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 | |
|---|---|---|---|---|---|---|
1501
Genpact
G
$5.87B
| $30.2M | 0.02% |
1,123,982
-118,368
| -10% | -$3.26M |
|
1502
Las Vegas Sands
LVS
$26.3B
| $30.1M | 0.02% |
691,404
+20,611
| +3% | +$963K |
|
|
EV
1503
DELISTED
Eaton Vance Corp.
EV
| $30.1M | 0.02% |
851,016
+7,896
| +0.9% | +$277K |
|
|
TRST
1504
Trustco Bank Corp NY
TRST
$958M
| $30.1M | 0.02% |
937,805
+39,742
| +4% | +$1.26M |
|
1505
Hasbro
HAS
$12.5B
| $30M | 0.02% |
357,605
+12,218
| +4% | +$1.03M |
|
|
IVC
1506
DELISTED
Invacare Corporation
IVC
| $30M | 0.02% |
2,475,603
+15,633
| +0.6% | +$184K |
|
|
IQNT
1507
DELISTED
Inteliquent, Inc.
IQNT
| $30M | 0.02% |
1,506,098
+9,800
| +0.7% | +$166K |
|
1508
Ball Corp
BALL
$16.1B
| $29.9M | 0.02% |
828,286
+1,232
| +0.1% | +$44.6K |
|
1509
BancFirst
BANF
$3.66B
| $29.9M | 0.02% |
991,298
+43,020
| +5% | +$1.3M |
|
1510
Cousins Properties
CUZ
$4.66B
| $29.9M | 0.02% |
1,018,371
+2,024
| +0.2% | +$60.1K |
|
1511
Universal Insurance Holdings
UVE
$1.24B
| $29.9M | 0.02% |
1,608,371
-103,380
| -6% | -$1.87M |
|
1512
Builders FirstSource
BLDR
$6.21B
| $29.8M | 0.02% |
2,652,808
+250,408
| +10% | +$2.89M |
|
|
ATW
1513
DELISTED
Atwood Oceanics
ATW
| $29.8M | 0.02% |
2,382,010
-23,149
| -1% | -$242K |
|
1514
Brunswick
BC
$4.4B
| $29.8M | 0.02% |
658,047
+50,809
| +8% | +$2.41M |
|
1515
Greenlight Captial
GLRE
$491M
| $29.8M | 0.02% |
1,478,950
+113,675
| +8% | +$2.34M |
|
1516
EastGroup Properties
EGP
$10.8B
| $29.8M | 0.02% |
432,495
+9,157
| +2% | +$581K |
|
1517
FirstEnergy
FE
$26.5B
| $29.8M | 0.02% |
853,723
+13,367
| +2% | +$453K |
|
|
GPT
1518
DELISTED
Gramercy Property Trust
GPT
| $29.7M | 0.02% |
1,072,627
+153,941
| +17% | +$4.05M |
|
1519
Southside Bancshares
SBSI
$940M
| $29.7M | 0.02% |
983,370
+64,243
| +7% | +$1.75M |
|
1520
LXP Industrial Trust
LXP
$3.59B
| $29.7M | 0.02% |
586,648
+5,666
| +1% | +$262K |
|
|
SRCI
1521
DELISTED
SRC Energy Inc
SRCI
| $29.6M | 0.02% |
4,438,126
-289,359
| -6% | -$1.96M |
|
1522
Boston Beer
SAM
$1.77B
| $29.5M | 0.02% |
172,757
+785
| +0.5% | +$127K |
|
1523
City Holding Co
CHCO
$2.01B
| $29.5M | 0.02% |
649,377
+47,920
| +8% | +$2.29M |
|
1524
Entergy
ETR
$49.4B
| $29.5M | 0.02% |
725,798
+20,242
| +3% | +$777K |
|
|
SIVB
1525
DELISTED
SVB Financial Group
SIVB
| $29.5M | 0.02% |
310,023
+5,196
| +2% | +$532K |
|
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.