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 | |
|---|---|---|---|---|---|---|
2201
PENN Entertainment
PENN
$2.34B
| $10.8M | 0.01% |
775,806
-5,732
| -0.7% | -$89.7K |
|
2202
TC Energy
TRP
$64.2B
| $10.8M | 0.01% |
239,035
+17,105
| +8% | +$706K |
|
2203
STRATTEC Security
STRT
$273M
| $10.8M | 0.01% |
264,057
+3,128
| +1% | +$156K |
|
|
WBK
2204
DELISTED
Westpac Banking Corporation
WBK
| $10.8M | 0.01% |
486,768
+3,935
| +0.8% | +$88.1K |
|
|
NILE
2205
DELISTED
Blue Nile, Inc.
NILE
| $10.7M | 0.01% |
391,821
+1,113
| +0.3% | +$28.9K |
|
2206
MaxLinear
MXL
$6.8B
| $10.7M | 0.01% |
596,356
-26,533
| -4% | -$492K |
|
2207
RELX
RELX
$59.8B
| $10.7M | 0.01% |
572,825
-435
| -0.1% | -$7.95K |
|
|
TSE
2208
DELISTED
Trinseo
TSE
| $10.7M | 0.01% |
+249,033
| New | +$10.9M |
|
|
BFS
2209
Saul Centers
BFS
$749M
| $10.7M | 0.01% |
172,964
+2,588
| +2% | +$144K |
|
|
CHA
2210
DELISTED
China Telecom Corporation, LTD
CHA
| $10.7M | 0.01% |
236,837
-4,299
| -2% | -$208K |
|
|
ASCMA
2211
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
| $10.6M | 0.01% |
691,017
+30,477
| +5% | +$496K |
|
|
VRTV
2212
DELISTED
VERITIV CORPORATION
VRTV
| $10.6M | 0.01% |
282,718
+49,169
| +21% | +$1.91M |
|
|
TRR
2213
DELISTED
Trc Companies
TRR
| $10.5M | 0.01% |
1,655,575
+2,356
| +0.1% | +$16.5K |
|
2214
Terreno Realty
TRNO
$7.22B
| $10.4M | 0.01% |
403,024
+20,796
| +5% | +$493K |
|
|
UCTT
2215
Ultra Clean Holdings
UCTT
$3.06B
| $10.4M | 0.01% |
1,831,272
+102,647
| +6% | +$566K |
|
2216
York Water
YORW
$536M
| $10.4M | 0.01% |
325,024
+21,909
| +7% | +$648K |
|
2217
Preformed Line Products
PLPC
$2.02B
| $10.4M | 0.01% |
256,753
-672
| -0.3% | -$27.1K |
|
|
MFSF
2218
DELISTED
MutualFirst Financial Inc
MFSF
| $10.3M | 0.01% |
378,257
+1,247
| +0.3% | +$33K |
|
|
MNTA
2219
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $10.3M | 0.01% |
956,723
-946
| -0.1% | -$9.76K |
|
2220
OneMain Financial
OMF
$7.01B
| $10.3M | 0.01% |
452,005
-2,008
| -0.4% | -$56.8K |
|
|
HDNG
2221
DELISTED
Hardinge Inc
HDNG
| $10.3M | 0.01% |
1,023,210
+46,582
| +5% | +$530K |
|
|
STRS
2222
DELISTED
STRATUS PPTYS INC
STRS
| $10.2M | 0.01% |
545,468
+2,026
| +0.4% | +$44.4K |
|
2223
Urban One Class D
UONEK
$19.6M
| $10.2M | 0.01% |
319,292
-1,129
| -0.4% | -$26.2K |
|
2224
American Coastal Insurance
ACIC
$433M
| $10.2M | 0.01% |
621,181
+153,072
| +33% | +$2.61M |
|
2225
Enviri
NVRI
$579M
| $10.1M | 0.01% |
1,524,024
+14,516
| +1% | +$94.5K |
|
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.