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 | |
|---|---|---|---|---|---|---|
1751
Bassett Furniture
BSET
$151M
| $22.2M | 0.01% |
927,101
-80
| -0% | -$2.32K |
|
|
FDML
1752
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $22.1M | 0.01% |
2,663,230
-721
| -0% | -$6.31K |
|
1753
Herbalife
HLF
$1.23B
| $22.1M | 0.01% |
755,512
-3,024
| -0.4% | -$90.5K |
|
1754
SS&C Technologies
SSNC
$18.8B
| $22.1M | 0.01% |
787,332
+7,158
| +0.9% | +$215K |
|
1755
First Financial Corp
THFF
$917M
| $22.1M | 0.01% |
603,583
-570
| -0.1% | -$20.2K |
|
1756
Korea Electric Power
KEP
$14.5B
| $22.1M | 0.01% |
850,652
-46,842
| -5% | -$1.21M |
|
1757
Enterprise Financial Services Corp
EFSC
$2.25B
| $22M | 0.01% |
789,938
+32,211
| +4% | +$877K |
|
1758
Sun Life Financial
SLF
$45B
| $22M | 0.01% |
671,046
+427,864
| +176% | +$14.3M |
|
1759
DHI Group
DHX
$217M
| $22M | 0.01% |
3,524,918
-111,227
| -3% | -$798K |
|
1760
Burlington
BURL
$15B
| $22M | 0.01% |
329,088
+5,934
| +2% | +$348K |
|
|
ALX
1761
Alexander's
ALX
$1.26B
| $21.9M | 0.01% |
53,451
-622
| -1% | -$235K |
|
|
DNB
1762
DELISTED
Dun & Bradstreet
DNB
| $21.8M | 0.01% |
179,261
+4,905
| +3% | +$574K |
|
1763
Heritage Financial
HFWA
$1.15B
| $21.8M | 0.01% |
1,241,177
+93,153
| +8% | +$1.65M |
|
|
STRZA
1764
DELISTED
Starz - Series A
STRZA
| $21.8M | 0.01% |
728,555
+856
| +0.1% | +$22.8K |
|
|
FCE.A
1765
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $21.8M | 0.01% |
975,795
-44,353
| -4% | -$967K |
|
1766
SEI Investments
SEIC
$12.6B
| $21.8M | 0.01% |
452,373
+1,236
| +0.3% | +$59.5K |
|
|
FCB
1767
DELISTED
FCB Financial Holdings, Inc.
FCB
| $21.7M | 0.01% |
639,122
+219,578
| +52% | +$7.56M |
|
1768
Stoneridge
SRI
$205M
| $21.7M | 0.01% |
1,451,293
+6,435
| +0.4% | +$97.2K |
|
1769
Koppers
KOP
$873M
| $21.7M | 0.01% |
705,297
+13,846
| +2% | +$358K |
|
|
ABB
1770
DELISTED
ABB Ltd
ABB
| $21.6M | 0.01% |
1,090,735
+8,555
| +0.8% | +$175K |
|
1771
Forestar Group
FOR
$1.33B
| $21.5M | 0.01% |
1,810,547
+29,085
| +2% | +$365K |
|
|
RUTH
1772
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $21.5M | 0.01% |
1,347,485
+7,825
| +0.6% | +$133K |
|
1773
Voya Financial
VOYA
$9.02B
| $21.5M | 0.01% |
866,522
-1,026
| -0.1% | -$31.4K |
|
1774
Banco Santander Chile
BSAC
$16.2B
| $21.4M | 0.01% |
1,107,299
-12,231
| -1% | -$231K |
|
1775
Babcock & Wilcox
BW
$1.09B
| $21.4M | 0.01% |
145,831
+46,722
| +47% | +$9.97M |
|
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.