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 | |
|---|---|---|---|---|---|---|
301
Carnival Corporation Ltd
CCL
$30.2B
| $120M | 0.07% |
2,716,840
+41,446
| +2% | +$2.03M |
|
|
STL
302
DELISTED
Sterling Bancorp
STL
| $120M | 0.07% |
7,645,149
+258,012
| +3% | +$4.14M |
|
303
Hecla Mining
HL
$12.5B
| $120M | 0.07% |
23,453,101
+7,379,724
| +46% | +$29.8M |
|
|
FMBI
304
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $120M | 0.07% |
6,811,462
+458,739
| +7% | +$8.25M |
|
305
Colgate-Palmolive
CL
$69.2B
| $120M | 0.07% |
1,633,981
-127,582
| -7% | -$9.08M |
|
|
DRE
306
DELISTED
Duke Realty Corp.
DRE
| $120M | 0.07% |
4,483,910
+92,884
| +2% | +$2.18M |
|
|
PXD
307
DELISTED
Pioneer Natural Resource Co.
PXD
| $119M | 0.07% |
789,163
-12,960
| -2% | -$2.03M |
|
|
PBCT
308
DELISTED
People's United Financial Inc
PBCT
| $119M | 0.07% |
8,138,714
+1,430,635
| +21% | +$22.2M |
|
309
MGM Resorts International
MGM
$9.99B
| $118M | 0.07% |
5,227,154
-55,868
| -1% | -$1.27M |
|
310
NOV
NOV
$7.5B
| $118M | 0.07% |
3,509,217
+27,082
| +0.8% | +$870K |
|
311
Horace Mann Educators
HMN
$1.99B
| $118M | 0.07% |
3,493,407
-12,013
| -0.3% | -$391K |
|
|
BHI
312
DELISTED
Baker Hughes
BHI
| $118M | 0.07% |
2,614,735
-660,701
| -20% | -$29.9M |
|
313
DaVita
DVA
$12.2B
| $118M | 0.07% |
1,521,413
-1,347
| -0.1% | -$102K |
|
314
Capitol Federal Financial
CFFN
$1.09B
| $117M | 0.07% |
8,417,527
-63,393
| -0.7% | -$846K |
|
|
ALR
315
DELISTED
Alere Inc
ALR
| $117M | 0.07% |
2,802,424
-954
| -0% | -$41.4K |
|
|
AAN.A
316
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $117M | 0.07% |
5,326,839
+619,133
| +13% | +$13.6M |
|
317
Pentair
PNR
$9.04B
| $116M | 0.07% |
2,966,191
-95,238
| -3% | -$3.7M |
|
|
WCC
318
WESCO International
WCC
$16.2B
| $116M | 0.07% |
2,254,199
+762,575
| +51% | +$42.9M |
|
319
Nasdaq
NDAQ
$50.4B
| $116M | 0.07% |
5,375,640
-225,645
| -4% | -$4.82M |
|
320
Skywest
SKYW
$3.71B
| $116M | 0.07% |
4,375,829
-8,524
| -0.2% | -$195K |
|
|
VER
321
DELISTED
VEREIT, Inc.
VER
| $115M | 0.07% |
2,270,988
-12,158
| -0.5% | -$573K |
|
322
Dycom Industries
DY
$8.56B
| $115M | 0.07% |
1,280,522
-642,012
| -33% | -$48.5M |
|
323
Ryder
R
$9.25B
| $115M | 0.07% |
1,875,885
+139,260
| +8% | +$9.22M |
|
|
RAI
324
DELISTED
Reynolds American Inc
RAI
| $114M | 0.07% |
2,119,926
-170,314
| -7% | -$8.56M |
|
325
Genesco
GCO
$376M
| $114M | 0.07% |
1,775,683
+244,395
| +16% | +$16.2M |
|
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.