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 | |
|---|---|---|---|---|---|---|
|
HMSY
1076
DELISTED
HMS Holdings Corp.
HMSY
| $45.4M | 0.03% |
2,579,403
+481,293
| +23% | +$7.76M |
|
|
SJI
1077
DELISTED
South Jersey Industries, Inc.
SJI
| $45.2M | 0.03% |
1,430,756
-8,307
| -0.6% | -$238K |
|
1078
Grand Canyon Education
LOPE
$4.01B
| $45.2M | 0.03% |
1,132,836
+4,198
| +0.4% | +$177K |
|
1079
First Interstate BancSystem
FIBK
$3.52B
| $45.2M | 0.03% |
1,608,773
+104,581
| +7% | +$2.93M |
|
1080
Trex
TREX
$4.39B
| $45.2M | 0.03% |
4,022,376
-3,112
| -0.1% | -$35.1K |
|
1081
Quaker Houghton
KWR
$2.65B
| $45.1M | 0.03% |
505,271
+6,603
| +1% | +$575K |
|
|
PPS
1082
DELISTED
Post Properties
PPS
| $45M | 0.03% |
737,858
+8,442
| +1% | +$499K |
|
|
ORBC
1083
DELISTED
ORBCOMM, Inc.
ORBC
| $45M | 0.03% |
4,526,780
+134,784
| +3% | +$1.3M |
|
1084
Xylem
XYL
$25B
| $45M | 0.03% |
1,008,168
+1,441
| +0.1% | +$62.6K |
|
1085
FormFactor
FORM
$8.19B
| $44.9M | 0.03% |
4,999,711
+923,309
| +23% | +$6.95M |
|
1086
Enpro
NPO
$6.08B
| $44.9M | 0.03% |
1,010,889
-9,055
| -0.9% | -$469K |
|
1087
Gentex
GNTX
$4.7B
| $44.8M | 0.03% |
2,900,064
+318,710
| +12% | +$5.06M |
|
|
PDM
1088
Piedmont Realty Trust
PDM
$1.17B
| $44.8M | 0.03% |
2,080,235
-19,040
| -0.9% | -$386K |
|
|
HAR
1089
DELISTED
Harman International Industries
HAR
| $44.6M | 0.03% |
621,727
+39,507
| +7% | +$3.08M |
|
1090
Scotiabank
BNS
$113B
| $44.6M | 0.03% |
909,858
+314,595
| +53% | +$15.5M |
|
1091
EPAM Systems
EPAM
$6.04B
| $44.6M | 0.03% |
692,814
-87,692
| -11% | -$6.4M |
|
1092
Kennametal
KMT
$2.27B
| $44.5M | 0.03% |
2,014,953
+427,586
| +27% | +$10.1M |
|
|
CCMP
1093
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $44.5M | 0.03% |
1,051,862
+58,943
| +6% | +$2.47M |
|
1094
Cato Corp
CATO
$46.6M
| $44.4M | 0.03% |
1,177,416
+42,093
| +4% | +$1.57M |
|
1095
Nexstar Media Group
NXST
$5.04B
| $44.4M | 0.03% |
932,977
-587
| -0.1% | -$29.3K |
|
|
KNL
1096
DELISTED
Knoll, Inc.
KNL
| $44.4M | 0.03% |
1,827,123
+42,338
| +2% | +$993K |
|
1097
Ametek
AME
$53.2B
| $44.4M | 0.03% |
959,644
+21,003
| +2% | +$1.01M |
|
1098
Myriad Genetics
MYGN
$369M
| $44.3M | 0.03% |
1,448,505
+24,137
| +2% | +$839K |
|
1099
Xcel Energy
XEL
$45.4B
| $44.3M | 0.03% |
989,259
+5,333
| +0.5% | +$221K |
|
1100
Mine Safety
MSA
$6.94B
| $44.3M | 0.03% |
843,050
+25,208
| +3% | +$1.25M |
|
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.