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 | |
|---|---|---|---|---|---|---|
951
Merit Medical Systems
MMSI
$5.15B
| $50.9M | 0.03% |
2,564,871
+93,965
| +4% | +$1.81M |
|
952
Photronics
PLAB
$1.64B
| $50.8M | 0.03% |
5,703,289
-12,348
| -0.2% | -$123K |
|
|
KLXI
953
DELISTED
KLX Inc.
KLXI
| $50.8M | 0.03% |
1,943,340
-181,152
| -9% | -$4.99M |
|
954
Franklin Electric
FELE
$4.26B
| $50.7M | 0.03% |
1,535,291
+119,649
| +8% | +$3.91M |
|
|
KS
955
DELISTED
KapStone Paper and Pack Corp.
KS
| $50.7M | 0.03% |
3,897,071
+37,363
| +1% | +$548K |
|
956
Five Below
FIVE
$13.1B
| $50.6M | 0.03% |
1,091,310
+7,525
| +0.7% | +$315K |
|
|
TUP
957
DELISTED
Tupperware Brands Corporation
TUP
| $50.6M | 0.03% |
899,762
+33,813
| +4% | +$1.93M |
|
958
Rockwell Automation
ROK
$46.2B
| $50.6M | 0.03% |
440,943
-1,558
| -0.4% | -$178K |
|
959
BWX Technologies
BWXT
$13.3B
| $50.6M | 0.03% |
1,415,054
-17,414
| -1% | -$596K |
|
|
NTUS
960
DELISTED
Natus Medical Inc
NTUS
| $50.6M | 0.03% |
1,338,005
-68,646
| -5% | -$2.3M |
|
|
HW
961
DELISTED
Headwaters Inc
HW
| $50.5M | 0.03% |
2,814,631
+46,587
| +2% | +$879K |
|
|
ALOG
962
DELISTED
Analogic Corp
ALOG
| $50.5M | 0.03% |
635,169
+34,287
| +6% | +$2.77M |
|
963
Rio Tinto
RIO
$156B
| $50.4M | 0.03% |
1,611,630
-39,985
| -2% | -$1.19M |
|
964
Arch Capital
ACGL
$33B
| $50.4M | 0.03% |
2,101,623
-328,680
| -14% | -$7.76M |
|
|
UAM
965
DELISTED
Universal American Corp
UAM
| $50.4M | 0.03% |
6,644,014
+94,060
| +1% | +$729K |
|
966
Sonic Automotive
SAH
$2.3B
| $50.3M | 0.03% |
2,940,206
-3,042
| -0.1% | -$52.6K |
|
|
SONC
967
DELISTED
Sonic Corp
SONC
| $50.3M | 0.03% |
1,858,474
-1,493
| -0.1% | -$47.7K |
|
968
Archrock
AROC
$5.45B
| $50.3M | 0.03% |
5,336,714
-89,574
| -2% | -$706K |
|
969
Universal Electronics
UEIC
$66.5M
| $50.2M | 0.03% |
695,019
-1,191
| -0.2% | -$78.2K |
|
970
Federated Hermes
FHI
$4.22B
| $50.2M | 0.03% |
1,745,415
+168,572
| +11% | +$5.15M |
|
|
AVNS
971
DELISTED
Avanos Medical
AVNS
| $50.1M | 0.03% |
1,539,877
+103,829
| +7% | +$3.18M |
|
972
Skyworks Solutions
SWKS
$12.9B
| $50.1M | 0.03% |
791,069
+88,634
| +13% | +$6.03M |
|
973
Belden
BDC
$4.42B
| $50M | 0.03% |
827,643
+118,211
| +17% | +$7.39M |
|
974
McGrath RentCorp
MGRC
$2.72B
| $50M | 0.03% |
1,633,182
+63,570
| +4% | +$1.72M |
|
975
Brady Corp
BRC
$3.96B
| $50M | 0.03% |
1,634,663
+98,050
| +6% | +$2.84M |
|
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.