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 | 17.48% |
| 2 | Industrials | 13.41% |
| 3 | Technology | 11.89% |
| 4 | Healthcare | 9.25% |
| 5 | Consumer Discretionary | 9.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
WCN
126
Waste Connections
WCN
$42.7B
| $210M | 0.12% |
4,368,245
+459,269
| +12% | +$20.9M |
|
127
Helmerich & Payne
HP
$3.36B
| $209M | 0.12% |
3,114,273
+142,214
| +5% | +$8.79M |
|
128
Helen of Troy
HELE
$658M
| $207M | 0.12% |
2,010,998
-204,457
| -9% | -$20.6M |
|
129
AbbVie
ABBV
$454B
| $205M | 0.12% |
3,318,266
+41,178
| +1% | +$2.51M |
|
130
DuPont de Nemours
DD
$18.9B
| $205M | 0.12% |
1,627,425
-4,595
| -0.3% | -$604K |
|
|
CVG
131
DELISTED
Convergys
CVG
| $204M | 0.12% |
8,159,134
-113,367
| -1% | -$3.06M |
|
132
Wintrust Financial
WTFC
$10.7B
| $203M | 0.12% |
3,989,202
+46,930
| +1% | +$2.35M |
|
133
Hartford Financial Services
HIG
$38.4B
| $203M | 0.12% |
4,576,802
+14,157
| +0.3% | +$632K |
|
134
Prudential Financial
PRU
$42.3B
| $203M | 0.12% |
2,839,977
+32,314
| +1% | +$2.44M |
|
135
Nucor
NUE
$56.4B
| $201M | 0.12% |
4,064,357
+297,602
| +8% | +$14.5M |
|
136
Essex Property Trust
ESS
$18.7B
| $198M | 0.11% |
869,466
+13,637
| +2% | +$3.04M |
|
137
Pultegroup
PHM
$24.9B
| $198M | 0.11% |
10,166,771
+2,132,979
| +27% | +$39.5M |
|
138
CME Group
CME
$92.3B
| $196M | 0.11% |
2,017,260
+3,128
| +0.2% | +$296K |
|
139
Prestige Consumer Healthcare
PBH
$2.39B
| $196M | 0.11% |
3,541,188
-255,050
| -7% | -$14M |
|
|
FCS
140
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $195M | 0.11% |
9,842,724
| – | – |
|
141
Arrow Electronics
ARW
$10.9B
| $195M | 0.11% |
3,145,366
+108,856
| +4% | +$6.91M |
|
142
Equinix
EQIX
$103B
| $194M | 0.11% |
499,422
+196,598
| +65% | +$68.6M |
|
143
Curtiss-Wright
CW
$27.5B
| $193M | 0.11% |
2,296,697
-51,235
| -2% | -$4.12M |
|
144
Chubb
CB
$139B
| $192M | 0.11% |
1,465,359
-70,931
| -5% | -$8.74M |
|
|
RSPP
145
DELISTED
RSP Permian, Inc.
RSPP
| $190M | 0.11% |
5,442,447
+705,142
| +15% | +$22.8M |
|
146
HP
HPQ
$24.3B
| $189M | 0.11% |
15,100,576
-149,242
| -1% | -$1.86M |
|
|
PDCE
147
DELISTED
PDC Energy, Inc.
PDCE
| $189M | 0.11% |
3,286,168
-130,893
| -4% | -$7.77M |
|
148
Honeywell
HON
$77.9B
| $189M | 0.11% |
1,806,441
+38,906
| +2% | +$4M |
|
149
WaFd
WAFD
$2.69B
| $188M | 0.11% |
7,753,204
-41,573
| -0.5% | -$999K |
|
150
MKS Inc
MKSI
$21.3B
| $188M | 0.11% |
4,365,641
+97,914
| +2% | +$3.8M |
|
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 17% of assets, up from 17% 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.