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 | |
|---|---|---|---|---|---|---|
1476
Ryman Hospitality Properties
RHP
$8.32B
| $31M | 0.02% |
611,698
+11,807
| +2% | +$599K |
|
1477
John B. Sanfilippo & Son
JBSS
$789M
| $31M | 0.02% |
726,542
-3,459
| -0.5% | -$188K |
|
1478
Watsco Inc
WSO
$12.6B
| $30.9M | 0.02% |
219,566
+1,946
| +0.9% | +$261K |
|
1479
LivaNova
LIVN
$4.29B
| $30.8M | 0.02% |
613,669
-327
| -0.1% | -$16.5K |
|
1480
Flowserve
FLS
$9.37B
| $30.8M | 0.02% |
682,422
+3,681
| +0.5% | +$172K |
|
|
HPP
1481
Hudson Pacific Properties
HPP
$630M
| $30.8M | 0.02% |
150,756
+424
| +0.3% | +$85.5K |
|
1482
KB Home
KBH
$2.98B
| $30.7M | 0.02% |
2,020,821
-32,287
| -2% | -$451K |
|
1483
HEICO Corp Class A
HEI.A
$30.9B
| $30.7M | 0.02% |
1,396,931
+6,692
| +0.5% | +$141K |
|
1484
RPM International
RPM
$12.7B
| $30.7M | 0.02% |
613,938
-1,057
| -0.2% | -$53K |
|
1485
Atmos Energy
ATO
$27.4B
| $30.6M | 0.02% |
376,994
-870
| -0.2% | -$64.5K |
|
1486
Encore Capital Group
ECPG
$2.12B
| $30.6M | 0.02% |
1,301,836
-1,271
| -0.1% | -$32.6K |
|
|
PFC
1487
DELISTED
Premier Financial Corp. Common Stock
PFC
| $30.6M | 0.02% |
1,576,694
-362
| -0% | -$7.13K |
|
1488
A.O. Smith
AOS
$7.74B
| $30.6M | 0.02% |
695,152
-18,144
| -3% | -$732K |
|
|
RAVN
1489
DELISTED
Raven Industries Inc
RAVN
| $30.6M | 0.02% |
1,616,014
+70,636
| +5% | +$1.24M |
|
1490
Arthur J. Gallagher & Co
AJG
$61.9B
| $30.5M | 0.02% |
641,843
+90,339
| +16% | +$4.19M |
|
|
MSGN
1491
DELISTED
MSG Networks Inc.
MSGN
| $30.5M | 0.02% |
1,990,774
+118,947
| +6% | +$2M |
|
1492
Team
TISI
$126M
| $30.5M | 0.02% |
122,940
+3,664
| +3% | +$1.03M |
|
1493
OFG Bancorp
OFG
$2.21B
| $30.5M | 0.02% |
3,674,857
+255,402
| +7% | +$2.08M |
|
1494
Bath & Body Works
BBWI
$3.47B
| $30.5M | 0.02% |
562,017
+1,701
| +0.3% | +$99.6K |
|
|
ELLI
1495
DELISTED
Ellie Mae Inc
ELLI
| $30.5M | 0.02% |
332,323
+33,989
| +11% | +$2.89M |
|
1496
Nu Skin
NUS
$224M
| $30.4M | 0.02% |
658,970
+109,129
| +20% | +$4.4M |
|
1497
Lincoln Electric
LECO
$14B
| $30.3M | 0.02% |
513,357
-22,168
| -4% | -$1.33M |
|
|
S
1498
DELISTED
Sprint Corporation
S
| $30.3M | 0.02% |
6,679,069
+259,960
| +4% | +$963K |
|
1499
Central Pacific Financial
CPF
$962M
| $30.3M | 0.02% |
1,281,899
+130,304
| +11% | +$2.97M |
|
1500
Piper Sandler
PIPR
$5.09B
| $30.2M | 0.02% |
3,200,760
-13,632
| -0.4% | -$145K |
|
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.