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 | |
|---|---|---|---|---|---|---|
1101
Packaging Corp of America
PKG
$20.6B
| $44.3M | 0.03% |
661,448
+306
| +0% | +$20K |
|
1102
America Movil
AMX
$68.7B
| $44.2M | 0.03% |
3,607,623
-163,479
| -4% | -$2.19M |
|
1103
British American Tobacco
BTI
$121B
| $44.2M | 0.03% |
682,806
+20,058
| +3% | +$1.21M |
|
1104
Ingles Markets
IMKTA
$1.57B
| $44.1M | 0.03% |
1,183,517
+2,881
| +0.2% | +$107K |
|
|
HI
1105
DELISTED
Hillenbrand
HI
| $44.1M | 0.03% |
1,469,411
+47,551
| +3% | +$1.44M |
|
1106
Enovis
ENOV
$1.08B
| $44.1M | 0.03% |
969,265
+339,800
| +54% | +$16.6M |
|
1107
Ubiquiti
UI
$34.5B
| $44.1M | 0.03% |
1,140,799
+92,770
| +9% | +$3.44M |
|
1108
Mattel
MAT
$3.76B
| $44.1M | 0.03% |
1,408,385
+49,224
| +4% | +$1.56M |
|
1109
Weis Markets
WMK
$1.81B
| $44M | 0.03% |
870,959
+56,177
| +7% | +$2.69M |
|
|
DFT
1110
DELISTED
DuPont Fabros Technology Inc.
DFT
| $44M | 0.03% |
926,072
+45,067
| +5% | +$1.94M |
|
1111
Monro
MNRO
$381M
| $44M | 0.03% |
692,114
+6,843
| +1% | +$453K |
|
1112
Generac Holdings
GNRC
$10.3B
| $44M | 0.03% |
1,258,204
+55,796
| +5% | +$2.06M |
|
1113
Healthcare Services Group
HCSG
$1.5B
| $44M | 0.03% |
1,062,659
+132,359
| +14% | +$5.08M |
|
1114
Quanex
NX
$952M
| $44M | 0.03% |
2,364,750
+194,555
| +9% | +$3.64M |
|
|
EGOV
1115
DELISTED
NIC Inc
EGOV
| $44M | 0.03% |
2,003,594
+19,200
| +1% | +$369K |
|
|
WLL
1116
DELISTED
Whiting Petroleum Corporation
WLL
| $43.9M | 0.03% |
15,815
+3,676
| +30% | +$12.2M |
|
1117
Harley-Davidson
HOG
$2.79B
| $43.9M | 0.03% |
969,886
+11,818
| +1% | +$544K |
|
|
HSNI
1118
DELISTED
HSN, Inc.
HSNI
| $43.9M | 0.03% |
897,737
+166,996
| +23% | +$8.54M |
|
1119
Netflix
NFLX
$318B
| $43.9M | 0.03% |
4,799,250
-56,150
| -1% | -$539K |
|
1120
Viavi Solutions
VIAV
$8.51B
| $43.9M | 0.03% |
6,619,371
+1,288,157
| +24% | +$8.57M |
|
1121
AutoZone
AZO
$46.5B
| $43.9M | 0.03% |
55,266
+53
| +0.1% | +$40.8K |
|
1122
BJ's Restaurants
BJRI
$1.27B
| $43.9M | 0.03% |
1,000,824
+7,184
| +0.7% | +$318K |
|
1123
Tredegar Corp
TG
$240M
| $43.8M | 0.03% |
2,717,524
-21,216
| -0.8% | -$342K |
|
|
PLKI
1124
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $43.7M | 0.03% |
800,419
+5,295
| +0.7% | +$288K |
|
1125
Paycom
PAYC
$10.3B
| $43.7M | 0.03% |
1,011,382
+21,488
| +2% | +$840K |
|
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.