |
|
2117
TriNet
TNET
$3.11B
| $12.8M | 0.01% |
615,344
+95,630
| +18% | +$1.75M |
|
|
KMG
2118
DELISTED
KMG Chemicals Inc
KMG
| $12.8M | 0.01% |
490,629
+25,325
| +5% | +$590K |
|
|
BREW
2119
DELISTED
Craft Brew Alliance, Inc.
BREW
| $12.7M | 0.01% |
1,105,244
+12,364
| +1% | +$110K |
|
2120
Agree Realty
ADC
$8.48B
| $12.6M | 0.01% |
261,103
+12,325
| +5% | +$518K |
|
2121
BioMarin Pharmaceuticals
BMRN
$12.6B
| $12.5M | 0.01% |
161,199
+3,332
| +2% | +$283K |
|
2122
Distribution Solutions Group
DSGR
$1.61B
| $12.5M | 0.01% |
1,263,180
-22,056
| -2% | -$217K |
|
|
CWEI
2123
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $12.5M | 0.01% |
453,973
-126,311
| -22% | -$2.7M |
|
2124
LeMaitre Vascular
LMAT
$1.82B
| $12.4M | 0.01% |
871,560
-23,868
| -3% | -$365K |
|
2125
Addus HomeCare
ADUS
$2.2B
| $12.4M | 0.01% |
712,165
+20,175
| +3% | +$384K |
|
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.