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 | |
|---|---|---|---|---|---|---|
901
Silicon Laboratories
SLAB
$7.35B
| $53.4M | 0.03% |
1,095,692
+29,987
| +3% | +$1.41M |
|
902
Markel Group
MKL
$22.2B
| $53.4M | 0.03% |
56,009
-257
| -0.5% | -$239K |
|
903
Willis Towers Watson
WTW
$29.2B
| $53.3M | 0.03% |
429,001
-23,485
| -5% | -$2.9M |
|
|
AZPN
904
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $53.3M | 0.03% |
1,323,624
+273,588
| +26% | +$11M |
|
905
Saia
SAIA
$9.18B
| $53.2M | 0.03% |
2,117,060
+157,526
| +8% | +$4.19M |
|
|
BBL
906
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $53.2M | 0.03% |
2,096,424
+382,623
| +22% | +$9.44M |
|
907
Targa Resources
TRGP
$61.8B
| $53.1M | 0.03% |
1,261,065
+763,187
| +153% | +$29.9M |
|
|
PRSU
908
Pursuit Attractions and Hospitality Inc
PRSU
$1.33B
| $53.1M | 0.03% |
1,713,357
+2,974
| +0.2% | +$91.1K |
|
909
First Citizens BancShares
FCNCA
$24.3B
| $53.1M | 0.03% |
204,966
+5,345
| +3% | +$1.34M |
|
|
RPAI
910
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $53M | 0.03% |
3,136,389
+46,059
| +1% | +$746K |
|
|
EA
911
DELISTED
Electronic Arts
EA
| $53M | 0.03% |
699,606
-9,331
| -1% | -$657K |
|
912
Sinclair Inc
SBGI
$1.02B
| $53M | 0.03% |
1,774,419
+85,009
| +5% | +$2.66M |
|
913
Clorox
CLX
$10.4B
| $53M | 0.03% |
382,900
+8,752
| +2% | +$1.13M |
|
|
EMBJ
914
Embraer S.A. ADS
EMBJ
$13.4B
| $53M | 0.03% |
2,439,260
+101,740
| +4% | +$2.29M |
|
915
Albany International
AIN
$1.73B
| $53M | 0.03% |
1,326,520
+58,245
| +5% | +$2.3M |
|
|
PNY
916
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
| $52.8M | 0.03% |
878,832
-380,326
| -30% | -$22.8M |
|
917
NBT Bancorp
NBTB
$2.69B
| $52.8M | 0.03% |
1,844,657
+92,560
| +5% | +$2.6M |
|
918
Roper Technologies
ROP
$37.5B
| $52.7M | 0.03% |
309,039
+21,241
| +7% | +$3.71M |
|
|
MDCO
919
DELISTED
Medicines Co
MDCO
| $52.6M | 0.03% |
1,564,784
-284,813
| -15% | -$10M |
|
920
American Electric Power
AEP
$66.2B
| $52.6M | 0.03% |
750,803
+23,809
| +3% | +$1.56M |
|
921
Tanger
SKT
$4.17B
| $52.4M | 0.03% |
1,304,889
+27,897
| +2% | +$1.02M |
|
922
Banner Corp
BANR
$2.63B
| $52.4M | 0.03% |
1,231,501
+185,456
| +18% | +$7.89M |
|
923
Haemonetics
HAE
$4.81B
| $52.3M | 0.03% |
1,804,922
+228,856
| +15% | +$6.92M |
|
924
Salesforce
CRM
$206B
| $52.2M | 0.03% |
657,647
+7,809
| +1% | +$613K |
|
925
Regis Corp
RGS
$70M
| $52.2M | 0.03% |
209,654
-12,067
| -5% | -$3.32M |
|
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.