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 | |
|---|---|---|---|---|---|---|
|
CAJ
2476
DELISTED
Canon, Inc.
CAJ
| $5.22M | ﹤0.01% |
182,542
+5,500
| +3% | +$159K |
|
|
NTK
2477
DELISTED
NORTEK INC COM NEW (DE)
NTK
| $5.22M | ﹤0.01% |
88,037
+13,586
| +18% | +$667K |
|
2478
Biglari Holdings Class B
BH
$1.12B
| $5.22M | ﹤0.01% |
19,410
+3,848
| +25% | +$986K |
|
|
PFSW
2479
DELISTED
PFSweb, Inc.
PFSW
| $5.21M | ﹤0.01% |
548,428
+46,865
| +9% | +$602K |
|
|
GOOD
2480
Gladstone Commercial Corp
GOOD
$620M
| $5.19M | ﹤0.01% |
307,235
+22,748
| +8% | +$382K |
|
|
STRR
2481
DELISTED
Star Equity Holdings
STRR
| $5.17M | ﹤0.01% |
20,079
-372
| -2% | -$98.5K |
|
|
PRMW
2482
DELISTED
Primo Water Corporation
PRMW
| $5.16M | ﹤0.01% |
369,941
+163,693
| +79% | +$2.36M |
|
|
JMBA
2483
DELISTED
Jamba, Inc.
JMBA
| $5.14M | ﹤0.01% |
499,983
-1,100
| -0.2% | -$13K |
|
2484
Geospace Technologies
GEOS
$66.9M
| $5.14M | ﹤0.01% |
313,856
| – | – |
|
2485
Kopin
KOPN
$888M
| $5.14M | ﹤0.01% |
2,314,211
-129,745
| -5% | -$250K |
|
|
RSE
2486
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
| $5.13M | ﹤0.01% |
280,860
-324
| -0.1% | -$5.94K |
|
2487
Natural Alternatives International
NAII
$12.4M
| $5.08M | ﹤0.01% |
460,156
+54,397
| +13% | +$658K |
|
2488
OneSpan
OSPN
$662M
| $5.07M | ﹤0.01% |
309,371
+62,923
| +26% | +$1.05M |
|
2489
Stratasys
SSYS
$696M
| $5.07M | ﹤0.01% |
221,515
-300
| -0.1% | -$7.01K |
|
|
FBNK
2490
DELISTED
First Connecticut Bancorp, Inc
FBNK
| $5.06M | ﹤0.01% |
305,615
+55,719
| +22% | +$918K |
|
2491
Option Care Health
OPCH
$3.59B
| $5.03M | ﹤0.01% |
493,553
-14,297
| -3% | -$146K |
|
|
FGH
2492
DELISTED
FG Group Holdings Inc.
FGH
| $5.03M | ﹤0.01% |
962,510
-6,409
| -0.7% | -$31.2K |
|
|
HWCC
2493
DELISTED
Houston Wire & Cable Company
HWCC
| $5.03M | ﹤0.01% |
957,927
+22,272
| +2% | +$136K |
|
|
ABCD
2494
DELISTED
Cambium Learning Group, Inc.
ABCD
| $5.03M | ﹤0.01% |
1,114,122
-1,288
| -0.1% | -$5.73K |
|
|
GCP
2495
DELISTED
GCP Applied Technologies Inc.
GCP
| $4.97M | ﹤0.01% |
191,035
-10,373
| -5% | -$243K |
|
2496
Universal Logistics Holdings
ULH
$491M
| $4.97M | ﹤0.01% |
385,466
+2,790
| +0.7% | +$40.3K |
|
2497
CNB Financial Corp
CCNE
$1.01B
| $4.97M | ﹤0.01% |
279,221
+18,936
| +7% | +$336K |
|
|
CBD
2498
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $4.96M | ﹤0.01% |
342,695
-113,811
| -25% | -$1.5M |
|
|
NSR
2499
DELISTED
Neustar Inc
NSR
| $4.94M | ﹤0.01% |
210,064
-3,348
| -2% | -$79.6K |
|
|
MNI
2500
DELISTED
The McClatchy Company Class A Common Stock
MNI
| $4.93M | ﹤0.01% |
337,435
+1,800
| +0.5% | +$21.5K |
|
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.