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 | |
|---|---|---|---|---|---|---|
801
Applied Materials
AMAT
$334B
| $58.9M | 0.03% |
2,456,964
-38,040
| -2% | -$839K |
|
802
RBC Bearings
RBC
$15.3B
| $58.9M | 0.03% |
812,197
-22,062
| -3% | -$1.62M |
|
803
Baxter International
BAX
$12.3B
| $58.9M | 0.03% |
1,302,160
+60,626
| +5% | +$2.66M |
|
804
AstraZeneca
AZN
$251B
| $58.8M | 0.03% |
973,560
+39,827
| +4% | +$2.31M |
|
805
John Wiley & Sons Class A
WLY
$2.5B
| $58.6M | 0.03% |
1,123,356
+146,776
| +15% | +$7.41M |
|
|
TYC
806
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $58.5M | 0.03% |
1,312,087
+2,665
| +0.2% | +$112K |
|
807
Green Dot
GDOT
$752M
| $58.5M | 0.03% |
2,542,880
+224,253
| +10% | +$4.99M |
|
|
AVX
808
DELISTED
AVX Corporation
AVX
| $58.4M | 0.03% |
4,299,828
+220,857
| +5% | +$2.91M |
|
809
Cimpress
CMPR
$2.03B
| $58.1M | 0.03% |
628,335
+20,931
| +3% | +$1.96M |
|
810
ON Semiconductor
ON
$28.5B
| $58.1M | 0.03% |
6,588,086
+725,875
| +12% | +$6.9M |
|
811
AMERISAFE
AMSF
$460M
| $58.1M | 0.03% |
948,671
+7,625
| +0.8% | +$436K |
|
812
Zoetis
ZTS
$30.3B
| $58.1M | 0.03% |
1,223,409
+1,002
| +0.1% | +$47.3K |
|
813
Adobe
ADBE
$102B
| $58M | 0.03% |
605,980
+28,620
| +5% | +$2.75M |
|
|
GCI
814
DELISTED
Gannett Co., Inc
GCI
| $58M | 0.03% |
4,201,042
+1,341,108
| +47% | +$20.8M |
|
|
RSTI
815
DELISTED
Rofin-Sinar Technologies Inc
RSTI
| $57.9M | 0.03% |
1,814,211
-1,595
| -0.1% | -$51K |
|
816
Herc Holdings
HRI
$4.65B
| $57.9M | 0.03% |
1,743,977
+322
| +0% | +$9.25K |
|
|
TXNM
817
TXNM Energy Inc
TXNM
$6B
| $57.8M | 0.03% |
1,631,534
+3,380
| +0.2% | +$111K |
|
818
Zimmer Biomet
ZBH
$18.8B
| $57.8M | 0.03% |
494,495
+56,367
| +13% | +$6.38M |
|
819
MGE Energy Inc
MGEE
$2.85B
| $57.7M | 0.03% |
1,021,336
+19,147
| +2% | +$991K |
|
|
CSGS
820
DELISTED
CSG Systems International
CSGS
| $57.7M | 0.03% |
1,430,296
-2,756
| -0.2% | -$118K |
|
|
XEC
821
DELISTED
CIMAREX ENERGY CO
XEC
| $57.6M | 0.03% |
483,160
-67,630
| -12% | -$7.58M |
|
822
Intuit
INTU
$88B
| $57.6M | 0.03% |
516,354
+15,957
| +3% | +$1.67M |
|
|
B
823
Barrick Mining
B
$70.3B
| $57.4M | 0.03% |
2,688,186
-633,175
| -19% | -$11.3M |
|
824
Devon Energy
DVN
$56.5B
| $57.2M | 0.03% |
1,577,000
-491,354
| -24% | -$16.7M |
|
825
Apogee Enterprises
APOG
$781M
| $57.2M | 0.03% |
1,233,150
-60,767
| -5% | -$2.64M |
|
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.