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 | |
|---|---|---|---|---|---|---|
|
SHPG
2151
DELISTED
Shire pic
SHPG
| $11.9M | 0.01% |
64,764
+2,860
| +5% | +$516K |
|
2152
Western New England Bancorp
WNEB
$277M
| $11.9M | 0.01% |
1,544,160
+548
| +0% | +$4.2K |
|
2153
Banco de Chile
BCH
$20.9B
| $11.9M | 0.01% |
596,372
-1,609
| -0.3% | -$31.4K |
|
2154
Arrow Financial
AROW
$706M
| $11.9M | 0.01% |
496,815
+12,890
| +3% | +$289K |
|
2155
America's Car Mart
CRMT
$14.8M
| $11.9M | 0.01% |
420,315
-4,550
| -1% | -$113K |
|
2156
West Bancorporation
WTBA
$504M
| $11.8M | 0.01% |
637,383
-6,243
| -1% | -$115K |
|
|
AGR
2157
DELISTED
Avangrid, Inc.
AGR
| $11.8M | 0.01% |
257,165
-338,512
| -57% | -$14M |
|
2158
Zebra Technologies
ZBRA
$16.5B
| $11.8M | 0.01% |
236,069
+2,830
| +1% | +$165K |
|
|
LUB
2159
DELISTED
Luby's Inc.
LUB
| $11.8M | 0.01% |
2,351,433
-7,312
| -0.3% | -$36.1K |
|
|
LBRDA
2160
DELISTED
Liberty Broadband Class A
LBRDA
| $11.8M | 0.01% |
198,702
-9,052
| -4% | -$527K |
|
|
CONN
2161
DELISTED
Conn's Inc.
CONN
| $11.8M | 0.01% |
1,568,511
-49,922
| -3% | -$540K |
|
2162
Daktronics
DAKT
$839M
| $11.8M | 0.01% |
1,884,585
+101,159
| +6% | +$763K |
|
2163
SPX Corp
SPXC
$9B
| $11.8M | 0.01% |
792,653
+368,719
| +87% | +$5.85M |
|
|
AFI
2164
DELISTED
Armstrong Flooring, Inc.
AFI
| $11.8M | 0.01% |
+693,782
| New | +$11.2M |
|
2165
Tronox
TROX
$682M
| $11.8M | 0.01% |
2,664,696
+91,839
| +4% | +$521K |
|
|
ARMH
2166
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $11.7M | 0.01% |
256,868
+13,448
| +6% | +$567K |
|
|
SSI
2167
DELISTED
Stage Stores Inc
SSI
| $11.7M | 0.01% |
2,388,480
-18,280
| -0.8% | -$114K |
|
2168
ENI
E
$79.6B
| $11.6M | 0.01% |
358,679
| – | – |
|
|
ATHN
2169
DELISTED
Athenahealth, Inc.
ATHN
| $11.6M | 0.01% |
83,984
-1,696
| -2% | -$224K |
|
|
PDLI
2170
DELISTED
PDL BioPharma, Inc.
PDLI
| $11.6M | 0.01% |
3,679,215
+400,826
| +12% | +$1.34M |
|
|
PCBK
2171
DELISTED
Pacific Continental Corp
PCBK
| $11.6M | 0.01% |
735,197
+36,622
| +5% | +$599K |
|
2172
FRP Holdings
FRPH
$408M
| $11.5M | 0.01% |
668,896
+5,028
| +0.8% | +$84.8K |
|
2173
The Bancorp
TBBK
$2.07B
| $11.5M | 0.01% |
1,908,806
+24,480
| +1% | +$147K |
|
2174
Ultrapar
UGP
$8.08B
| $11.5M | 0.01% |
1,044,368
-210,340
| -17% | -$2.12M |
|
2175
Westwood Holdings Group
WHG
$178M
| $11.5M | 0.01% |
221,655
+4,143
| +2% | +$236K |
|
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.