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 | |
|---|---|---|---|---|---|---|
|
SNI
1876
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $19.2M | 0.01% |
309,160
+7,383
| +2% | +$472K |
|
1877
OGE Energy
OGE
$9.56B
| $19.2M | 0.01% |
587,530
-21,043
| -3% | -$630K |
|
1878
National Fuel Gas
NFG
$7.59B
| $19.2M | 0.01% |
338,272
+5,672
| +2% | +$306K |
|
1879
Johnson Outdoors
JOUT
$464M
| $19.2M | 0.01% |
747,768
-118
| -0% | -$2.84K |
|
1880
Element Solutions
ESI
$8.08B
| $19.2M | 0.01% |
2,163,645
+60,889
| +3% | +$567K |
|
|
ENLC
1881
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $19.2M | 0.01% |
1,206,026
+37,470
| +3% | +$535K |
|
1882
Seneca Foods Class A
SENEA
$1.24B
| $19.2M | 0.01% |
529,712
+38,929
| +8% | +$1.29M |
|
1883
Unitil
UTL
$969M
| $19.1M | 0.01% |
448,726
+3,158
| +0.7% | +$128K |
|
|
PGTI
1884
DELISTED
PGT, Inc.
PGTI
| $19.1M | 0.01% |
1,857,766
+45,638
| +3% | +$471K |
|
1885
Kratos Defense & Security Solutions
KTOS
$8.95B
| $19.1M | 0.01% |
4,666,914
+288,109
| +7% | +$1.3M |
|
1886
LSB Industries
LXU
$811M
| $19.1M | 0.01% |
2,058,836
+632,924
| +44% | +$6.31M |
|
|
AGU
1887
DELISTED
Agrium
AGU
| $19.1M | 0.01% |
210,790
+21,282
| +11% | +$1.9M |
|
1888
LSI Industries
LYTS
$756M
| $19M | 0.01% |
1,720,074
+46,055
| +3% | +$547K |
|
|
CPGX
1889
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
| $19M | 0.01% |
744,458
+485
| +0.1% | +$12.4K |
|
|
TAST
1890
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $18.9M | 0.01% |
1,591,153
-720
| -0% | -$9.45K |
|
|
DISH
1891
DELISTED
DISH Network Corp.
DISH
| $18.9M | 0.01% |
361,339
+774
| +0.2% | +$37.8K |
|
|
RT
1892
DELISTED
Ruby Tuesday Georgia
RT
| $18.9M | 0.01% |
5,240,132
-30,514
| -0.6% | -$129K |
|
|
PKY
1893
DELISTED
Parkway, Inc.
PKY
| $18.9M | 0.01% |
1,130,230
-665
| -0.1% | -$11K |
|
|
CS
1894
DELISTED
Credit Suisse Group
CS
| $18.9M | 0.01% |
1,765,363
+122,740
| +7% | +$1.67M |
|
|
PHIIK
1895
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $18.9M | 0.01% |
1,055,724
+42,348
| +4% | +$804K |
|
|
HSII
1896
DELISTED
Heidrick & Struggles
HSII
| $18.9M | 0.01% |
1,118,112
+19,174
| +2% | +$381K |
|
|
SIGM
1897
DELISTED
Sigma Designs Inc
SIGM
| $18.9M | 0.01% |
2,934,474
+104,505
| +4% | +$695K |
|
|
VVC
1898
DELISTED
Vectren Corporation
VVC
| $18.8M | 0.01% |
357,784
+3,846
| +1% | +$192K |
|
1899
Tootsie Roll Industries
TR
$2.83B
| $18.8M | 0.01% |
656,526
+12,879
| +2% | +$344K |
|
1900
Harmonic Inc
HLIT
$1.2B
| $18.7M | 0.01% |
6,567,492
-226,759
| -3% | -$695K |
|
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.