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 | |
|---|---|---|---|---|---|---|
|
CLD
2326
DELISTED
Cloud Peak Energy Inc
CLD
| $7.87M | ﹤0.01% |
3,820,166
-46,924
| -1% | -$95.9K |
|
|
MBTF
2327
DELISTED
MBT Financial Corporation
MBTF
| $7.87M | ﹤0.01% |
983,523
+40,261
| +4% | +$323K |
|
2328
Consumer Portfolio Services
CPSS
$208M
| $7.87M | ﹤0.01% |
2,086,237
+15,520
| +0.7% | +$60.9K |
|
2329
Weyerhaeuser
WY
$15.6B
| $7.84M | ﹤0.01% |
263,472
-20,420
| -7% | -$628K |
|
|
QHC
2330
DELISTED
Quorum Health Corporation
QHC
| $7.84M | ﹤0.01% |
+732,051
| New | +$8.53M |
|
2331
Northern Oil and Gas
NOG
$2.68B
| $7.74M | ﹤0.01% |
167,461
-33,613
| -17% | -$1.58M |
|
|
ALOT
2332
DELISTED
AstroNova
ALOT
| $7.73M | ﹤0.01% |
507,660
+1,632
| +0.3% | +$23.8K |
|
2333
KVH Industries
KVHI
$130M
| $7.7M | ﹤0.01% |
1,000,299
+20,538
| +2% | +$179K |
|
|
CFNB
2334
DELISTED
California First National Banc
CFNB
| $7.7M | ﹤0.01% |
521,123
| – | – |
|
|
VTLE
2335
DELISTED
Vital Energy
VTLE
| $7.66M | ﹤0.01% |
36,540
-36,640
| -50% | -$8.08M |
|
|
MPX
2336
DELISTED
Marine Products Corp
MPX
| $7.62M | ﹤0.01% |
900,121
+1,247
| +0.1% | +$10.3K |
|
2337
Horizon Bancorp
HBNC
$1B
| $7.58M | ﹤0.01% |
678,661
+63,018
| +10% | +$685K |
|
|
INSY
2338
DELISTED
Insys Therapeutics, Inc.
INSY
| $7.53M | ﹤0.01% |
581,756
-716
| -0.1% | -$10.4K |
|
2339
Energy Recovery
ERII
$360M
| $7.5M | ﹤0.01% |
843,607
-14,008
| -2% | -$149K |
|
|
FNFV
2340
DELISTED
Fidelity Natl Financial, Inc.
FNFV
| $7.5M | ﹤0.01% |
653,579
+233,676
| +56% | +$2.65M |
|
|
LDR
2341
DELISTED
Landauer Inc
LDR
| $7.49M | ﹤0.01% |
182,062
+3,985
| +2% | +$148K |
|
|
AHT
2342
Ashford Hospitality Trust
AHT
$18.6M
| $7.49M | ﹤0.01% |
1,411
+33
| +2% | +$179K |
|
|
CDR
2343
DELISTED
Cedar Realty Trust, Inc
CDR
| $7.47M | ﹤0.01% |
152,295
+2,925
| +2% | +$136K |
|
2344
Compañía de Cervecerías Unidas
CCU
$2.1B
| $7.44M | ﹤0.01% |
319,124
-6,785
| -2% | -$150K |
|
|
GIFI
2345
DELISTED
Gulf Island Fabrication
GIFI
| $7.42M | ﹤0.01% |
1,069,870
+5,107
| +0.5% | +$36.5K |
|
|
VOLT
2346
DELISTED
Volt Information Sciences, Inc.
VOLT
| $7.4M | ﹤0.01% |
1,251,848
-11,779
| -0.9% | -$78.9K |
|
2347
Consolidated Water Co
CWCO
$456M
| $7.37M | ﹤0.01% |
564,391
-2,373
| -0.4% | -$31.5K |
|
2348
Rocky Brands
RCKY
$326M
| $7.32M | ﹤0.01% |
641,036
+22,456
| +4% | +$268K |
|
2349
Alkermes
ALKS
$7.84B
| $7.32M | ﹤0.01% |
169,266
-6,698
| -4% | -$276K |
|
|
ESSA
2350
DELISTED
ESSA Bancorp
ESSA
| $7.29M | ﹤0.01% |
544,138
+800
| +0.1% | +$10.8K |
|
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.