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 | |
|---|---|---|---|---|---|---|
2351
KT
KT
$9.28B
| $7.28M | ﹤0.01% |
510,180
-17,220
| -3% | -$240K |
|
|
FPO
2352
DELISTED
First Potomac Realty Trust
FPO
| $7.27M | ﹤0.01% |
790,347
-6,922
| -0.9% | -$61.7K |
|
|
GFA
2353
DELISTED
Gafisa S.A.
GFA
| $7.27M | ﹤0.01% |
424,545
-9,609
| -2% | -$158K |
|
|
SBY
2354
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $7.27M | ﹤0.01% |
426,746
+37,255
| +10% | +$566K |
|
|
PFBI
2355
DELISTED
Premier Financial Bancorp
PFBI
| $7.22M | ﹤0.01% |
588,818
+4,382
| +0.7% | +$51.2K |
|
2356
CareTrust REIT
CTRE
$9.02B
| $7.21M | ﹤0.01% |
523,089
+37,456
| +8% | +$495K |
|
2357
Shutterstock
SSTK
$181M
| $7.19M | ﹤0.01% |
157,063
+1,190
| +0.8% | +$49.2K |
|
|
PCTI
2358
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $7.18M | ﹤0.01% |
1,524,852
-11,017
| -0.7% | -$50.6K |
|
2359
NWPX Infrastructure Inc
NWPX
$993M
| $7.16M | ﹤0.01% |
664,233
-15,907
| -2% | -$152K |
|
2360
Enova International
ENVA
$4.46B
| $7.15M | ﹤0.01% |
972,084
+132,022
| +16% | +$934K |
|
2361
Harte-Hanks
HHS
$34.6M
| $7.15M | ﹤0.01% |
449,970
-8,586
| -2% | -$152K |
|
|
BSTC
2362
DELISTED
BioSpecifics Technologies Corp.
BSTC
| $7.12M | ﹤0.01% |
178,251
+1,722
| +1% | +$63.1K |
|
|
GWB
2363
DELISTED
Great Western Bancorp, Inc.
GWB
| $7.12M | ﹤0.01% |
+225,623
| New | +$7.02M |
|
2364
Orion Group Holdings
ORN
$366M
| $7.11M | ﹤0.01% |
1,339,644
+116,846
| +10% | +$611K |
|
|
ISLE
2365
DELISTED
Isle of Capri Casinos Inc
ISLE
| $7.11M | ﹤0.01% |
388,082
+2,954
| +0.8% | +$46.3K |
|
2366
CGI
GIB
$14.7B
| $7.1M | ﹤0.01% |
166,339
+3,555
| +2% | +$164K |
|
|
DALN
2367
DELISTED
DallasNews
DALN
| $7.1M | ﹤0.01% |
354,863
-1,567
| -0.4% | -$31K |
|
|
MBVT
2368
DELISTED
Merchants Bancshares Inc
MBVT
| $7.1M | ﹤0.01% |
232,839
+2,296
| +1% | +$68.7K |
|
2369
Old Second Bancorp
OSBC
$1.27B
| $7.06M | ﹤0.01% |
1,033,874
+2,517
| +0.2% | +$17.9K |
|
|
HZN
2370
DELISTED
Horizon Global Corporation
HZN
| $7.04M | ﹤0.01% |
620,515
+41,536
| +7% | +$495K |
|
|
SALM
2371
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $7.04M | ﹤0.01% |
975,290
+40,725
| +4% | +$275K |
|
2372
Enbridge
ENB
$106B
| $7.04M | ﹤0.01% |
166,068
+16,563
| +11% | +$675K |
|
2373
Advanced Drainage Systems
WMS
$9.48B
| $7.03M | ﹤0.01% |
257,010
-182
| -0.1% | -$4.43K |
|
2374
Oppenheimer Holdings
OPY
$1.22B
| $7.01M | ﹤0.01% |
453,710
+18,140
| +4% | +$275K |
|
|
HTCH
2375
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
| $7M | ﹤0.01% |
2,066,239
| – | – |
|
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.