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 | |
|---|---|---|---|---|---|---|
1376
S&T Bancorp
STBA
$1.76B
| $33.9M | 0.02% |
1,387,011
+10,371
| +0.8% | +$263K |
|
|
KW
1377
DELISTED
Kennedy-Wilson Holdings
KW
| $33.9M | 0.02% |
1,787,382
+140,826
| +9% | +$2.92M |
|
|
JOY
1378
DELISTED
Joy Global Inc
JOY
| $33.8M | 0.02% |
1,599,683
+774,325
| +94% | +$14.6M |
|
1379
Dave & Buster's
PLAY
$237M
| $33.8M | 0.02% |
722,184
+418,032
| +137% | +$17.3M |
|
1380
Western Union
WU
$2.04B
| $33.8M | 0.02% |
1,760,709
+50,182
| +3% | +$975K |
|
|
HOT
1381
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $33.8M | 0.02% |
456,489
-981
| -0.2% | -$75.4K |
|
1382
Douglas Dynamics
PLOW
$926M
| $33.7M | 0.02% |
1,310,569
+38,835
| +3% | +$873K |
|
|
MIC
1383
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $33.7M | 0.02% |
455,090
+232,675
| +105% | +$16.4M |
|
1384
Keysight
KEYS
$56.7B
| $33.6M | 0.02% |
1,156,384
+68,079
| +6% | +$1.93M |
|
1385
Westamerica Bancorp
WABC
$1.4B
| $33.6M | 0.02% |
682,272
-934
| -0.1% | -$45.2K |
|
|
CTXS
1386
DELISTED
Citrix Systems Inc
CTXS
| $33.6M | 0.02% |
526,669
+21,879
| +4% | +$1.44M |
|
|
GTLS
1387
DELISTED
Chart Industries
GTLS
| $33.6M | 0.02% |
1,392,014
+174,348
| +14% | +$4.3M |
|
|
AVG
1388
DELISTED
AVG Technologies N.V.
AVG
| $33.5M | 0.02% |
1,765,415
+16,705
| +1% | +$326K |
|
|
VAL
1389
DELISTED
Valspar
VAL
| $33.5M | 0.02% |
309,897
-379
| -0.1% | -$40.7K |
|
|
CCC
1390
DELISTED
Calgon Carbon Corp
CCC
| $33.5M | 0.02% |
2,545,353
+109,208
| +4% | +$1.61M |
|
1391
CorVel
CRVL
$3.6B
| $33.5M | 0.02% |
2,324,481
+55,059
| +2% | +$828K |
|
|
PNRA
1392
DELISTED
Panera Bread Co
PNRA
| $33.5M | 0.02% |
157,857
-8,436
| -5% | -$1.8M |
|
|
CTRA
1393
DELISTED
Coterra Energy
CTRA
| $33.4M | 0.02% |
1,298,860
+42,017
| +3% | +$1.01M |
|
1394
Eagle Bancorp
EGBN
$868M
| $33.4M | 0.02% |
694,835
+87,254
| +14% | +$4.29M |
|
1395
Carriage Services
CSV
$496M
| $33.4M | 0.02% |
1,410,984
-107,117
| -7% | -$2.46M |
|
1396
SFL Corp
SFL
$1.94B
| $33.3M | 0.02% |
2,259,267
-3,945
| -0.2% | -$58.7K |
|
1397
East-West Bancorp
EWBC
$17.4B
| $33.3M | 0.02% |
974,143
+25,253
| +3% | +$911K |
|
1398
TransDigm Group
TDG
$59.9B
| $33.3M | 0.02% |
126,266
+18,128
| +17% | +$4.43M |
|
|
BGC
1399
DELISTED
General Cable Corporation
BGC
| $33.3M | 0.02% |
2,617,380
-342,492
| -12% | -$4.73M |
|
|
BRS
1400
DELISTED
Bristow Group, Inc.
BRS
| $33.2M | 0.02% |
2,911,346
-22,147
| -0.8% | -$373K |
|
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.