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 | |
|---|---|---|---|---|---|---|
2226
Dawson Geophysical
DWSN
$101M
| $10.1M | 0.01% |
1,302,530
+19,321
| +2% | +$112K |
|
2227
Weyco Group
WEYS
$425M
| $10.1M | 0.01% |
362,393
+6,731
| +2% | +$185K |
|
2228
Reading International Class A
RDI
$46.5M
| $10.1M | 0.01% |
804,935
-8,381
| -1% | -$106K |
|
|
AKS
2229
DELISTED
AK Steel Holding Corp
AKS
| $9.99M | 0.01% |
2,144,441
+1,383,551
| +182% | +$6.07M |
|
|
SSRG
2230
DELISTED
SYMMETRY SURGICAL INC COMMON STK
SSRG
| $9.92M | 0.01% |
755,639
-992
| -0.1% | -$12K |
|
|
TBNK
2231
DELISTED
Territorial Bancorp Inc.
TBNK
| $9.91M | 0.01% |
374,481
+17,566
| +5% | +$456K |
|
2232
Utah Medical Products
UTMD
$236M
| $9.91M | 0.01% |
157,306
+1,006
| +0.6% | +$64.9K |
|
2233
Omega Flex
OFLX
$261M
| $9.91M | 0.01% |
260,421
-399
| -0.2% | -$14.1K |
|
2234
RH
RH
$2.4B
| $9.89M | 0.01% |
344,901
+37,366
| +12% | +$1.34M |
|
2235
Knowles
KN
$3.03B
| $9.89M | 0.01% |
722,767
-471,302
| -39% | -$6.49M |
|
|
MNR
2236
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $9.87M | 0.01% |
744,405
+13,615
| +2% | +$165K |
|
|
SHLO
2237
DELISTED
Shiloh Industries Inc
SHLO
| $9.87M | 0.01% |
1,353,552
-5,162
| -0.4% | -$32.6K |
|
|
MCBC
2238
DELISTED
Macatawa Bank Corp
MCBC
| $9.85M | 0.01% |
1,326,895
+41,040
| +3% | +$285K |
|
2239
Genworth Financial
GNW
$3.87B
| $9.83M | 0.01% |
3,807,666
+68,408
| +2% | +$221K |
|
|
SKUL
2240
DELISTED
SKULLCANDY INC
SKUL
| $9.82M | 0.01% |
1,599,237
+10,803
| +0.7% | +$42.7K |
|
|
ASEI
2241
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
| $9.8M | 0.01% |
261,928
+2,386
| +0.9% | +$73.6K |
|
2242
Palo Alto Networks
PANW
$307B
| $9.78M | 0.01% |
478,524
+9,942
| +2% | +$230K |
|
2243
Hyatt Hotels
H
$14.6B
| $9.77M | 0.01% |
198,851
+21,506
| +12% | +$1.03M |
|
|
PHX
2244
DELISTED
PHX Minerals
PHX
| $9.73M | 0.01% |
584,011
+11,910
| +2% | +$200K |
|
|
SNR
2245
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $9.73M | 0.01% |
911,146
+46,277
| +5% | +$493K |
|
2246
Capital City Bank Group
CCBG
$859M
| $9.73M | 0.01% |
698,976
+3,389
| +0.5% | +$50.2K |
|
2247
PetMed Express
PETS
$35.1M
| $9.72M | 0.01% |
518,199
+800
| +0.2% | +$14.7K |
|
2248
Clearway Energy Class C
CWEN
$6.36B
| $9.69M | 0.01% |
621,288
+323,136
| +108% | +$4.92M |
|
|
CACB
2249
DELISTED
Cascade Bancorp
CACB
| $9.68M | 0.01% |
1,748,076
+85,622
| +5% | +$488K |
|
|
KSPN
2250
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
| $9.68M | 0.01% |
129,079
| – | – |
|
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.