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 | |
|---|---|---|---|---|---|---|
|
AXE
1026
DELISTED
Anixter International Inc
AXE
| $47.8M | 0.03% |
896,526
+130,661
| +17% | +$7.49M |
|
1027
FirstCash
FCFS
$9.53B
| $47.6M | 0.03% |
927,389
+81,407
| +10% | +$3.78M |
|
1028
Crane NXT
CXT
$2.72B
| $47.6M | 0.03% |
2,415,714
+92,151
| +4% | +$1.8M |
|
1029
Kadant
KAI
$3.19B
| $47.5M | 0.03% |
921,782
-49,438
| -5% | -$2.39M |
|
1030
Standex International
SXI
$3.18B
| $47.4M | 0.03% |
573,593
-60,651
| -10% | -$4.97M |
|
1031
Ethan Allen Interiors
ETD
$545M
| $47.3M | 0.03% |
1,432,797
+76,493
| +6% | +$2.47M |
|
|
EQC
1032
DELISTED
Equity Commonwealth
EQC
| $47.3M | 0.03% |
1,624,266
+40,500
| +3% | +$1.15M |
|
1033
CarMax
KMX
$8.34B
| $47.3M | 0.03% |
964,807
+24,694
| +3% | +$1.27M |
|
|
DNY
1034
DELISTED
DONNELLEY R R & SONS CO
DNY
| $47.3M | 0.03% |
2,794,698
+5,426
| +0.2% | +$91.8K |
|
|
ETFC
1035
DELISTED
E*Trade Financial Corporation
ETFC
| $47.2M | 0.03% |
2,009,997
-145,056
| -7% | -$3.68M |
|
|
IPXL
1036
DELISTED
Impax Laboratories, Inc.
IPXL
| $47.2M | 0.03% |
1,637,942
+85,854
| +6% | +$2.8M |
|
|
SEMG
1037
DELISTED
SEMGROUP CORPORATION
SEMG
| $47.2M | 0.03% |
1,449,735
+377,148
| +35% | +$11M |
|
|
SASR
1038
DELISTED
Sandy Spring Bancorp Inc
SASR
| $47.2M | 0.03% |
1,624,272
+49,479
| +3% | +$1.4M |
|
1039
Gerdau
GGB
$9.79B
| $47.2M | 0.03% |
32,685,685
-818,610
| -2% | -$1.21M |
|
1040
T. Rowe Price
TROW
$21.8B
| $47.1M | 0.03% |
645,958
+14,840
| +2% | +$1.11M |
|
|
EVER
1041
DELISTED
Everbank Financial Corp
EVER
| $47.1M | 0.03% |
3,171,425
+208,636
| +7% | +$3.1M |
|
1042
Wabash National
WNC
$482M
| $47M | 0.03% |
3,702,248
+100,185
| +3% | +$1.35M |
|
|
WBMD
1043
DELISTED
WebMD Health Corp.
WBMD
| $47M | 0.03% |
808,524
+5,501
| +0.7% | +$344K |
|
|
GPOR
1044
DELISTED
Gulfport Energy Corp.
GPOR
| $47M | 0.03% |
1,502,404
-101,537
| -6% | -$3.07M |
|
1045
Corpay
CPAY
$26.4B
| $47M | 0.03% |
328,075
+30,811
| +10% | +$4.58M |
|
1046
Armstrong World Industries
AWI
$6.67B
| $46.8M | 0.03% |
1,196,523
+75,149
| +7% | +$3.08M |
|
|
FLG
1047
Flagstar Bank National Association
FLG
$5.22B
| $46.8M | 0.03% |
1,040,578
-215,815
| -17% | -$9.83M |
|
1048
Century Aluminum
CENX
$3.94B
| $46.8M | 0.03% |
7,391,998
-9,165
| -0.1% | -$64.4K |
|
|
GG
1049
DELISTED
Goldcorp Inc
GG
| $46.8M | 0.03% |
2,445,141
+188,455
| +8% | +$3.34M |
|
1050
Diodes
DIOD
$4.12B
| $46.7M | 0.03% |
2,487,917
+190,821
| +8% | +$3.61M |
|
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.