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 | |
|---|---|---|---|---|---|---|
1551
International Flavors & Fragrances
IFF
$21.7B
| $28.5M | 0.02% |
226,338
+1,008
| +0.4% | +$125K |
|
|
CKEC
1552
DELISTED
Carmike Cinemas Inc
CKEC
| $28.5M | 0.02% |
945,551
-92,728
| -9% | -$2.78M |
|
1553
National Healthcare
NHC
$3.52B
| $28.5M | 0.02% |
439,552
+34,421
| +8% | +$2.19M |
|
|
HRG
1554
DELISTED
HRG Group, Inc.
HRG
| $28.4M | 0.02% |
2,072,300
+213,113
| +11% | +$2.93M |
|
|
RPXC
1555
DELISTED
RPX Corporation
RPXC
| $28.4M | 0.02% |
3,100,969
+61,109
| +2% | +$616K |
|
|
GLOG
1556
DELISTED
GASLOG LTD
GLOG
| $28.4M | 0.02% |
2,187,318
-5,854
| -0.3% | -$70.7K |
|
1557
Synopsys
SNPS
$73B
| $28.4M | 0.02% |
524,888
+34,696
| +7% | +$1.74M |
|
|
RDUS
1558
DELISTED
Radius Recycling
RDUS
| $28.4M | 0.02% |
1,611,156
+80,603
| +5% | +$1.43M |
|
1559
HealthStream
HSTM
$893M
| $28.3M | 0.02% |
1,067,799
+29,880
| +3% | +$702K |
|
1560
SBA Communications
SBAC
$19.2B
| $28.2M | 0.02% |
261,415
+1,129
| +0.4% | +$115K |
|
1561
Brookdale Senior Living
BKD
$2.77B
| $28.2M | 0.02% |
1,826,549
+982,780
| +116% | +$17.1M |
|
1562
Mercer International
MERC
$25.8M
| $28.2M | 0.02% |
3,529,028
+191,466
| +6% | +$1.7M |
|
1563
US Physical Therapy
USPH
$1.24B
| $28.1M | 0.02% |
467,348
+2,210
| +0.5% | +$121K |
|
|
USG
1564
DELISTED
Usg
USG
| $28.1M | 0.02% |
1,041,985
+294,875
| +39% | +$8.05M |
|
|
CBF
1565
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $28.1M | 0.02% |
974,664
+77,348
| +9% | +$2.34M |
|
1566
Domino's
DPZ
$9.85B
| $28.1M | 0.02% |
213,628
-12,996
| -6% | -$1.65M |
|
1567
ScottsMiracle-Gro
SMG
$3.14B
| $28M | 0.02% |
401,058
+15,020
| +4% | +$1.04M |
|
1568
Federal Agricultural Mortgage
AGM
$2.42B
| $27.9M | 0.02% |
802,147
-389
| -0% | -$14.4K |
|
1569
Radian Group
RDN
$4.6B
| $27.9M | 0.02% |
2,678,987
+418,235
| +18% | +$4.92M |
|
1570
Equinor
EQNR
$105B
| $27.9M | 0.02% |
1,610,574
-40,773
| -2% | -$667K |
|
1571
IPG Photonics
IPGP
$3.24B
| $27.8M | 0.02% |
347,522
+4,995
| +1% | +$439K |
|
1572
Community Trust Bancorp
CTBI
$1.38B
| $27.8M | 0.02% |
801,098
+39,562
| +5% | +$1.4M |
|
|
WPG
1573
DELISTED
Washington Prime Group Inc.
WPG
| $27.8M | 0.02% |
275,563
+6,116
| +2% | +$573K |
|
1574
Waters Corp
WAT
$42.2B
| $27.7M | 0.02% |
197,092
+9,978
| +5% | +$1.35M |
|
1575
Masco
MAS
$13.5B
| $27.7M | 0.02% |
894,954
-53,310
| -6% | -$1.68M |
|
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.