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 | |
|---|---|---|---|---|---|---|
|
AMRB
2626
DELISTED
American River Bankshares
AMRB
| $3.35M | ﹤0.01% |
330,163
+1,400
| +0.4% | +$14.6K |
|
|
CCUR
2627
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $3.34M | ﹤0.01% |
640,632
| – | – |
|
2628
TransAlta
TAC
$3.78B
| $3.32M | ﹤0.01% |
636,825
-27,046
| -4% | -$137K |
|
2629
Vitamin Cottage Natural Grocers
NGVC
$672M
| $3.3M | ﹤0.01% |
252,808
+10,943
| +5% | +$162K |
|
|
OSG
2630
DELISTED
Overseas Shipholding Group Inc.
OSG
| $3.3M | ﹤0.01% |
299,890
+272,511
| +995% | +$3.15M |
|
2631
Friedman Industries
FRD
$292M
| $3.29M | ﹤0.01% |
565,217
-1,358
| -0.2% | -$8.05K |
|
2632
Four Corners Property Trust
FCPT
$2.53B
| $3.27M | ﹤0.01% |
159,037
+88,839
| +127% | +$1.68M |
|
2633
Rigel Pharmaceuticals
RIGL
$831M
| $3.24M | ﹤0.01% |
145,425
-7,302
| -5% | -$182K |
|
|
CHFN
2634
DELISTED
Charter Financial Corp
CHFN
| $3.24M | ﹤0.01% |
243,770
+38,069
| +19% | +$499K |
|
|
MSL
2635
DELISTED
Midsouth Bancorp, Inc.
MSL
| $3.23M | ﹤0.01% |
321,380
+4,798
| +2% | +$46.2K |
|
2636
Globant
GLOB
$1.66B
| $3.23M | ﹤0.01% |
+81,949
| New | +$3M |
|
|
PBPB
2637
DELISTED
Potbelly
PBPB
| $3.19M | ﹤0.01% |
254,492
+191,791
| +306% | +$2.56M |
|
2638
Ameresco
AMRC
$1.21B
| $3.17M | ﹤0.01% |
725,618
+5,063
| +0.7% | +$23K |
|
|
CIE
2639
DELISTED
Cobalt International Energy, Inc
CIE
| $3.17M | ﹤0.01% |
157,437
-619
| -0.4% | -$23.8K |
|
2640
Liberty Media Series A
FWONA
$21.9B
| $3.16M | ﹤0.01% |
172,411
-809,108
| -82% | -$15.8M |
|
|
PDS
2641
Precision Drilling
PDS
$1.11B
| $3.16M | ﹤0.01% |
29,797
-10
| -0% | -$947 |
|
|
FLIC
2642
DELISTED
First of Long Island Corp
FLIC
| $3.14M | ﹤0.01% |
164,331
+61,659
| +60% | +$1.22M |
|
2643
C&F Financial
CFFI
$308M
| $3.14M | ﹤0.01% |
70,059
+123
| +0.2% | +$4.98K |
|
|
PRCP
2644
DELISTED
Perceptron Inc
PRCP
| $3.11M | ﹤0.01% |
664,552
-33,023
| -5% | -$154K |
|
|
ERF
2645
DELISTED
Enerplus Corporation
ERF
| $3.1M | ﹤0.01% |
472,234
| – | – |
|
|
SPNE
2646
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
| $3.1M | ﹤0.01% |
295,974
+5,363
| +2% | +$64.7K |
|
2647
Lifeway Foods
LWAY
$369M
| $3.08M | ﹤0.01% |
318,691
| – | – |
|
|
APEX
2648
DELISTED
Apex Global Brands Inc. Common Stock
APEX
| $3.08M | ﹤0.01% |
9,241
+398
| +5% | +$175K |
|
|
BLUE
2649
DELISTED
bluebird bio
BLUE
| $3.06M | ﹤0.01% |
5,460
-215
| -4% | -$122K |
|
|
YZC
2650
DELISTED
Yanzhou Coal Mining
YZC
| $3.03M | ﹤0.01% |
483,986
-11,283
| -2% | -$62.6K |
|
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.