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 | |
|---|---|---|---|---|---|---|
|
CRZO
1251
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $38.6M | 0.02% |
1,075,497
-101,524
| -9% | -$3.63M |
|
1252
Edgewell Personal Care
EPC
$1.23B
| $38.5M | 0.02% |
456,303
+28,243
| +7% | +$2.28M |
|
|
HF
1253
DELISTED
HFF Inc.
HF
| $38.5M | 0.02% |
1,332,901
+71,462
| +6% | +$2.15M |
|
|
SE
1254
DELISTED
Spectra Energy Corp Wi
SE
| $38.4M | 0.02% |
1,049,501
+16,111
| +2% | +$514K |
|
|
IPG
1255
DELISTED
Interpublic Group of Companies
IPG
| $38.3M | 0.02% |
1,660,101
+12,445
| +0.8% | +$292K |
|
1256
Urban Edge Properties
UE
$2.53B
| $38.3M | 0.02% |
1,283,554
+40,550
| +3% | +$1.09M |
|
|
TIF
1257
DELISTED
Tiffany & Co.
TIF
| $38.3M | 0.02% |
631,393
+62,391
| +11% | +$4.15M |
|
|
ECOL
1258
DELISTED
US Ecology, Inc.
ECOL
| $38.3M | 0.02% |
832,513
+13,775
| +2% | +$611K |
|
1259
Globus Medical
GMED
$10.1B
| $38.2M | 0.02% |
1,603,236
+21,250
| +1% | +$510K |
|
|
KATE
1260
DELISTED
Kate Spade & Company
KATE
| $38.1M | 0.02% |
1,850,560
+428,440
| +30% | +$9.77M |
|
1261
MSCI
MSCI
$39.3B
| $38.1M | 0.02% |
494,282
+6,184
| +1% | +$468K |
|
1262
Walker & Dunlop
WD
$1.35B
| $38.1M | 0.02% |
1,672,101
+65,480
| +4% | +$1.53M |
|
1263
Dick's Sporting Goods
DKS
$11B
| $38.1M | 0.02% |
844,560
+99,917
| +13% | +$4.35M |
|
|
EDR
1264
DELISTED
Education Realty Trust Inc
EDR
| $38M | 0.02% |
822,882
+57,921
| +8% | +$2.43M |
|
1265
CBRE Group
CBRE
$40.1B
| $37.9M | 0.02% |
1,432,674
+89,064
| +7% | +$2.6M |
|
1266
Primoris Services
PRIM
$4.14B
| $37.9M | 0.02% |
2,003,163
+149,869
| +8% | +$3.24M |
|
1267
Fortune Brands Innovations
FBIN
$4.72B
| $37.9M | 0.02% |
765,098
+45,447
| +6% | +$2.22M |
|
1268
Materion
MTRN
$5.17B
| $37.9M | 0.02% |
1,530,370
+132,892
| +10% | +$3.41M |
|
1269
Maximus
MMS
$3.02B
| $37.9M | 0.02% |
683,846
-54,502
| -7% | -$2.94M |
|
1270
MYR Group
MYRG
$4.29B
| $37.8M | 0.02% |
1,571,771
+91,135
| +6% | +$2.22M |
|
1271
Copart
CPRT
$28.5B
| $37.8M | 0.02% |
6,176,840
+93,808
| +2% | +$527K |
|
|
COL
1272
DELISTED
Rockwell Collins
COL
| $37.7M | 0.02% |
443,126
+12,779
| +3% | +$1.14M |
|
1273
Boise Cascade
BCC
$2.63B
| $37.7M | 0.02% |
1,643,740
+34,226
| +2% | +$748K |
|
|
OME
1274
DELISTED
Omega Protein
OME
| $37.7M | 0.02% |
1,886,474
-2,973
| -0.2% | -$55.5K |
|
|
VRTU
1275
DELISTED
Virtusa Corporation
VRTU
| $37.7M | 0.02% |
1,305,284
-9,459
| -0.7% | -$330K |
|
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.