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 | |
|---|---|---|---|---|---|---|
1176
Teradyne
TER
$53.3B
| $41.5M | 0.02% |
2,109,568
+140,649
| +7% | +$2.77M |
|
1177
Sturm, Ruger & Co
RGR
$592M
| $41.4M | 0.02% |
647,150
+64,047
| +11% | +$4.14M |
|
1178
American Homes 4 Rent
AMH
$11.3B
| $41.3M | 0.02% |
2,018,308
+169,121
| +9% | +$2.93M |
|
|
K
1179
DELISTED
Kellanova
K
| $41.3M | 0.02% |
538,967
+2,676
| +0.5% | +$192K |
|
|
FEIC
1180
DELISTED
FEI COMPANY
FEIC
| $41.3M | 0.02% |
386,336
+578
| +0.1% | +$55.2K |
|
1181
Bread Financial
BFH
$4.14B
| $41.3M | 0.02% |
263,855
-1,072
| -0.4% | -$178K |
|
1182
Mativ Holdings
MATV
$664M
| $41.2M | 0.02% |
1,169,144
+33,631
| +3% | +$1.13M |
|
1183
UNIFI
UFI
$123M
| $41.2M | 0.02% |
1,513,977
-83,158
| -5% | -$2.09M |
|
1184
Urban Outfitters
URBN
$6.6B
| $41.2M | 0.02% |
1,499,020
+503,971
| +51% | +$14.5M |
|
|
HOUS
1185
DELISTED
Anywhere Real Estate
HOUS
| $41.2M | 0.02% |
1,419,837
-42,745
| -3% | -$1.41M |
|
1186
Diageo
DEO
$48.3B
| $41.1M | 0.02% |
364,314
+2,767
| +0.8% | +$299K |
|
1187
Sempra
SRE
$53.4B
| $40.9M | 0.02% |
717,144
+16,864
| +2% | +$893K |
|
1188
Choice Hotels
CHH
$4.42B
| $40.9M | 0.02% |
858,378
+95,036
| +12% | +$4.61M |
|
1189
TotalEnergies
TTE
$201B
| $40.9M | 0.02% |
849,694
+2,136
| +0.3% | +$102K |
|
|
GNCMA
1190
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
| $40.9M | 0.02% |
2,586,138
-99,834
| -4% | -$1.63M |
|
1191
Snap-on
SNA
$19.3B
| $40.9M | 0.02% |
258,862
+361
| +0.1% | +$57.3K |
|
|
CMA
1192
DELISTED
Comerica
CMA
| $40.8M | 0.02% |
992,577
+44,952
| +5% | +$1.92M |
|
|
NFBK
1193
DELISTED
Northfield Bancorp
NFBK
| $40.7M | 0.02% |
2,744,673
+7,884
| +0.3% | +$123K |
|
|
LABL
1194
DELISTED
Multi-Color Corp
LABL
| $40.7M | 0.02% |
641,807
-8,352
| -1% | -$494K |
|
|
MSFG
1195
DELISTED
MainSource Financial Group Inc
MSFG
| $40.7M | 0.02% |
1,845,039
+12,098
| +0.7% | +$264K |
|
1196
Sony
SONY
$139B
| $40.5M | 0.02% |
6,895,780
+12,000
| +0.2% | +$64.4K |
|
1197
Edison International
EIX
$21.1B
| $40.3M | 0.02% |
519,169
+5,604
| +1% | +$402K |
|
1198
AptarGroup
ATR
$7.93B
| $40.3M | 0.02% |
509,333
-2,463
| -0.5% | -$191K |
|
|
CEB
1199
DELISTED
CEB Inc.
CEB
| $40.3M | 0.02% |
653,309
+27,016
| +4% | +$1.69M |
|
|
CIT
1200
DELISTED
CIT Group Inc.
CIT
| $40.3M | 0.02% |
1,262,054
-3,075
| -0.2% | -$99.9K |
|
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.