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 | |
|---|---|---|---|---|---|---|
1276
HCA Healthcare
HCA
$93.2B
| $37.6M | 0.02% |
488,488
+646
| +0.1% | +$51K |
|
1277
NCR Voyix
VYX
$982M
| $37.6M | 0.02% |
2,206,164
-360,361
| -14% | -$6.52M |
|
1278
Heartland Express
HTLD
$919M
| $37.5M | 0.02% |
2,158,127
-764
| -0% | -$13.6K |
|
1279
Public Service Enterprise Group
PEG
$35.1B
| $37.5M | 0.02% |
804,786
+3,187
| +0.4% | +$145K |
|
1280
Franklin Templeton
BEN
$16.6B
| $37.5M | 0.02% |
1,122,501
+59,529
| +6% | +$2.16M |
|
1281
Pegasystems
PEGA
$6.06B
| $37.4M | 0.02% |
2,773,192
+193,382
| +7% | +$2.55M |
|
1282
Verisk Analytics
VRSK
$23.7B
| $37.3M | 0.02% |
460,574
+3,291
| +0.7% | +$258K |
|
|
DST
1283
DELISTED
DST Systems Inc.
DST
| $37.2M | 0.02% |
639,144
+5,166
| +0.8% | +$303K |
|
|
AIMC
1284
DELISTED
Altra Industrial Motion Corp
AIMC
| $37M | 0.02% |
1,373,140
-11,325
| -0.8% | -$315K |
|
1285
MarineMax
HZO
$1.16B
| $37M | 0.02% |
2,181,457
+76,509
| +4% | +$1.33M |
|
1286
United Parks & Resorts
PRKS
$1.64B
| $37M | 0.02% |
2,580,293
+433,674
| +20% | +$7.85M |
|
|
TBI
1287
Trueblue
TBI
$276M
| $37M | 0.02% |
1,953,244
+8,473
| +0.4% | +$177K |
|
|
WAIR
1288
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $37M | 0.02% |
2,753,680
+220,688
| +9% | +$3.14M |
|
|
DCOM
1289
DELISTED
Dime Community Bancshares
DCOM
| $36.9M | 0.02% |
2,171,775
+88,116
| +4% | +$1.56M |
|
|
CFNL
1290
DELISTED
Cardinal Financial Corp
CFNL
| $36.8M | 0.02% |
1,679,552
+41,327
| +3% | +$889K |
|
|
REV
1291
DELISTED
Revlon, Inc.
REV
| $36.8M | 0.02% |
1,144,006
+20,471
| +2% | +$693K |
|
1292
Power Integrations
POWI
$2.66B
| $36.8M | 0.02% |
1,470,444
+126,640
| +9% | +$3.09M |
|
|
EQY
1293
DELISTED
Equity One
EQY
| $36.8M | 0.02% |
1,143,545
+56,096
| +5% | +$1.64M |
|
1294
RLJ Lodging Trust
RLJ
$1.65B
| $36.8M | 0.02% |
1,715,265
+5,146
| +0.3% | +$109K |
|
|
MODV
1295
DELISTED
ModivCare
MODV
| $36.7M | 0.02% |
818,314
+36,273
| +5% | +$1.76M |
|
1296
Fastenal
FAST
$56.3B
| $36.7M | 0.02% |
3,305,308
+56,976
| +2% | +$651K |
|
|
SEE
1297
DELISTED
Sealed Air
SEE
| $36.7M | 0.02% |
797,424
+17,497
| +2% | +$836K |
|
1298
Otter Tail
OTTR
$3.74B
| $36.6M | 0.02% |
1,093,804
+45,088
| +4% | +$1.35M |
|
1299
Oxford Industries
OXM
$438M
| $36.6M | 0.02% |
646,532
+16,231
| +3% | +$1M |
|
1300
NVR
NVR
$16.5B
| $36.6M | 0.02% |
20,560
-1,383
| -6% | -$2.36M |
|
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.