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 | |
|---|---|---|---|---|---|---|
|
ALR
2301
DELISTED
AlerisLife Inc
ALR
| $8.31M | ﹤0.01% |
355,060
-159
| -0% | -$3.43K |
|
2302
Southern Copper
SCCO
$166B
| $8.3M | ﹤0.01% |
335,841
-2,214
| -0.7% | -$55.4K |
|
2303
Destination XL Group
DXLG
$35.9M
| $8.25M | ﹤0.01% |
1,805,413
-33,222
| -2% | -$165K |
|
2304
Liberty Global Class A
LBTYA
$3.51B
| $8.22M | ﹤0.01% |
282,932
+203,653
| +257% | +$6.61M |
|
|
BMCH
2305
DELISTED
BMC Stock Holdings, Inc
BMCH
| $8.2M | ﹤0.01% |
460,326
+113,549
| +33% | +$2.04M |
|
|
HTB
2306
HomeTrust Bancshares
HTB
$780M
| $8.17M | ﹤0.01% |
441,572
+57,858
| +15% | +$1.08M |
|
2307
Lennar Class B
LEN.B
$18.9B
| $8.16M | ﹤0.01% |
235,032
-3,513
| -1% | -$120K |
|
|
UBA
2308
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $8.15M | ﹤0.01% |
328,786
+1,500
| +0.5% | +$32.4K |
|
|
GBNK
2309
DELISTED
Guaranty Bancorp
GBNK
| $8.11M | ﹤0.01% |
485,563
+29,649
| +7% | +$478K |
|
|
ASFI
2310
DELISTED
Asta Funding Inc
ASFI
| $8.1M | ﹤0.01% |
766,578
+7,163
| +0.9% | +$73.6K |
|
2311
DexCom
DXCM
$33.2B
| $8.09M | ﹤0.01% |
407,832
+1,144
| +0.3% | +$19.5K |
|
|
ENOC
2312
DELISTED
EnerNOC, Inc.
ENOC
| $8.06M | ﹤0.01% |
1,275,491
+80,188
| +7% | +$556K |
|
2313
Universal Display
OLED
$3.55B
| $8.06M | ﹤0.01% |
118,884
+14,754
| +14% | +$907K |
|
2314
St. Joe Company
JOE
$3.64B
| $8.05M | ﹤0.01% |
454,544
+256,717
| +130% | +$4.37M |
|
2315
Brown-Forman Class A
BF.A
$12.3B
| $8.04M | ﹤0.01% |
186,058
+2,523
| +1% | +$105K |
|
2316
ASE Group
ASX
$104B
| $8M | ﹤0.01% |
1,435,487
-32,545
| -2% | -$172K |
|
2317
NRC Health Common Stock
NRC
$462M
| $8M | ﹤0.01% |
583,965
+6,063
| +1% | +$85.5K |
|
|
TPHS
2318
DELISTED
Trinity Place Holdings Inc.com
TPHS
| $7.93M | ﹤0.01% |
1,031,445
-1,382
| -0.1% | -$10.2K |
|
|
WMGI
2319
DELISTED
Wright Medical Group Inc
WMGI
| $7.92M | ﹤0.01% |
456,310
+196,372
| +76% | +$3.6M |
|
2320
Altisource Portfolio Solutions
ASPS
$64.4M
| $7.92M | ﹤0.01% |
35,565
-496
| -1% | -$110K |
|
|
GTY
2321
Getty Realty Corp
GTY
$1.85B
| $7.9M | ﹤0.01% |
368,483
+4,612
| +1% | +$94.3K |
|
2322
Alico
ALCO
$287M
| $7.9M | ﹤0.01% |
261,196
-537
| -0.2% | -$15.5K |
|
|
TGH
2323
DELISTED
Textainer Group Holdings limited
TGH
| $7.9M | ﹤0.01% |
709,209
-1,164
| -0.2% | -$15.4K |
|
|
ARC
2324
DELISTED
ARC Document Solutions, Inc.
ARC
| $7.89M | ﹤0.01% |
2,029,279
+63,207
| +3% | +$258K |
|
2325
Allient
ALNT
$1.69B
| $7.89M | ﹤0.01% |
508,830
+24,907
| +5% | +$354K |
|
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.