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 | |
|---|---|---|---|---|---|---|
|
FGL
2701
DELISTED
Fidelity & Guaranty Life
FGL
| $2.59M | ﹤0.01% |
111,944
| – | – |
|
2702
SIFCO Industries
SIF
$167M
| $2.59M | ﹤0.01% |
262,425
| – | – |
|
|
HFBC
2703
DELISTED
HopFed Bancorp Inc
HFBC
| $2.58M | ﹤0.01% |
222,885
-634
| -0.3% | -$7.32K |
|
2704
Simulations Plus
SLP
$371M
| $2.57M | ﹤0.01% |
339,427
+19,087
| +6% | +$154K |
|
2705
Vaalco Energy
EGY
$540M
| $2.56M | ﹤0.01% |
2,411,630
-100,726
| -4% | -$108K |
|
|
GLDC
2706
DELISTED
GOLDEN ENTERPRISES
GLDC
| $2.54M | ﹤0.01% |
353,033
| – | – |
|
|
PGNX
2707
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $2.54M | ﹤0.01% |
602,728
-4,600
| -0.8% | -$22.2K |
|
2708
Santander
BSBR
$41B
| $2.54M | ﹤0.01% |
465,661
-100,653
| -18% | -$486K |
|
|
AC
2709
DELISTED
Associated Capital Group
AC
| $2.54M | ﹤0.01% |
89,004
| – | – |
|
2710
Outfront Media
OUT
$5.72B
| $2.52M | ﹤0.01% |
105,815
+3,196
| +3% | +$70.1K |
|
2711
Bank of Marin Bancorp
BMRC
$471M
| $2.5M | ﹤0.01% |
103,508
+11,398
| +12% | +$281K |
|
2712
Thomson Reuters
TRI
$45.1B
| $2.49M | ﹤0.01% |
52,997
+867
| +2% | +$41.3K |
|
2713
Civeo
CVEO
$376M
| $2.47M | ﹤0.01% |
114,465
-2,764
| -2% | -$56.6K |
|
2714
El Pollo Loco
LOCO
$497M
| $2.47M | ﹤0.01% |
189,941
+116,035
| +157% | +$1.44M |
|
2715
Landmark Bancorp
LARK
$195M
| $2.47M | ﹤0.01% |
158,555
| – | – |
|
|
BVH
2716
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $2.46M | ﹤0.01% |
32,079
-9
| -0% | -$673 |
|
2717
First Majestic Silver
AG
$7.75B
| $2.45M | ﹤0.01% |
180,690
| – | – |
|
2718
QuinStreet
QNST
$916M
| $2.44M | ﹤0.01% |
686,190
-1,583
| -0.2% | -$5.4K |
|
2719
Amtech Systems
ASYS
$257M
| $2.43M | ﹤0.01% |
407,774
+28
| +0% | +$178 |
|
2720
Champion Homes
SKY
$4.58B
| $2.43M | ﹤0.01% |
258,460
-25,614
| -9% | -$237K |
|
2721
CSP Inc
CSPI
$81.9M
| $2.41M | ﹤0.01% |
593,240
| – | – |
|
2722
Aegon
AEG
$13.6B
| $2.4M | ﹤0.01% |
806,432
-26,881
| -3% | -$101K |
|
|
NMRX
2723
DELISTED
Numerex Corp
NMRX
| $2.4M | ﹤0.01% |
319,948
-5,146
| -2% | -$37.7K |
|
|
MSON
2724
DELISTED
Misonix Inc
MSON
| $2.4M | ﹤0.01% |
475,205
-2,227
| -0.5% | -$11.8K |
|
|
CXRX
2725
DELISTED
Concordia International Corp. Common Stock
CXRX
| $2.38M | ﹤0.01% |
+110,646
| New | +$2.92M |
|
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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.