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 | |
|---|---|---|---|---|---|---|
|
SYNT
1826
DELISTED
Syntel Inc
SYNT
| $20.5M | 0.01% |
452,235
-5,595
| -1% | -$253K |
|
|
BFIN
1827
DELISTED
BankFinancial
BFIN
| $20.4M | 0.01% |
1,705,057
+18,004
| +1% | +$221K |
|
1828
Bruker
BRKR
$9.61B
| $20.4M | 0.01% |
898,747
+1,704
| +0.2% | +$45.5K |
|
1829
Cameco
CCJ
$40.4B
| $20.4M | 0.01% |
1,860,602
+268,014
| +17% | +$3.18M |
|
|
GXP
1830
DELISTED
Great Plains Energy Incorporated
GXP
| $20.3M | 0.01% |
669,465
+13,663
| +2% | +$419K |
|
|
CTLT
1831
DELISTED
CATALENT, INC.
CTLT
| $20.3M | 0.01% |
884,597
+226,138
| +34% | +$5.96M |
|
1832
Churchill Downs
CHDN
$5.73B
| $20.3M | 0.01% |
963,132
-693,462
| -42% | -$15.3M |
|
|
BEAV
1833
DELISTED
B/E Aerospace Inc
BEAV
| $20.3M | 0.01% |
438,901
+16,505
| +4% | +$789K |
|
1834
Great Southern Bancorp
GSBC
$865M
| $20.3M | 0.01% |
547,948
+6,880
| +1% | +$263K |
|
|
AUD
1835
DELISTED
Audacy, Inc.
AUD
| $20.2M | 0.01% |
1,491,204
+75,610
| +5% | +$913K |
|
|
ACTA
1836
DELISTED
Actua Corp
ACTA
| $20.2M | 0.01% |
2,239,410
-85,559
| -4% | -$806K |
|
|
MXIM
1837
DELISTED
Maxim Integrated Products
MXIM
| $20.2M | 0.01% |
566,033
-3,136
| -0.6% | -$115K |
|
|
DNKN
1838
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $20.2M | 0.01% |
461,961
+3,305
| +0.7% | +$151K |
|
1839
Waterstone Financial
WSBF
$371M
| $20.1M | 0.01% |
1,310,727
+54,338
| +4% | +$777K |
|
|
GPX
1840
DELISTED
GP Strategies Corp.
GPX
| $20.1M | 0.01% |
925,765
+4,967
| +0.5% | +$118K |
|
1841
Astronics
ATRO
$2.79B
| $20M | 0.01% |
954,650
+136,405
| +17% | +$3.14M |
|
1842
Vera Bradley
VRA
$122M
| $20M | 0.01% |
1,408,087
+374,637
| +36% | +$6.06M |
|
1843
Stock Yards Bancorp
SYBT
$2.48B
| $19.9M | 0.01% |
706,283
+9,464
| +1% | +$257K |
|
1844
Incyte
INCY
$25.9B
| $19.9M | 0.01% |
249,252
-4,540
| -2% | -$352K |
|
1845
Lindsay Corp
LNN
$1.19B
| $19.9M | 0.01% |
293,344
-16,855
| -5% | -$1.2M |
|
1846
Pinnacle West Capital
PNW
$11.6B
| $19.9M | 0.01% |
245,397
+1,864
| +0.8% | +$139K |
|
|
UNT
1847
DELISTED
UNIT Corporation
UNT
| $19.9M | 0.01% |
1,277,314
+58,192
| +5% | +$771K |
|
1848
Miller Industries
MLR
$630M
| $19.8M | 0.01% |
963,984
+474
| +0% | +$10K |
|
|
CTWS
1849
DELISTED
Connecticut Water Service Inc
CTWS
| $19.8M | 0.01% |
353,011
+18,390
| +5% | +$896K |
|
1850
Strategic Education
STRA
$1.79B
| $19.8M | 0.01% |
403,681
+17,612
| +5% | +$833K |
|
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.