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 | |
|---|---|---|---|---|---|---|
926
CTS Corp
CTS
$1.63B
| $52.2M | 0.03% |
2,912,359
-129,556
| -4% | -$2.24M |
|
927
Aaon
AAON
$6.23B
| $52.1M | 0.03% |
2,840,070
-33,641
| -1% | -$608K |
|
928
Lithia Motors
LAD
$7.47B
| $52.1M | 0.03% |
732,434
+12,935
| +2% | +$1.04M |
|
929
Timken Company
TKR
$8.06B
| $52M | 0.03% |
1,696,980
+300,321
| +22% | +$10.1M |
|
930
CF Industries
CF
$20B
| $52M | 0.03% |
2,157,783
+73,295
| +4% | +$2.18M |
|
931
Chemed
CHE
$6.69B
| $51.9M | 0.03% |
381,016
+132
| +0% | +$17.5K |
|
|
VRN
932
DELISTED
Veren
VRN
| $51.9M | 0.03% |
3,288,524
+748,541
| +29% | +$12M |
|
933
Teledyne Technologies
TDY
$27.9B
| $51.9M | 0.03% |
523,784
+69,455
| +15% | +$6.57M |
|
934
Simmons First National
SFNC
$3.29B
| $51.6M | 0.03% |
2,236,724
+122,142
| +6% | +$2.8M |
|
935
Fidelity National Financial
FNF
$11.5B
| $51.6M | 0.03% |
1,983,896
+42,155
| +2% | +$993K |
|
936
ePlus
PLUS
$2.43B
| $51.6M | 0.03% |
2,522,464
-118,400
| -4% | -$2.46M |
|
|
WNR
937
DELISTED
Western Refining Inc
WNR
| $51.6M | 0.03% |
2,499,139
+291,844
| +13% | +$6.85M |
|
938
Exelon
EXC
$43.8B
| $51.6M | 0.03% |
1,988,553
+60,245
| +3% | +$1.49M |
|
939
Carlisle Companies
CSL
$12.6B
| $51.5M | 0.03% |
487,673
+30,440
| +7% | +$3.09M |
|
940
Gaming and Leisure Properties
GLPI
$11.8B
| $51.4M | 0.03% |
1,492,117
+272,563
| +22% | +$9.04M |
|
941
Brinker International
EAT
$8.78B
| $51.4M | 0.03% |
1,129,834
+14,993
| +1% | +$685K |
|
942
Hyster-Yale Materials Handling
HY
$601M
| $51.4M | 0.03% |
864,754
+22,090
| +3% | +$1.39M |
|
|
BCR
943
DELISTED
CR Bard Inc.
BCR
| $51.4M | 0.03% |
218,711
+6,231
| +3% | +$1.35M |
|
944
J&J Snack Foods
JJSF
$1.51B
| $51.4M | 0.03% |
430,925
-4,057
| -0.9% | -$430K |
|
945
World Kinect Corp
WKC
$1.81B
| $51.4M | 0.03% |
1,081,379
+137,727
| +15% | +$6.41M |
|
946
BorgWarner
BWA
$12.7B
| $51.3M | 0.03% |
1,973,426
+388,428
| +25% | +$11.7M |
|
947
Campbell Soup
CPB
$6.38B
| $51.1M | 0.03% |
768,585
-2,044
| -0.3% | -$128K |
|
948
Grupo Aeroportuario del Sureste
ASR
$7.46B
| $51.1M | 0.03% |
320,544
-79,186
| -20% | -$12.1M |
|
|
FRED
949
DELISTED
Fred's Inc
FRED
| $51.1M | 0.03% |
3,170,179
-3,127
| -0.1% | -$46.1K |
|
|
KCG
950
DELISTED
KCG Holdings, Inc.
KCG
| $50.9M | 0.03% |
3,828,291
+455,899
| +14% | +$6.05M |
|
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.