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 | |
|---|---|---|---|---|---|---|
|
YDKN
1626
DELISTED
Yadkin Financial Corporation
YDKN
| $25.9M | 0.01% |
1,030,631
-145,870
| -12% | -$3.65M |
|
1627
Modine Manufacturing
MOD
$9.82B
| $25.9M | 0.01% |
2,937,819
+303,517
| +12% | +$3.13M |
|
1628
Ameren
AEE
$28.8B
| $25.9M | 0.01% |
482,579
+3,915
| +0.8% | +$192K |
|
1629
National Grid
NGG
$78B
| $25.8M | 0.01% |
359,775
+3,760
| +1% | +$260K |
|
|
ATRI
1630
DELISTED
Atrion Corp
ATRI
| $25.8M | 0.01% |
60,282
+244
| +0.4% | +$99.1K |
|
1631
Grupo Cibest SA
CIB
$23.2B
| $25.8M | 0.01% |
737,540
-8,290
| -1% | -$294K |
|
1632
Flexsteel Industries
FLXS
$325M
| $25.8M | 0.01% |
650,603
+6,350
| +1% | +$262K |
|
|
EBSB
1633
DELISTED
Meridian Bancorp, Inc.
EBSB
| $25.7M | 0.01% |
1,735,672
+121,686
| +8% | +$1.77M |
|
|
KE
1634
Kimball Electronics
KE
$600M
| $25.6M | 0.01% |
2,056,141
+71,649
| +4% | +$811K |
|
|
VASC
1635
DELISTED
Vascular Solutions Inc
VASC
| $25.6M | 0.01% |
613,763
-2,372
| -0.4% | -$88.3K |
|
|
VRNT
1636
DELISTED
Verint Systems
VRNT
| $25.6M | 0.01% |
1,514,959
-11,069
| -0.7% | -$192K |
|
1637
Forrester Research
FORR
$214M
| $25.5M | 0.01% |
692,352
+7,681
| +1% | +$274K |
|
1638
NN Inc
NNBR
$278M
| $25.5M | 0.01% |
1,823,633
+85,920
| +5% | +$1.35M |
|
1639
Lennox International
LII
$12.4B
| $25.5M | 0.01% |
178,745
-33,237
| -16% | -$4.57M |
|
1640
American Public Education
APEI
$811M
| $25.4M | 0.01% |
902,368
+178,218
| +25% | +$4.42M |
|
|
ZEUS
1641
DELISTED
Olympic Steel
ZEUS
| $25.4M | 0.01% |
928,343
+65,124
| +8% | +$1.46M |
|
1642
Global Indemnity Group
GBLI
$403M
| $25.3M | 0.01% |
920,280
+8,544
| +0.9% | +$259K |
|
1643
Washington Trust Bancorp
WASH
$752M
| $25.3M | 0.01% |
666,689
+42,324
| +7% | +$1.58M |
|
1644
Essential Utilities
WTRG
$11.8B
| $25.3M | 0.01% |
708,819
-24,448
| -3% | -$796K |
|
1645
Pebblebrook Hotel Trust
PEB
$2.03B
| $25.3M | 0.01% |
961,955
+24,818
| +3% | +$658K |
|
1646
Donegal Group Class A
DGICA
$700M
| $25.3M | 0.01% |
1,531,249
+35,462
| +2% | +$547K |
|
|
JWN
1647
DELISTED
Nordstrom
JWN
| $25.2M | 0.01% |
662,827
-24,796
| -4% | -$1.1M |
|
1648
Seagate
STX
$183B
| $25.2M | 0.01% |
1,035,420
-11,757
| -1% | -$285K |
|
1649
Dana Inc
DAN
$3.28B
| $25.2M | 0.01% |
2,384,798
+201,097
| +9% | +$2.48M |
|
1650
Allegion
ALLE
$13.1B
| $25.1M | 0.01% |
362,222
+10,470
| +3% | +$696K |
|
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.