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 | |
|---|---|---|---|---|---|---|
|
CRR
2651
DELISTED
Carbo Ceramics Inc.
CRR
| $3.03M | ﹤0.01% |
231,026
-9,318
| -4% | -$125K |
|
2652
Ascent Industries
ACNT
$134M
| $3.02M | ﹤0.01% |
394,641
+2,797
| +0.7% | +$21.7K |
|
2653
Canadian Pacific Kansas City
CP
$77.1B
| $3.02M | ﹤0.01% |
117,350
-4,875
| -4% | -$132K |
|
|
NRCIB
2654
DELISTED
National Research Corp Class B
NRCIB
| $3.01M | ﹤0.01% |
90,700
| – | – |
|
2655
Nature's Sunshine
NATR
$230M
| $3M | ﹤0.01% |
314,918
+2,337
| +0.7% | +$22.7K |
|
|
UMH
2656
UMH Properties
UMH
$1.33B
| $2.99M | ﹤0.01% |
266,174
+17,902
| +7% | +$181K |
|
2657
Unity Bancorp
UNTY
$595M
| $2.99M | ﹤0.01% |
258,748
-232
| -0.1% | -$2.53K |
|
|
FAC
2658
DELISTED
First Acceptance Corp.
FAC
| $2.98M | ﹤0.01% |
2,125,726
-3,141
| -0.1% | -$5.07K |
|
|
VIA
2659
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
| $2.97M | ﹤0.01% |
+35,990
| New | +$2.53M |
|
|
PLPM
2660
DELISTED
Planet Payment, Inc
PLPM
| $2.95M | ﹤0.01% |
656,946
+199,878
| +44% | +$815K |
|
2661
Transcat
TRNS
$783M
| $2.95M | ﹤0.01% |
293,123
| – | – |
|
|
BSF
2662
DELISTED
Bear State Financial, Inc.
BSF
| $2.94M | ﹤0.01% |
312,070
-11,166
| -3% | -$105K |
|
|
SIFI
2663
DELISTED
SI Financial Group, Inc. NEW MD
SIFI
| $2.93M | ﹤0.01% |
221,401
+4,313
| +2% | +$59.4K |
|
2664
Tilly's
TLYS
$134M
| $2.92M | ﹤0.01% |
504,061
+112,723
| +29% | +$690K |
|
|
KONA
2665
DELISTED
Kona Grill, Inc.
KONA
| $2.91M | ﹤0.01% |
271,728
+47,102
| +21% | +$590K |
|
|
SZMK
2666
DELISTED
SIZMEK INC COM STK (DE)
SZMK
| $2.91M | ﹤0.01% |
1,272,067
-8,262
| -0.6% | -$21.2K |
|
|
DDC
2667
DELISTED
Dominion Diamond Corporation
DDC
| $2.91M | ﹤0.01% |
329,368
+36,158
| +12% | +$386K |
|
|
PMBC
2668
DELISTED
Pacific Mercantile Bancorp
PMBC
| $2.91M | ﹤0.01% |
409,790
+12,635
| +3% | +$92.1K |
|
2669
Comscore
SCOR
$78.4M
| $2.91M | ﹤0.01% |
6,088
+346
| +6% | +$207K |
|
|
EBTC
2670
DELISTED
Enterprise Bancorp
EBTC
| $2.9M | ﹤0.01% |
120,795
+6,211
| +5% | +$149K |
|
2671
Value Line
VALU
$362M
| $2.89M | ﹤0.01% |
176,663
-1,275
| -0.7% | -$20.7K |
|
2672
Magna International
MGA
$17.1B
| $2.88M | ﹤0.01% |
82,032
+10,592
| +15% | +$427K |
|
2673
STMicroelectronics
STM
$42.9B
| $2.87M | ﹤0.01% |
486,935
-5,480
| -1% | -$31.5K |
|
2674
Espey Mfg & Electronics Corp
ESP
$189M
| $2.82M | ﹤0.01% |
108,351
| – | – |
|
|
MOCO
2675
DELISTED
Mocon Inc
MOCO
| $2.81M | ﹤0.01% |
198,700
| – | – |
|
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.