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 | |
|---|---|---|---|---|---|---|
576
LyondellBasell Industries
LYB
$21.1B
| $76.1M | 0.04% |
1,022,375
+3,715
| +0.4% | +$307K |
|
577
Deluxe
DLX
$1.08B
| $76M | 0.04% |
1,144,909
+7,096
| +0.6% | +$450K |
|
578
Matthews International
MATW
$627M
| $75.8M | 0.04% |
1,363,008
+26,850
| +2% | +$1.42M |
|
579
Columbia Banking Systems
COLB
$8.53B
| $75.2M | 0.04% |
2,681,703
+132,158
| +5% | +$3.88M |
|
|
CLGX
580
DELISTED
Corelogic, Inc.
CLGX
| $74.9M | 0.04% |
1,945,704
-27,324
| -1% | -$998K |
|
581
UMB Financial
UMBF
$10.4B
| $74.8M | 0.04% |
1,404,917
-30,149
| -2% | -$1.64M |
|
|
PX
582
DELISTED
Praxair Inc
PX
| $74.7M | 0.04% |
664,819
+26,820
| +4% | +$3.04M |
|
583
Safety Insurance
SAFT
$1.52B
| $74.7M | 0.04% |
1,212,601
-26,218
| -2% | -$1.54M |
|
584
SITE Centers
SITC
$150M
| $74.6M | 0.04% |
3,190,525
+158,733
| +5% | +$3.58M |
|
|
MANT
585
DELISTED
Mantech International Corp
MANT
| $74.5M | 0.04% |
1,968,618
+152,610
| +8% | +$5.23M |
|
586
Hope Bancorp
HOPE
$1.8B
| $74.4M | 0.04% |
4,986,250
+543,459
| +12% | +$8.42M |
|
587
AMN Healthcare
AMN
$1.32B
| $74.3M | 0.04% |
1,859,247
+42,445
| +2% | +$1.57M |
|
588
Wolverine World Wide
WWW
$1.57B
| $74.3M | 0.04% |
3,657,058
+914,713
| +33% | +$17.1M |
|
|
EFII
589
DELISTED
Electronics for Imaging
EFII
| $74.3M | 0.04% |
1,725,871
-222,637
| -11% | -$9.37M |
|
590
Kulicke & Soffa
KLIC
$4.12B
| $74.2M | 0.04% |
6,096,545
-29,367
| -0.5% | -$342K |
|
591
Deere & Co
DE
$184B
| $74.2M | 0.04% |
915,320
-2,237
| -0.2% | -$183K |
|
|
KG
592
Kestrel Group
KG
$47.7M
| $74.1M | 0.04% |
302,834
+16,119
| +6% | +$4.09M |
|
593
Stewart Information Services
STC
$2.01B
| $74M | 0.04% |
1,787,277
-97,769
| -5% | -$3.6M |
|
594
Clearwater Paper
CLW
$341M
| $73.7M | 0.04% |
1,127,704
+40,916
| +4% | +$2.39M |
|
595
PVH
PVH
$3.3B
| $73.6M | 0.04% |
780,927
+132,167
| +20% | +$12.4M |
|
596
Navient
NAVI
$938M
| $73.5M | 0.04% |
6,147,505
+1,971,640
| +47% | +$25.1M |
|
|
AYR
597
DELISTED
Aircastle Ltd
AYR
| $73.3M | 0.04% |
3,746,402
+445,405
| +13% | +$9.43M |
|
598
Dominion Energy
D
$56.2B
| $73.3M | 0.04% |
940,337
+44,437
| +5% | +$3.22M |
|
599
Pool Corp
POOL
$6.06B
| $73.2M | 0.04% |
778,449
-876
| -0.1% | -$78.7K |
|
600
Nelnet
NNI
$4.56B
| $73.1M | 0.04% |
2,104,320
+133,552
| +7% | +$4.99M |
|
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.