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 | |
|---|---|---|---|---|---|---|
2126
PLDT
PHI
$3.88B
| $12.4M | 0.01% |
277,923
-2,292
| -0.8% | -$91.5K |
|
|
SRDX
2127
DELISTED
Surmodics
SRDX
| $12.4M | 0.01% |
526,360
+5,006
| +1% | +$110K |
|
|
RLH
2128
DELISTED
Red Lions Hotel Corporation
RLH
| $12.4M | 0.01% |
1,701,692
+3,487
| +0.2% | +$27K |
|
|
TMH
2129
DELISTED
Team Health Holdings Inc
TMH
| $12.3M | 0.01% |
302,829
-571
| -0.2% | -$24.9K |
|
2130
Casella Waste Systems
CWST
$5.65B
| $12.3M | 0.01% |
1,568,650
+31,090
| +2% | +$223K |
|
2131
Sabesp
SBS
$18.6B
| $12.3M | 0.01% |
7,068,551
-536,392
| -7% | -$782K |
|
2132
FreightCar America
RAIL
$243M
| $12.3M | 0.01% |
873,885
+79,728
| +10% | +$1.18M |
|
|
SALE
2133
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $12.2M | 0.01% |
1,585,337
+210,304
| +15% | +$1.6M |
|
|
BT
2134
DELISTED
BT Group plc (ADR)
BT
| $12.2M | 0.01% |
438,382
+982
| +0.2% | +$30.8K |
|
|
TIS
2135
DELISTED
Orchids Paper Products, Inc.
TIS
| $12.2M | 0.01% |
343,186
-1,800
| -0.5% | -$56.5K |
|
2136
Advanced Micro Devices
AMD
$890B
| $12.2M | 0.01% |
+2,373,993
| New | +$9.22M |
|
2137
Banco Bilbao Vizcaya Argentaria
BBVA
$159B
| $12.2M | 0.01% |
2,159,503
+68,327
| +3% | +$431K |
|
2138
Braskem
BAK
$713M
| $12.2M | 0.01% |
1,026,330
-109,182
| -10% | -$1.36M |
|
2139
Veeva Systems
VEEV
$42.7B
| $12.1M | 0.01% |
354,920
+55,108
| +18% | +$1.64M |
|
2140
CVR Energy
CVI
$5.44B
| $12.1M | 0.01% |
780,742
-18,241
| -2% | -$386K |
|
|
ZAGG
2141
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $12.1M | 0.01% |
2,301,925
+214,236
| +10% | +$1.41M |
|
|
SC
2142
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $12.1M | 0.01% |
1,167,199
+121,788
| +12% | +$1.41M |
|
|
SMRT
2143
DELISTED
Stein Mart Inc
SMRT
| $12M | 0.01% |
1,560,309
-16,008
| -1% | -$112K |
|
|
RFP
2144
DELISTED
Resolute Forest Products Inc.
RFP
| $12M | 0.01% |
2,271,010
-14,223
| -0.6% | -$79.2K |
|
2145
United States Lime & Minerals
USLM
$3.28B
| $12M | 0.01% |
1,017,000
+36,345
| +4% | +$404K |
|
|
ACAT
2146
DELISTED
Arctic Cat Inc
ACAT
| $12M | 0.01% |
705,015
+58,682
| +9% | +$928K |
|
|
STS
2147
DELISTED
Supreme Industries Inc Class A
STS
| $12M | 0.01% |
874,595
+85,895
| +11% | +$1.04M |
|
2148
Northrim BanCorp
NRIM
$567M
| $12M | 0.01% |
1,820,548
+24,164
| +1% | +$155K |
|
2149
DigitalBridge
DBRG
$2.98B
| $11.9M | 0.01% |
292,554
+177,482
| +154% | +$8.44M |
|
2150
Guidewire Software
GWRE
$11.9B
| $11.9M | 0.01% |
193,121
+5,109
| +3% | +$294K |
|
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.