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 | |
|---|---|---|---|---|---|---|
|
CONE
976
DELISTED
CyrusOne Inc Common Stock
CONE
| $49.9M | 0.03% |
897,379
+41,843
| +5% | +$2.01M |
|
|
KKD
977
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $49.9M | 0.03% |
2,382,880
+56,967
| +2% | +$1.1M |
|
|
ESGR
978
DELISTED
Enstar Group
ESGR
| $49.9M | 0.03% |
308,196
+25,211
| +9% | +$3.98M |
|
|
GTS
979
DELISTED
Triple-S Management Corporation
GTS
| $49.9M | 0.03% |
2,147,283
-1,592
| -0.1% | -$37K |
|
980
Cenovus Energy
CVE
$60B
| $49.9M | 0.03% |
3,610,857
+285,750
| +9% | +$4.14M |
|
981
Mercury Systems
MRCY
$5.25B
| $49.9M | 0.03% |
2,007,191
+25,209
| +1% | +$542K |
|
982
ACI Worldwide
ACIW
$5.21B
| $49.9M | 0.03% |
2,555,779
+8,733
| +0.3% | +$177K |
|
983
Smith & Wesson
SWBI
$586M
| $49.8M | 0.03% |
2,382,080
+57,186
| +2% | +$1.02M |
|
984
Sherwin-Williams
SHW
$78B
| $49.8M | 0.03% |
508,326
+18,219
| +4% | +$1.77M |
|
985
Analog Devices
ADI
$175B
| $49.7M | 0.03% |
877,760
+71,138
| +9% | +$4.07M |
|
986
Hain Celestial
HAIN
$53.2M
| $49.6M | 0.03% |
997,111
+155,346
| +18% | +$7.19M |
|
987
Forward Air
FWRD
$523M
| $49.5M | 0.03% |
1,112,748
+53,166
| +5% | +$2.39M |
|
|
WFM
988
DELISTED
Whole Foods Market Inc
WFM
| $49.5M | 0.03% |
1,545,994
+93,282
| +6% | +$2.9M |
|
989
Live Nation Entertainment
LYV
$39.9B
| $49.5M | 0.03% |
2,106,003
-36,078
| -2% | -$824K |
|
990
Adtran
ADTN
$578M
| $49.5M | 0.03% |
2,652,728
+47,404
| +2% | +$903K |
|
991
Advance Auto Parts
AAP
$2.53B
| $49.4M | 0.03% |
305,804
+85,937
| +39% | +$13.3M |
|
992
Pediatrix Medical
MD
$2.12B
| $49.4M | 0.03% |
681,848
+173,003
| +34% | +$11.9M |
|
993
Regeneron Pharmaceuticals
REGN
$79.7B
| $49.4M | 0.03% |
141,388
+415
| +0.3% | +$160K |
|
|
RGC
994
DELISTED
Regal Entertainment Group
RGC
| $49.4M | 0.03% |
2,239,138
+8,257
| +0.4% | +$171K |
|
|
SCHW
995
Charles Schwab
SCHW
$182B
| $49.3M | 0.03% |
1,949,717
+55,372
| +3% | +$1.57M |
|
996
Steven Madden
SHOO
$3.04B
| $49.3M | 0.03% |
2,162,481
+105,676
| +5% | +$2.43M |
|
997
Cal-Maine
CALM
$3.47B
| $49.2M | 0.03% |
1,109,579
+68,602
| +7% | +$3.23M |
|
|
OPLN
998
Openlane
OPLN
$4.28B
| $49.1M | 0.03% |
3,111,217
-281,605
| -8% | -$4.21M |
|
999
NetApp
NTAP
$37.6B
| $49.1M | 0.03% |
1,996,920
+63,217
| +3% | +$1.56M |
|
1000
Take-Two Interactive
TTWO
$39.6B
| $49.1M | 0.03% |
1,294,077
-359,282
| -22% | -$13.2M |
|
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.