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 | |
|---|---|---|---|---|---|---|
651
Cincinnati Financial
CINF
$26.3B
| $68.4M | 0.04% |
913,028
+6,196
| +0.7% | +$420K |
|
652
Newell Brands
NWL
$2.4B
| $68.3M | 0.04% |
1,405,630
+620,588
| +79% | +$29M |
|
|
CAB
653
DELISTED
Cabela's Inc
CAB
| $68.2M | 0.04% |
1,362,741
+18,577
| +1% | +$925K |
|
|
CSC
654
DELISTED
Computer Sciences
CSC
| $68M | 0.04% |
1,370,122
+3,758
| +0.3% | +$152K |
|
|
CLC
655
DELISTED
Clarcor
CLC
| $67.9M | 0.04% |
1,117,038
+27,702
| +3% | +$1.62M |
|
|
BIG
656
DELISTED
Big Lots, Inc.
BIG
| $67.8M | 0.04% |
1,353,966
+27,526
| +2% | +$1.31M |
|
657
Intercontinental Exchange
ICE
$88.1B
| $67.8M | 0.04% |
1,324,975
+151,890
| +13% | +$7.66M |
|
658
Advanced Energy
AEIS
$10B
| $67.7M | 0.04% |
1,783,839
+61,800
| +4% | +$2.21M |
|
|
WBT
659
DELISTED
Welbilt, Inc.
WBT
| $67.7M | 0.04% |
3,842,439
+235,145
| +7% | +$3.75M |
|
660
Central Garden & Pet Co Class A
CENTA
$2.17B
| $67.6M | 0.04% |
3,889,909
+6,449
| +0.2% | +$92.3K |
|
|
GWR
661
DELISTED
Genesee & Wyoming Inc.
GWR
| $67.5M | 0.04% |
1,145,078
+191,484
| +20% | +$11.7M |
|
662
Glacier Bancorp
GBCI
$5.89B
| $67.5M | 0.04% |
2,539,124
+88,361
| +4% | +$2.3M |
|
663
Northern Trust
NTRS
$32.7B
| $67.4M | 0.04% |
1,017,653
+147,079
| +17% | +$10.2M |
|
664
Highwoods Properties
HIW
$3.39B
| $67.4M | 0.04% |
1,276,873
+21,613
| +2% | +$1.04M |
|
665
KeyCorp
KEY
$23.2B
| $67.2M | 0.04% |
6,086,811
+666,198
| +12% | +$7.94M |
|
666
PayPal
PYPL
$46B
| $67.2M | 0.04% |
1,840,027
-10,550
| -0.6% | -$403K |
|
667
Methode Electronics
MEI
$469M
| $67.2M | 0.04% |
1,961,947
-18,255
| -0.9% | -$536K |
|
|
ESND
668
DELISTED
Essendant Inc.
ESND
| $67M | 0.04% |
2,194,042
+127,345
| +6% | +$4M |
|
669
Becton Dickinson
BDX
$50.6B
| $67M | 0.04% |
405,002
+35,387
| +10% | +$5.66M |
|
670
Mueller Industries
MLI
$13.4B
| $67M | 0.04% |
8,407,036
+327,540
| +4% | +$2.53M |
|
671
Douglas Emmett
DEI
$1.73B
| $67M | 0.04% |
1,886,093
+22,418
| +1% | +$738K |
|
|
BBT
672
Beacon Financial Corp
BBT
$2.63B
| $67M | 0.04% |
2,488,198
+120,210
| +5% | +$3.23M |
|
673
Stryker
SYK
$108B
| $67M | 0.04% |
558,905
+24,656
| +5% | +$2.76M |
|
|
SAFM
674
DELISTED
Sanderson Farms Inc
SAFM
| $66.9M | 0.04% |
772,228
+19,918
| +3% | +$1.76M |
|
675
Dollar Tree
DLTR
$21.2B
| $66.7M | 0.04% |
707,634
+7,983
| +1% | +$675K |
|
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.