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 | |
|---|---|---|---|---|---|---|
1526
Cullen/Frost Bankers
CFR
$9.92B
| $29.5M | 0.02% |
462,510
-830
| -0.2% | -$51.2K |
|
1527
HEICO Corp
HEI
$41.4B
| $29.5M | 0.02% |
1,076,362
+44
| +0% | +$1.14K |
|
|
VEDL
1528
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $29.4M | 0.02% |
3,741,047
-97,426
| -3% | -$613K |
|
1529
Monolithic Power Systems
MPWR
$57.5B
| $29.4M | 0.02% |
430,344
-52,332
| -11% | -$3.43M |
|
1530
Align Technology
ALGN
$10.6B
| $29.3M | 0.02% |
363,325
-17,420
| -5% | -$1.33M |
|
|
IRBT
1531
DELISTED
iRobot
IRBT
| $29.2M | 0.02% |
832,334
+181,053
| +28% | +$6.64M |
|
|
RAX
1532
DELISTED
Rackspace Hosting Inc
RAX
| $29.1M | 0.02% |
1,396,763
+723,781
| +108% | +$16.9M |
|
1533
Marriott International
MAR
$87.1B
| $29.1M | 0.02% |
438,349
+39,795
| +10% | +$2.67M |
|
|
LMNX
1534
DELISTED
Luminex Corp
LMNX
| $29.1M | 0.02% |
1,437,400
+197,506
| +16% | +$3.96M |
|
|
XXIA
1535
DELISTED
Ixia
XXIA
| $29M | 0.02% |
2,956,980
+35,813
| +1% | +$368K |
|
|
PSB
1536
DELISTED
PS Business Parks, Inc.
PSB
| $29M | 0.02% |
273,708
+5,334
| +2% | +$534K |
|
1537
Myers Industries
MYE
$1.18B
| $29M | 0.02% |
2,015,523
-51,828
| -3% | -$719K |
|
1538
Signet Jewelers
SIG
$3.89B
| $29M | 0.02% |
351,924
-342
| -0.1% | -$34.8K |
|
|
KBAL
1539
DELISTED
Kimball International
KBAL
| $29M | 0.02% |
2,548,592
-53,030
| -2% | -$601K |
|
|
CCRN
1540
DELISTED
Cross Country Healthcare
CCRN
| $29M | 0.02% |
2,081,876
-223,675
| -10% | -$2.96M |
|
|
GTT
1541
DELISTED
GTT Communications, Inc.
GTT
| $28.9M | 0.02% |
1,562,617
+963,243
| +161% | +$16.2M |
|
1542
Encompass Health
EHC
$12.1B
| $28.8M | 0.02% |
932,592
-14,375
| -2% | -$450K |
|
|
ELME
1543
Elme Communities
ELME
$147M
| $28.8M | 0.02% |
915,262
+17,446
| +2% | +$514K |
|
1544
Community Health Systems
CYH
$412M
| $28.8M | 0.02% |
2,386,513
-1,457,191
| -38% | -$21.3M |
|
|
CCP
1545
DELISTED
Care Capital Properties, Inc.
CCP
| $28.7M | 0.02% |
1,096,884
+16,572
| +2% | +$434K |
|
1546
Repligen
RGEN
$10.1B
| $28.6M | 0.02% |
1,046,474
-61,521
| -6% | -$1.57M |
|
|
ROIC
1547
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $28.6M | 0.02% |
1,320,886
+28,818
| +2% | +$583K |
|
|
CXP
1548
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $28.6M | 0.02% |
1,337,051
+44,794
| +3% | +$969K |
|
|
ELRC
1549
DELISTED
ELECTRO RENT CORP
ELRC
| $28.6M | 0.02% |
1,856,789
+4,914
| +0.3% | +$54.9K |
|
|
SPR
1550
DELISTED
Spirit AeroSystems
SPR
| $28.5M | 0.02% |
663,830
+47,887
| +8% | +$2.2M |
|
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.