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 | |
|---|---|---|---|---|---|---|
1001
Amphenol
APH
$191B
| $49.1M | 0.03% |
6,846,304
+190,912
| +3% | +$1.37M |
|
1002
PG&E
PCG
$29.4B
| $49M | 0.03% |
766,927
+24,680
| +3% | +$1.48M |
|
1003
Cogent Communications
CCOI
$444M
| $49M | 0.03% |
1,223,181
+52,669
| +4% | +$2.07M |
|
1004
InterDigital
IDCC
$8.48B
| $48.9M | 0.03% |
878,844
+4,785
| +0.5% | +$270K |
|
1005
Philips
PHG
$24.2B
| $48.7M | 0.03% |
2,638,760
-7,550
| -0.3% | -$146K |
|
|
EMCI
1006
DELISTED
EMC INS Group Inc
EMCI
| $48.7M | 0.03% |
1,756,515
+29,930
| +2% | +$792K |
|
|
VGR
1007
DELISTED
Vector Group Ltd.
VGR
| $48.6M | 0.03% |
3,718,767
+122,572
| +3% | +$1.54M |
|
|
NP
1008
DELISTED
Neenah, Inc. Common Stock
NP
| $48.6M | 0.03% |
672,022
+3,508
| +0.5% | +$236K |
|
1009
Agilent Technologies
A
$43.3B
| $48.5M | 0.03% |
1,093,023
+4,165
| +0.4% | +$180K |
|
1010
CRH
CRH
$57.7B
| $48.5M | 0.03% |
1,638,729
+321,780
| +24% | +$9.42M |
|
|
HR
1011
DELISTED
Healthcare Realty Trust Incorporated
HR
| $48.5M | 0.03% |
1,385,261
+30,852
| +2% | +$979K |
|
|
BNCL
1012
DELISTED
Beneficial Bancorp, Inc.
BNCL
| $48.5M | 0.03% |
3,810,017
+540,093
| +17% | +$7.33M |
|
1013
Credicorp
BAP
$30.3B
| $48.4M | 0.03% |
314,054
+6,484
| +2% | +$928K |
|
|
LHCG
1014
DELISTED
LHC Group LLC
LHCG
| $48.4M | 0.03% |
1,117,742
+30,053
| +3% | +$1.22M |
|
1015
Dorman Products
DORM
$3.71B
| $48.3M | 0.03% |
845,220
+30,015
| +4% | +$1.61M |
|
|
MPT
1016
Medical Properties Trust
MPT
$2.02B
| $48.2M | 0.03% |
3,168,772
+76,341
| +2% | +$1.08M |
|
|
SF
1017
Stifel
SF
$11.4B
| $48.2M | 0.03% |
3,446,429
+236,838
| +7% | +$3.52M |
|
1018
Monster Beverage
MNST
$87.3B
| $48.2M | 0.03% |
3,596,436
-218,856
| -6% | -$2.64M |
|
1019
Avery Dennison
AVY
$13.1B
| $48M | 0.03% |
642,856
-2,459
| -0.4% | -$183K |
|
|
WOOF
1020
DELISTED
VCA Inc.
WOOF
| $48M | 0.03% |
709,675
-24,327
| -3% | -$1.54M |
|
|
UCB
1021
United Community Banks
UCB
$4.2B
| $47.9M | 0.03% |
2,620,851
+388,764
| +17% | +$7.51M |
|
1022
Brink's
BCO
$4.47B
| $47.9M | 0.03% |
1,682,372
+50,226
| +3% | +$1.55M |
|
|
BCPC
1023
Balchem Corp
BCPC
$5.34B
| $47.9M | 0.03% |
802,984
-29,098
| -3% | -$1.78M |
|
1024
Ulta Beauty
ULTA
$22.7B
| $47.9M | 0.03% |
196,589
+21,622
| +12% | +$4.71M |
|
1025
Eagle Materials
EXP
$5.5B
| $47.8M | 0.03% |
619,728
+1,515
| +0.2% | +$114K |
|
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.