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 | |
|---|---|---|---|---|---|---|
1326
Cinemark Holdings
CNK
$3.98B
| $35.8M | 0.02% |
981,192
+60,029
| +7% | +$2.1M |
|
1327
Expedia Group
EXPE
$34B
| $35.7M | 0.02% |
336,242
+20,492
| +6% | +$2.23M |
|
1328
Jefferies Financial Group
JEF
$11.1B
| $35.7M | 0.02% |
2,304,454
+287,370
| +14% | +$4.39M |
|
1329
Broadridge
BR
$18.8B
| $35.6M | 0.02% |
546,788
-1,382
| -0.3% | -$85.6K |
|
|
SWFT
1330
DELISTED
Swift Transportation Company
SWFT
| $35.6M | 0.02% |
2,309,583
+666,216
| +41% | +$11M |
|
|
FLIR
1331
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $35.5M | 0.02% |
1,148,667
+32,103
| +3% | +$1M |
|
|
ILG
1332
DELISTED
ILG, Inc Common Stock
ILG
| $35.5M | 0.02% |
2,231,247
+469,908
| +27% | +$6.71M |
|
1333
CNA Financial
CNA
$13B
| $35.5M | 0.02% |
1,129,031
-19,410
| -2% | -$619K |
|
|
UTEK
1334
DELISTED
Ultratech Inc.
UTEK
| $35.5M | 0.02% |
1,543,581
+62,218
| +4% | +$1.36M |
|
1335
Kearny Financial
KRNY
$613M
| $35.4M | 0.02% |
2,817,190
+804,298
| +40% | +$10.3M |
|
1336
SLM Corp
SLM
$4.72B
| $35.4M | 0.02% |
5,733,872
+2,189,157
| +62% | +$14.3M |
|
1337
Asbury Automotive
ABG
$3.4B
| $35.4M | 0.02% |
671,422
-388
| -0.1% | -$21.8K |
|
1338
Usana Health Sciences
USNA
$268M
| $35.4M | 0.02% |
635,374
-39,628
| -6% | -$2.39M |
|
1339
National Health Investors
NHI
$3.43B
| $35.4M | 0.02% |
471,410
+5,830
| +1% | +$405K |
|
|
TVTY
1340
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $35.3M | 0.02% |
3,058,854
+230,768
| +8% | +$2.7M |
|
1341
National Bank Holdings
NBHC
$1.84B
| $35.3M | 0.02% |
1,733,924
+228,852
| +15% | +$4.66M |
|
1342
Sunstone Hotel Investors
SHO
$2.06B
| $35.3M | 0.02% |
2,923,793
+52,408
| +2% | +$656K |
|
1343
Aptiv
APTV
$9.05B
| $35.3M | 0.02% |
563,511
+16,917
| +3% | +$1.18M |
|
1344
McCormick & Company Non-Voting
MKC
$13.5B
| $35.2M | 0.02% |
660,872
+20,964
| +3% | +$1.02M |
|
1345
Pearson
PSO
$9.63B
| $35.2M | 0.02% |
2,712,053
+329,907
| +14% | +$3.94M |
|
|
DCH
1346
Dauch Corp
DCH
$1.49B
| $35.2M | 0.02% |
2,431,607
-8,886
| -0.4% | -$139K |
|
1347
Akamai
AKAM
$15.4B
| $35.2M | 0.02% |
629,059
+65,218
| +12% | +$3.43M |
|
1348
ArcBest
ARCB
$2.92B
| $35.1M | 0.02% |
2,160,693
-22,039
| -1% | -$399K |
|
|
SGI
1349
Somnigroup International
SGI
$13.7B
| $35.1M | 0.02% |
2,537,124
-20,576
| -0.8% | -$304K |
|
|
WP
1350
DELISTED
Worldpay, Inc.
WP
| $35.1M | 0.02% |
619,830
+4,155
| +0.7% | +$225K |
|
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.