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 | |
|---|---|---|---|---|---|---|
1051
Gentherm
THRM
$1.17B
| $46.7M | 0.03% |
1,363,784
+4,142
| +0.3% | +$157K |
|
|
TSS
1052
DELISTED
Total System Services, Inc.
TSS
| $46.6M | 0.03% |
877,531
-66,262
| -7% | -$3.44M |
|
|
EE
1053
DELISTED
El Paso Electric Company
EE
| $46.5M | 0.03% |
983,009
+12,693
| +1% | +$574K |
|
1054
Rambus
RMBS
$8.83B
| $46.5M | 0.03% |
3,845,877
+304,699
| +9% | +$3.72M |
|
|
BLD
1055
DELISTED
TopBuild
BLD
| $46.4M | 0.03% |
1,282,926
+457,922
| +56% | +$15.5M |
|
|
MJN
1056
DELISTED
Mead Johnson Nutrition Company
MJN
| $46.4M | 0.03% |
511,799
-44,088
| -8% | -$3.73M |
|
|
SKX
1057
DELISTED
Skechers
SKX
| $46.4M | 0.03% |
1,560,964
-917,083
| -37% | -$27.7M |
|
1058
Telkom Indonesia
TLK
$14.5B
| $46.4M | 0.03% |
1,508,782
-76,850
| -5% | -$2.13M |
|
|
FL
1059
DELISTED
Foot Locker
FL
| $46.3M | 0.03% |
844,046
+49,537
| +6% | +$2.87M |
|
1060
CBIZ
CBZ
$2.96B
| $46.2M | 0.03% |
4,439,518
-2,643
| -0.1% | -$27.2K |
|
1061
RPC Inc
RES
$1.33B
| $46.2M | 0.03% |
2,974,207
+228,052
| +8% | +$3.34M |
|
|
EDE
1062
DELISTED
Empire District Electric
EDE
| $46.2M | 0.03% |
1,358,658
-28,482
| -2% | -$956K |
|
1063
Consolidated Edison
ED
$39B
| $46M | 0.03% |
572,093
+8,193
| +1% | +$616K |
|
1064
Ciena
CIEN
$48.3B
| $46M | 0.03% |
2,453,821
-179,483
| -7% | -$3.25M |
|
1065
Brown & Brown
BRO
$22B
| $46M | 0.03% |
2,455,658
+120,636
| +5% | +$2.14M |
|
|
TUMI
1066
DELISTED
TUMI HLDGS INC COM
TUMI
| $46M | 0.03% |
1,719,095
-146,523
| -8% | -$3.91M |
|
1067
Upbound Group
UPBD
$1.04B
| $45.8M | 0.03% |
3,730,800
-756,472
| -17% | -$10.2M |
|
|
BID
1068
DELISTED
Sotheby's
BID
| $45.8M | 0.03% |
1,671,743
+125,275
| +8% | +$3.55M |
|
|
MEG
1069
DELISTED
Media General, Inc
MEG
| $45.7M | 0.03% |
2,660,576
-314
| -0% | -$5.44K |
|
1070
Columbia Sportswear
COLM
$2.92B
| $45.6M | 0.03% |
792,655
-98,087
| -11% | -$5.63M |
|
1071
Hormel Foods
HRL
$11.4B
| $45.6M | 0.03% |
1,246,299
-30,053
| -2% | -$1.12M |
|
|
TFCF
1072
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $45.6M | 0.03% |
1,672,625
+58,917
| +4% | +$1.72M |
|
1073
Microchip Technology
MCHP
$37.8B
| $45.5M | 0.03% |
1,793,198
-6,574
| -0.4% | -$164K |
|
1074
HNI Corp
HNI
$3.34B
| $45.5M | 0.03% |
978,620
+28,228
| +3% | +$1.24M |
|
|
XLNX
1075
DELISTED
Xilinx Inc
XLNX
| $45.5M | 0.03% |
985,678
-201
| -0% | -$9.19K |
|
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.