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 | 17.48% |
| 2 | Industrials | 13.41% |
| 3 | Technology | 11.89% |
| 4 | Healthcare | 9.25% |
| 5 | Consumer Discretionary | 9.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2676
Atlanticus Holdings
ATLC
$1.58B
| $2.81M | ﹤0.01% |
965,737
-8,172
| -0.8% | -$24.5K |
|
|
HCCI
2677
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $2.8M | ﹤0.01% |
229,188
+43,924
| +24% | +$491K |
|
2678
BCE
BCE
$20.3B
| $2.78M | ﹤0.01% |
58,854
| – | – |
|
|
TTSH
2679
DELISTED
Tile Shop Holdings
TTSH
| $2.78M | ﹤0.01% |
140,006
| – | – |
|
2680
Grupo Aval
AVAL
$5.79B
| $2.77M | ﹤0.01% |
344,433
-21,799
| -6% | -$170K |
|
2681
3D Systems Corp
DDD
$412M
| $2.76M | ﹤0.01% |
201,927
-2,892
| -1% | -$41.8K |
|
2682
Alamos Gold
AGI
$12.1B
| $2.75M | ﹤0.01% |
320,314
+7,808
| +2% | +$53.4K |
|
2683
RB Global
RBA
$21.7B
| $2.73M | ﹤0.01% |
80,939
+5,012
| +7% | +$155K |
|
|
STCN
2684
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $2.73M | ﹤0.01% |
237,534
-15,052
| -6% | -$197K |
|
|
MESG
2685
DELISTED
XURA INC COM (DE)
MESG
| $2.72M | ﹤0.01% |
111,384
+23,006
| +26% | +$519K |
|
|
SPIL
2686
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $2.71M | ﹤0.01% |
354,653
-4,387
| -1% | -$33.2K |
|
2687
QCR Holdings
QCRH
$1.69B
| $2.71M | ﹤0.01% |
99,572
+14,962
| +18% | +$388K |
|
2688
Mizuho Financial
MFG
$123B
| $2.69M | ﹤0.01% |
942,823
+5,950
| +0.6% | +$17.9K |
|
|
CHK
2689
DELISTED
Chesapeake Energy Corporation
CHK
| $2.69M | ﹤0.01% |
3,138
-18,362
| -85% | -$17.6M |
|
|
SRG
2690
Seritage Growth Properties
SRG
$129M
| $2.68M | ﹤0.01% |
53,807
+49,232
| +1,076% | +$2.47M |
|
|
CBNK
2691
DELISTED
CHICOPEE BANCORP INC COM STK
CBNK
| $2.68M | ﹤0.01% |
146,741
+1,200
| +0.8% | +$21.7K |
|
2692
FirstService
FSV
$6.58B
| $2.68M | ﹤0.01% |
58,437
+5,955
| +11% | +$267K |
|
2693
Chemours
CC
$2.57B
| $2.67M | ﹤0.01% |
324,256
-118,361
| -27% | -$1.05M |
|
2694
Home Bancorp
HBCP
$563M
| $2.67M | ﹤0.01% |
97,224
| – | – |
|
|
STRR
2695
Star Equity Holdings
STRR
$39.8M
| $2.64M | ﹤0.01% |
134,112
-873
| -0.6% | -$20.3K |
|
2696
Beazer Homes USA
BZH
$913M
| $2.64M | ﹤0.01% |
340,505
| – | – |
|
|
DEST
2697
DELISTED
Destination Maternity Corporation
DEST
| $2.64M | ﹤0.01% |
448,341
+19,298
| +4% | +$126K |
|
|
SENEB
2698
Seneca Foods Class B
SENEB
| $2.61M | ﹤0.01% |
72,399
| – | – |
|
2699
Ark Restaurants
ARKR
$20.6M
| $2.6M | ﹤0.01% |
116,323
| – | – |
|
2700
Yelp
YELP
$1.51B
| $2.59M | ﹤0.01% |
+85,436
| New | +$2.08M |
|
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 17% of assets, up from 17% 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.