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 | |
|---|---|---|---|---|---|---|
|
VIAB
701
DELISTED
Viacom Inc. Class B
VIAB
| $65.3M | 0.04% |
1,574,056
+379,553
| +32% | +$15.7M |
|
|
ATSG
702
DELISTED
Air Transport Services Group
ATSG
| $65.2M | 0.04% |
5,031,628
+217,672
| +5% | +$2.97M |
|
703
Macy's
M
$5.77B
| $65.2M | 0.04% |
1,939,491
+680,619
| +54% | +$24.4M |
|
704
G-III Apparel Group
GIII
$1.19B
| $65.2M | 0.04% |
1,425,255
+92,187
| +7% | +$3.98M |
|
705
Sibanye-Stillwater
SBSW
$8.38B
| $65.1M | 0.04% |
5,071,888
-1,726,953
| -25% | -$22M |
|
706
Azenta
AZTA
$1.45B
| $65.1M | 0.04% |
5,801,308
-12,595
| -0.2% | -$132K |
|
|
WIRE
707
DELISTED
Encore Wire Corp
WIRE
| $64.9M | 0.04% |
1,740,320
+43,640
| +3% | +$1.68M |
|
708
New Jersey Resources
NJR
$5.41B
| $64.8M | 0.04% |
1,680,171
+92,693
| +6% | +$3.34M |
|
709
Graham Holdings Company
GHC
$4.91B
| $64.7M | 0.04% |
132,235
+1,872
| +1% | +$912K |
|
710
Portland General Electric
POR
$5.58B
| $64.7M | 0.04% |
1,466,630
+1,291
| +0.1% | +$52.7K |
|
711
Moog Inc Class A
MOG.A
$11.3B
| $64.7M | 0.04% |
1,199,919
-4,014
| -0.3% | -$203K |
|
|
THS
712
DELISTED
Treehouse Foods
THS
| $64.7M | 0.04% |
630,017
-333,489
| -35% | -$30.8M |
|
713
Federal Signal
FSS
$6.9B
| $64.6M | 0.04% |
5,015,084
-107,662
| -2% | -$1.41M |
|
|
NUVA
714
DELISTED
NuVasive, Inc.
NUVA
| $64.6M | 0.04% |
1,081,347
-23,677
| -2% | -$1.28M |
|
|
WRI
715
DELISTED
Weingarten Realty Investors
WRI
| $64.5M | 0.04% |
1,581,289
+22,398
| +1% | +$851K |
|
716
Designer Brands
DBI
$320M
| $64.5M | 0.04% |
3,047,286
+664,487
| +28% | +$15.3M |
|
717
Green Plains
GPRE
$1.04B
| $64.4M | 0.04% |
3,264,026
+21,247
| +0.7% | +$373K |
|
718
Genuine Parts
GPC
$18.1B
| $64.3M | 0.04% |
635,383
+3,057
| +0.5% | +$296K |
|
|
AIRM
719
DELISTED
Air Methods Corp
AIRM
| $64.3M | 0.04% |
1,794,621
+173,802
| +11% | +$6.29M |
|
720
Alamo Group
ALG
$2.06B
| $64.3M | 0.04% |
974,418
-1,422
| -0.1% | -$83.3K |
|
|
MSCC
721
DELISTED
Microsemi Corp
MSCC
| $64.2M | 0.04% |
1,964,646
-676,960
| -26% | -$23.2M |
|
722
ONE Gas
OGS
$4.8B
| $64.2M | 0.04% |
963,462
+17,139
| +2% | +$1.03M |
|
723
Forum Energy Technologies
FET
$940M
| $64M | 0.04% |
184,885
+54,759
| +42% | +$17.5M |
|
724
Standard Motor Products
SMP
$839M
| $64M | 0.04% |
1,608,048
+12,148
| +0.8% | +$445K |
|
725
Texas Capital Bancshares
TCBI
$4.25B
| $63.9M | 0.04% |
1,366,452
+9,023
| +0.7% | +$404K |
|
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.