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 | |
|---|---|---|---|---|---|---|
826
Avista
AVA
$3.08B
| $57.2M | 0.03% |
1,275,785
+2,081
| +0.2% | +$85.3K |
|
|
PRXL
827
DELISTED
Parexel International Corp
PRXL
| $57.1M | 0.03% |
908,947
+11,098
| +1% | +$687K |
|
828
Paychex
PAYX
$41.8B
| $57M | 0.03% |
958,518
-4,855
| -0.5% | -$260K |
|
829
Progress Software
PRGS
$1.75B
| $56.9M | 0.03% |
2,074,052
+123,197
| +6% | +$3.17M |
|
|
ANAT
830
DELISTED
American National Group, Inc. Common Stock
ANAT
| $56.9M | 0.03% |
502,906
+31,356
| +7% | +$3.65M |
|
|
JNPR
831
DELISTED
Juniper Networks
JNPR
| $56.9M | 0.03% |
2,530,006
+188,588
| +8% | +$4.39M |
|
832
Teva Pharmaceutical Industries Limited
TEVA
$45.3B
| $56.8M | 0.03% |
1,131,749
-73,530
| -6% | -$3.91M |
|
|
CNSL
833
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $56.8M | 0.03% |
2,084,823
+90,157
| +5% | +$2.24M |
|
|
FBC
834
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $56.7M | 0.03% |
2,323,858
+177,044
| +8% | +$4.1M |
|
835
OSI Systems
OSIS
$3.26B
| $56.6M | 0.03% |
973,450
+3,067
| +0.3% | +$169K |
|
836
Marten Transport
MRTN
$1.12B
| $56.5M | 0.03% |
7,128,465
-13,333
| -0.2% | -$101K |
|
837
The Greenbrier Companies
GBX
$1.34B
| $56.4M | 0.03% |
1,936,751
-4,302
| -0.2% | -$124K |
|
|
ODP
838
DELISTED
ODP
ODP
| $56.4M | 0.03% |
1,703,037
+54,251
| +3% | +$2.65M |
|
839
eBay
EBAY
$48.3B
| $56.4M | 0.03% |
2,407,165
-15,190
| -0.6% | -$366K |
|
840
PPG Industries
PPG
$23.5B
| $56.3M | 0.03% |
540,647
+22,005
| +4% | +$2.4M |
|
841
Healthcare Realty
HR
$6.41B
| $56.2M | 0.03% |
1,737,028
+8,526
| +0.5% | +$257K |
|
842
New York Times
NYT
$11.7B
| $56.2M | 0.03% |
4,642,155
+458,376
| +11% | +$5.62M |
|
|
CYNO
843
DELISTED
Cynosure, Inc. Class A
CYNO
| $56.2M | 0.03% |
1,154,523
+22,073
| +2% | +$1.05M |
|
844
California Water Service
CWT
$2.98B
| $56M | 0.03% |
1,604,341
+15,539
| +1% | +$456K |
|
|
KAMN
845
DELISTED
Kaman Corp
KAMN
| $56M | 0.03% |
1,316,817
+36,297
| +3% | +$1.53M |
|
|
SAVE
846
DELISTED
Spirit Airlines, Inc.
SAVE
| $56M | 0.03% |
1,247,695
+632,126
| +103% | +$28.1M |
|
847
Dentsply Sirona
XRAY
$2.02B
| $55.8M | 0.03% |
900,198
-27,762
| -3% | -$1.71M |
|
848
Super Micro Computer
SMCI
$24.1B
| $55.8M | 0.03% |
22,436,300
+1,841,310
| +9% | +$5.05M |
|
849
Kelly Services Class A
KELYA
$567M
| $55.7M | 0.03% |
2,937,275
+778
| +0% | +$14.8K |
|
850
ICF International
ICFI
$1.56B
| $55.7M | 0.03% |
1,361,756
+136,516
| +11% | +$5.35M |
|
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.