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 | |
|---|---|---|---|---|---|---|
|
ALSK
2876
DELISTED
Alaska Communications Systems
ALSK
| $1.25M | ﹤0.01% |
737,311
-17,751
| -2% | -$31.8K |
|
|
IPAS
2877
DELISTED
Ipass Inc Common Stock
IPAS
| $1.24M | ﹤0.01% |
99,764
| – | – |
|
2878
Standard BioTools
LAB
$311M
| $1.22M | ﹤0.01% |
134,871
+118,816
| +740% | +$1.12M |
|
|
SBB
2879
DELISTED
SUSSEX BANCORP
SBB
| $1.22M | ﹤0.01% |
91,076
+222
| +0.2% | +$2.97K |
|
2880
Kodak
KODK
$812M
| $1.21M | ﹤0.01% |
75,107
+51,481
| +218% | +$666K |
|
2881
Canterbury Park Holding Corp
CPHC
$80.2M
| $1.19M | ﹤0.01% |
108,490
-6,189
| -5% | -$65.4K |
|
2882
Inseego
INSG
$111M
| $1.18M | ﹤0.01% |
77,571
-1,801
| -2% | -$27.6K |
|
|
CETV
2883
DELISTED
Central European Media Enterprises Ltd
CETV
| $1.18M | ﹤0.01% |
557,909
-6,007
| -1% | -$14.9K |
|
2884
Southern Missouri Bancorp
SMBC
$869M
| $1.17M | ﹤0.01% |
49,897
+3,259
| +7% | +$78.6K |
|
2885
Hawthorn Bancshares
HWBK
$268M
| $1.17M | ﹤0.01% |
111,496
-14
| -0% | -$150 |
|
|
AT
2886
DELISTED
Atlantic Power Corporation
AT
| $1.17M | ﹤0.01% |
470,535
| – | – |
|
|
STLY
2887
DELISTED
Stanley Furniture Co Inc
STLY
| $1.16M | ﹤0.01% |
474,546
-3,476
| -0.7% | -$9K |
|
2888
Baytex Energy
BTE
$2.86B
| $1.15M | ﹤0.01% |
199,091
+5,038
| +3% | +$25.2K |
|
|
BOCH
2889
DELISTED
Bank of Commerce Holdings (CA)
BOCH
| $1.15M | ﹤0.01% |
174,071
+9,420
| +6% | +$60K |
|
2890
IAMGOLD
IAG
$8.24B
| $1.15M | ﹤0.01% |
277,266
| – | – |
|
2891
Optical Cable Corp
OCC
$121M
| $1.15M | ﹤0.01% |
517,043
-1,157
| -0.2% | -$2.84K |
|
2892
Silvercrest Asset Management
SAMG
$80.6M
| $1.15M | ﹤0.01% |
93,553
+8,488
| +10% | +$106K |
|
2893
James Hardie Industries
JHX
$15.6B
| $1.14M | ﹤0.01% |
74,012
+746
| +1% | +$10.9K |
|
2894
Fuel Tech
FTEK
$45.2M
| $1.13M | ﹤0.01% |
765,556
-15,630
| -2% | -$25.1K |
|
|
JAX
2895
DELISTED
J. Alexander's Holdings, Inc.
JAX
| $1.13M | ﹤0.01% |
113,408
+40,706
| +56% | +$415K |
|
|
NRE
2896
DELISTED
NorthStar Realty Europe Corp.
NRE
| $1.12M | ﹤0.01% |
120,582
+50,846
| +73% | +$570K |
|
2897
RGC Resources
RGCO
$239M
| $1.11M | ﹤0.01% |
68,741
| – | – |
|
|
LUX
2898
DELISTED
Luxottica Group
LUX
| $1.11M | ﹤0.01% |
22,672
| – | – |
|
|
CIVI
2899
DELISTED
Civitas Solutions, Inc.
CIVI
| $1.1M | ﹤0.01% |
53,019
+7,486
| +16% | +$148K |
|
2900
Educational Development Corp
EDUC
$12.2M
| $1.1M | ﹤0.01% |
189,974
+1,464
| +0.8% | +$9.07K |
|
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.