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 | |
|---|---|---|---|---|---|---|
|
CNCE
2601
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $3.69M | ﹤0.01% |
328,467
+10,452
| +3% | +$133K |
|
|
MNDT
2602
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $3.67M | ﹤0.01% |
223,191
-17,889
| -7% | -$289K |
|
|
MGI
2603
DELISTED
MoneyGram International, Inc. New
MGI
| $3.67M | ﹤0.01% |
536,139
-5,914
| -1% | -$37.9K |
|
|
VA
2604
DELISTED
Virgin America Inc.
VA
| $3.67M | ﹤0.01% |
65,197
| – | – |
|
2605
Liberty Latin America Class C
LILAK
$1.71B
| $3.65M | ﹤0.01% |
131,209
+121,988
| +1,323% | +$4.05M |
|
|
PWX
2606
DELISTED
Providence & Worcester Railroad Company
PWX
| $3.65M | ﹤0.01% |
223,633
| – | – |
|
|
PVG
2607
DELISTED
PRETIUM RESOURCES INC.
PVG
| $3.64M | ﹤0.01% |
+325,217
| New | +$2.58M |
|
2608
Sportsman's Warehouse
SPWH
$43.1M
| $3.62M | ﹤0.01% |
449,536
+169,389
| +60% | +$1.69M |
|
2609
MIND Technology
MIND
$37.3M
| $3.62M | ﹤0.01% |
96,524
+24,923
| +35% | +$919K |
|
|
IMN
2610
DELISTED
Imation
IMN
| $3.59M | ﹤0.01% |
2,868,772
-40,953
| -1% | -$64.6K |
|
2611
Acacia Research
ACTG
$443M
| $3.58M | ﹤0.01% |
814,515
| – | – |
|
|
PRGX
2612
DELISTED
PRGX Global, Inc.
PRGX
| $3.58M | ﹤0.01% |
686,547
+7,219
| +1% | +$35.6K |
|
|
WPRT
2613
Westport Fuel Systems
WPRT
$37.8M
| $3.52M | ﹤0.01% |
+210,924
| New | +$4.54M |
|
|
SGBK
2614
DELISTED
Stonegate Bank
SGBK
| $3.51M | ﹤0.01% |
108,758
+54,702
| +101% | +$1.7M |
|
|
DGICB
2615
Donegal Group Class B
DGICB
$837M
| $3.49M | ﹤0.01% |
228,880
-194
| -0.1% | -$2.75K |
|
2616
Tandy Leather Factory
TLF
$21.7M
| $3.48M | ﹤0.01% |
489,984
| – | – |
|
|
EVRI
2617
DELISTED
Everi Holdings
EVRI
| $3.46M | ﹤0.01% |
3,005,830
-104,184
| -3% | -$173K |
|
2618
Lakeland Industries
LAKE
$103M
| $3.45M | ﹤0.01% |
397,793
+374
| +0.1% | +$3.53K |
|
|
AV
2619
DELISTED
Aviva Plc
AV
| $3.44M | ﹤0.01% |
322,001
+136,027
| +73% | +$1.69M |
|
2620
TechTarget
TTGT
$281M
| $3.44M | ﹤0.01% |
424,615
+32,241
| +8% | +$253K |
|
|
TACO
2621
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $3.43M | ﹤0.01% |
376,589
+150,441
| +67% | +$1.4M |
|
2622
Escalade
ESCA
$270M
| $3.38M | ﹤0.01% |
330,207
+748
| +0.2% | +$8.09K |
|
2623
Bridgford Foods
BRID
$53.4M
| $3.36M | ﹤0.01% |
265,366
| – | – |
|
2624
CEMIG Preferred Shares
CIG
$6.18B
| $3.36M | ﹤0.01% |
2,989,270
-817,151
| -21% | -$748K |
|
|
RST
2625
DELISTED
ROSETTA STONE INC
RST
| $3.35M | ﹤0.01% |
432,970
-31,362
| -7% | -$238K |
|
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.