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 | |
|---|---|---|---|---|---|---|
|
BRFS
1451
DELISTED
BRF SA
BRFS
| $31.7M | 0.02% |
2,280,332
-138,146
| -6% | -$1.86M |
|
|
CERN
1452
DELISTED
Cerner Corp
CERN
| $31.7M | 0.02% |
540,930
+3,182
| +0.6% | +$177K |
|
1453
American Vanguard Corp
AVD
$64.6M
| $31.7M | 0.02% |
2,097,463
+260,862
| +14% | +$3.84M |
|
|
SBNY
1454
DELISTED
Signature Bank
SBNY
| $31.7M | 0.02% |
253,631
-461
| -0.2% | -$61.6K |
|
1455
Hershey
HSY
$34.1B
| $31.6M | 0.02% |
278,524
+1,560
| +0.6% | +$146K |
|
1456
National CineMedia
NCMI
$208M
| $31.6M | 0.02% |
204,021
+2,705
| +1% | +$390K |
|
|
HEES
1457
DELISTED
H&E Equipment Services
HEES
| $31.6M | 0.02% |
1,658,110
+70,504
| +4% | +$1.33M |
|
1458
Coca-Cola Europacific Partners
CCEP
$44.2B
| $31.5M | 0.02% |
883,951
-76,111
| -8% | -$3.59M |
|
|
PEGI
1459
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $31.5M | 0.02% |
1,373,109
+350,136
| +34% | +$7.27M |
|
1460
C.H. Robinson
CHRW
$18B
| $31.5M | 0.02% |
424,462
+21,066
| +5% | +$1.54M |
|
1461
Lakeland Financial Corp
LKFN
$1.5B
| $31.5M | 0.02% |
1,004,727
-22,872
| -2% | -$718K |
|
1462
Moody's
MCO
$80.4B
| $31.5M | 0.02% |
336,068
+1,615
| +0.5% | +$156K |
|
1463
Haverty Furniture Companies
HVT
$428M
| $31.5M | 0.02% |
1,744,822
-1,618
| -0.1% | -$30K |
|
1464
Veeco
VECO
$2.52B
| $31.3M | 0.02% |
1,892,382
+263,766
| +16% | +$4.69M |
|
1465
Lattice Semiconductor
LSCC
$15.4B
| $31.3M | 0.02% |
5,853,979
-587,207
| -9% | -$3.27M |
|
1466
Hawaiian Electric Industries
HE
$1.75B
| $31.2M | 0.02% |
952,707
-430
| -0% | -$14.2K |
|
1467
Leidos
LDOS
$16.4B
| $31.2M | 0.02% |
652,274
+49,537
| +8% | +$2.45M |
|
1468
Kite Realty
KRG
$5.11B
| $31.1M | 0.02% |
1,111,307
+9,383
| +0.9% | +$257K |
|
1469
Howard Hughes
HHH
$3.7B
| $31.1M | 0.02% |
285,718
+23,390
| +9% | +$2.4M |
|
1470
Chunghwa Telecom
CHT
$35.6B
| $31.1M | 0.02% |
858,458
-29,326
| -3% | -$1.01M |
|
1471
Credit Acceptance
CACC
$6.16B
| $31.1M | 0.02% |
168,033
+2,324
| +1% | +$426K |
|
1472
Deutsche Bank
DB
$73.4B
| $31.1M | 0.02% |
2,536,210
-62,262
| -2% | -$935K |
|
1473
Coeur Mining
CDE
$20.7B
| $31.1M | 0.02% |
2,913,144
-5,772
| -0.2% | -$45.4K |
|
1474
Movado Group
MOV
$745M
| $31M | 0.02% |
1,430,456
-18,257
| -1% | -$447K |
|
1475
Hilton Worldwide
HLT
$68.4B
| $31M | 0.02% |
458,621
+81,962
| +22% | +$5.38M |
|
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.