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 | |
|---|---|---|---|---|---|---|
2501
Rogers Communications
RCI
$19.3B
| $4.93M | ﹤0.01% |
122,008
+2,407
| +2% | +$93.4K |
|
2502
Heritage Insurance Holdings
HRTG
$1.04B
| $4.91M | ﹤0.01% |
409,878
+30,896
| +8% | +$412K |
|
2503
8x8 Inc
EGHT
$261M
| $4.9M | ﹤0.01% |
335,351
-45,708
| -12% | -$560K |
|
|
VOXX
2504
DELISTED
VOXX International Corporation Class A
VOXX
| $4.86M | ﹤0.01% |
1,743,430
+12,659
| +0.7% | +$47K |
|
2505
AmeriServ Financial
ASRV
$82.7M
| $4.86M | ﹤0.01% |
1,607,459
-5,299
| -0.3% | -$16.3K |
|
|
LORL
2506
DELISTED
Loral Space and Communications, Inc.
LORL
| $4.82M | ﹤0.01% |
136,627
-82,738
| -38% | -$3.01M |
|
2507
Marchex
MCHX
$59M
| $4.8M | ﹤0.01% |
1,509,776
+29,042
| +2% | +$109K |
|
|
UNAM
2508
DELISTED
Unico American Corp
UNAM
| $4.79M | ﹤0.01% |
433,283
-46,288
| -10% | -$530K |
|
|
PWOD
2509
DELISTED
Penns Woods Bancorp
PWOD
| $4.78M | ﹤0.01% |
170,733
+150
| +0.1% | +$4.11K |
|
|
GOLD
2510
Gold.com Inc
GOLD
$1.38B
| $4.78M | ﹤0.01% |
590,660
+40,632
| +7% | +$365K |
|
2511
Celestica
CLS
$42.2B
| $4.76M | ﹤0.01% |
512,320
+173,300
| +51% | +$1.81M |
|
|
IVAC
2512
DELISTED
Intevac Inc
IVAC
| $4.76M | ﹤0.01% |
838,481
-23,839
| -3% | -$118K |
|
|
WSO.B
2513
Watsco Inc Class B
WSO.B
| $4.75M | ﹤0.01% |
33,953
-217
| -0.6% | -$29.1K |
|
|
HMNF
2514
DELISTED
HMN Financial Inc
HMNF
| $4.74M | ﹤0.01% |
348,920
-1,159
| -0.3% | -$14.7K |
|
2515
Compañía de Minas Buenaventura
BVN
$8.84B
| $4.72M | ﹤0.01% |
395,699
-2,905
| -0.7% | -$28.1K |
|
2516
Teekay
TK
$1.3B
| $4.72M | ﹤0.01% |
661,237
-108,592
| -14% | -$1.02M |
|
2517
McEwen Inc
MUX
$1.15B
| $4.71M | ﹤0.01% |
122,447
+3,162
| +3% | +$83.6K |
|
2518
Nice
NICE
$6.22B
| $4.71M | ﹤0.01% |
73,700
-23,238
| -24% | -$1.48M |
|
|
LTS
2519
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
| $4.71M | ﹤0.01% |
1,994,007
+237,326
| +14% | +$598K |
|
|
BHBK
2520
DELISTED
Blue Hills Bancorp, Inc.
BHBK
| $4.69M | ﹤0.01% |
317,594
+138,298
| +77% | +$1.98M |
|
|
MXWL
2521
DELISTED
Maxwell Technologies Inc
MXWL
| $4.67M | ﹤0.01% |
885,171
| – | – |
|
2522
Southern First Bancshares
SFST
$589M
| $4.64M | ﹤0.01% |
192,704
+571
| +0.3% | +$14.3K |
|
2523
Logitech
LOGI
$14.7B
| $4.64M | ﹤0.01% |
285,029
+317
| +0.1% | +$4.94K |
|
2524
GoPro
GPRO
$270M
| $4.61M | ﹤0.01% |
426,816
-19,336
| -4% | -$214K |
|
2525
Harvard Bioscience
HBIO
$36.6M
| $4.6M | ﹤0.01% |
160,970
+1,419
| +0.9% | +$45.1K |
|
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.