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 | |
|---|---|---|---|---|---|---|
1576
Donaldson
DCI
$9.97B
| $27.7M | 0.02% |
805,116
+18,671
| +2% | +$623K |
|
|
LEG
1577
DELISTED
Leggett & Platt
LEG
| $27.6M | 0.02% |
540,771
+8,934
| +2% | +$440K |
|
|
HBI
1578
DELISTED
Hanesbrands
HBI
| $27.6M | 0.02% |
1,098,279
-3,390
| -0.3% | -$92.4K |
|
1579
News Corp Class A
NWSA
$16.2B
| $27.6M | 0.02% |
2,431,101
+9,893
| +0.4% | +$119K |
|
1580
CMS Energy
CMS
$20.8B
| $27.6M | 0.02% |
601,428
+4,174
| +0.7% | +$175K |
|
|
EVHC
1581
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $27.5M | 0.02% |
362,410
+110,966
| +44% | +$7.88M |
|
|
NTRI
1582
DELISTED
NutriSystem, Inc.
NTRI
| $27.4M | 0.02% |
1,082,319
+30,423
| +3% | +$734K |
|
1583
Chipotle Mexican Grill
CMG
$42.4B
| $27.4M | 0.02% |
3,398,350
-21,800
| -0.6% | -$190K |
|
1584
Customers Bancorp
CUBI
$2.63B
| $27.4M | 0.02% |
1,089,067
+130,880
| +14% | +$3.33M |
|
|
BSMX
1585
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $27.4M | 0.02% |
3,011,209
-66,200
| -2% | -$589K |
|
1586
Erie Indemnity
ERIE
$12.8B
| $27.3M | 0.02% |
275,190
-3,490
| -1% | -$333K |
|
|
CSFL
1587
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $27.3M | 0.02% |
1,730,775
+96,831
| +6% | +$1.51M |
|
|
RHT
1588
DELISTED
Red Hat Inc
RHT
| $27.1M | 0.02% |
373,912
+2,608
| +0.7% | +$195K |
|
|
WR
1589
DELISTED
Westar Energy Inc
WR
| $27.1M | 0.02% |
483,390
-150
| -0% | -$7.94K |
|
1590
Spok Holdings
SPOK
$218M
| $27.1M | 0.02% |
1,413,085
+91,493
| +7% | +$1.6M |
|
|
VIVO
1591
DELISTED
Meridian Bioscience Inc
VIVO
| $27.1M | 0.02% |
1,388,353
+24,075
| +2% | +$472K |
|
|
ITC
1592
DELISTED
ITC HOLDINGS CORP
ITC
| $27.1M | 0.02% |
578,190
-2,046
| -0.4% | -$90.8K |
|
1593
Williams Companies
WMB
$87.8B
| $27M | 0.02% |
1,250,573
-1,404
| -0.1% | -$28.2K |
|
1594
Crocs
CROX
$5.9B
| $27M | 0.02% |
2,397,026
-150,180
| -6% | -$1.46M |
|
|
STMP
1595
DELISTED
Stamps.com, Inc.
STMP
| $27M | 0.02% |
308,540
-163,534
| -35% | -$14.6M |
|
1596
O-I Glass
OI
$953M
| $27M | 0.02% |
1,496,660
-30,708
| -2% | -$563K |
|
1597
Wabtec
WAB
$47.1B
| $26.9M | 0.02% |
383,550
+53,370
| +16% | +$4.15M |
|
1598
Hexcel
HXL
$6.66B
| $26.9M | 0.02% |
645,872
+7,295
| +1% | +$319K |
|
|
PERY
1599
DELISTED
Perry Ellis International Inc
PERY
| $26.8M | 0.02% |
1,333,671
-900
| -0.1% | -$17.3K |
|
|
DOC
1600
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $26.8M | 0.02% |
1,273,462
+274,287
| +27% | +$5.26M |
|
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.