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 | |
|---|---|---|---|---|---|---|
|
BEL
501
DELISTED
Belmond Ltd.
BEL
| $85.2M | 0.05% |
8,602,612
-18,959
| -0.2% | -$178K |
|
|
ISIL
502
DELISTED
Intersil Corp
ISIL
| $85.1M | 0.05% |
6,282,717
-440,056
| -7% | -$5.72M |
|
|
SNV
503
DELISTED
Synovus
SNV
| $85M | 0.05% |
2,933,552
-73,918
| -2% | -$2.24M |
|
504
M&T Bank
MTB
$34B
| $85M | 0.05% |
718,943
-160
| -0% | -$18.6K |
|
505
ManpowerGroup
MAN
$2.72B
| $85M | 0.05% |
1,320,664
+169,657
| +15% | +$13.2M |
|
|
LVNTA
506
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $84.7M | 0.05% |
2,284,614
+120,220
| +6% | +$4.57M |
|
507
Minerals Technologies
MTX
$2.11B
| $84.6M | 0.05% |
1,490,246
+131,414
| +10% | +$7.62M |
|
508
American Eagle Outfitters
AEO
$2.48B
| $84.6M | 0.05% |
5,312,807
-13,875
| -0.3% | -$212K |
|
|
FISV
509
Fiserv Inc
FISV
$26.6B
| $84.6M | 0.05% |
1,555,894
-26,530
| -2% | -$1.37M |
|
510
Astec Industries
ASTE
$941M
| $84.4M | 0.05% |
1,503,623
+44,434
| +3% | +$2.26M |
|
|
CHMT
511
DELISTED
Chemtura Corporation
CHMT
| $84.4M | 0.05% |
3,198,229
+91,222
| +3% | +$2.46M |
|
|
ALEX
512
DELISTED
Alexander & Baldwin
ALEX
| $84.3M | 0.05% |
2,332,141
+144,977
| +7% | +$5.35M |
|
513
Valmont Industries
VMI
$9.14B
| $84.3M | 0.05% |
622,966
-5,215
| -0.8% | -$690K |
|
514
Enerpac Tool Group
EPAC
$1.77B
| $83.9M | 0.05% |
3,712,254
-113,191
| -3% | -$2.91M |
|
515
Gibraltar Industries
ROCK
$1.33B
| $83.9M | 0.05% |
2,658,279
+11,530
| +0.4% | +$332K |
|
516
Thor Industries
THO
$3.71B
| $83.9M | 0.05% |
1,295,420
-17,143
| -1% | -$1.1M |
|
517
Equity Lifestyle Properties
ELS
$11.9B
| $83.6M | 0.05% |
2,087,826
-5,248
| -0.3% | -$190K |
|
518
Ameriprise Financial
AMP
$49.4B
| $83.5M | 0.05% |
929,192
+188,740
| +25% | +$18.2M |
|
519
Cracker Barrel
CBRL
$1.01B
| $83.5M | 0.05% |
486,879
-3,885
| -0.8% | -$606K |
|
520
Cabot Corp
CBT
$4.09B
| $83.4M | 0.05% |
1,825,740
-167,298
| -8% | -$7.79M |
|
|
BRCD
521
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $83.4M | 0.05% |
9,080,203
+594,997
| +7% | +$5.33M |
|
|
KNGT
522
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $83.3M | 0.05% |
3,134,985
+281,135
| +10% | +$7.47M |
|
523
Vail Resorts
MTN
$4.92B
| $83.1M | 0.05% |
600,861
-116,122
| -16% | -$15.3M |
|
524
Sonoco
SON
$4.77B
| $83M | 0.05% |
1,671,947
-38,385
| -2% | -$1.82M |
|
525
State Street
STT
$50.9B
| $82.9M | 0.05% |
1,536,906
+205,200
| +15% | +$12.3M |
|
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.