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 | 17.48% |
| 2 | Industrials | 13.41% |
| 3 | Technology | 11.89% |
| 4 | Healthcare | 9.25% |
| 5 | Consumer Discretionary | 9.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
FOLD
2726
DELISTED
Amicus Therapeutics
FOLD
| $2.38M | ﹤0.01% |
435,736
+423,260
| +3,393% | +$2.96M |
|
2727
Eldorado Gold
EGO
$8.4B
| $2.38M | ﹤0.01% |
105,706
-1,380
| -1% | -$28.6K |
|
|
DATA
2728
DELISTED
Tableau Software, Inc.
DATA
| $2.34M | ﹤0.01% |
47,906
-9
| -0% | -$451 |
|
2729
BCB Bancorp
BCBP
$186M
| $2.33M | ﹤0.01% |
227,499
+722
| +0.3% | +$7.39K |
|
|
GOLD
2730
DELISTED
Randgold Resources Ltd
GOLD
| $2.32M | ﹤0.01% |
20,734
+237
| +1% | +$22K |
|
|
CIVI
2731
DELISTED
Civitas Resources
CIVI
| $2.31M | ﹤0.01% |
10,321
-1,333
| -11% | -$399K |
|
|
BWL.A
2732
DELISTED
Bowl America Incorporated
BWL.A
| $2.31M | ﹤0.01% |
161,769
-394
| -0.2% | -$5.72K |
|
2733
Atlantic American Corp
AAME
$32.6M
| $2.31M | ﹤0.01% |
614,773
-503
| -0.1% | -$2.02K |
|
2734
Willdan Group
WLDN
$1.06B
| $2.31M | ﹤0.01% |
217,341
+2,784
| +1% | +$29.1K |
|
|
MN
2735
DELISTED
MANNING & NAPIER, INC.
MN
| $2.31M | ﹤0.01% |
242,857
+25,198
| +12% | +$221K |
|
|
EIGI
2736
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $2.29M | ﹤0.01% |
255,203
-13,187
| -5% | -$127K |
|
|
AENZ
2737
DELISTED
Aenza S.A.A.
AENZ
| $2.29M | ﹤0.01% |
106,955
+2,672
| +3% | +$52K |
|
|
TERP
2738
DELISTED
TerraForm Power, Inc
TERP
| $2.29M | ﹤0.01% |
209,969
+7,100
| +3% | +$65.7K |
|
|
EVDY
2739
DELISTED
Everyday Health, Inc.
EVDY
| $2.28M | ﹤0.01% |
289,642
+88,311
| +44% | +$566K |
|
2740
Immersion
IMMR
$254M
| $2.27M | ﹤0.01% |
309,738
+11,298
| +4% | +$79.5K |
|
|
ITCL
2741
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
| $2.27M | ﹤0.01% |
+178,147
| New | +$2.25M |
|
2742
GSI Technology
GSIT
$211M
| $2.26M | ﹤0.01% |
542,951
+6,285
| +1% | +$24.9K |
|
|
UBFO
2743
DELISTED
United Security Bancshares
UBFO
| $2.26M | ﹤0.01% |
367,028
+3,831
| +1% | +$19.6K |
|
|
AFH
2744
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
| $2.26M | ﹤0.01% |
131,102
+31,928
| +32% | +$563K |
|
2745
Lands' End
LE
$389M
| $2.24M | ﹤0.01% |
136,548
+2,824
| +2% | +$57.1K |
|
|
OLBK
2746
DELISTED
Old Line Bancshares, Inc.
OLBK
| $2.22M | ﹤0.01% |
123,266
-7,848
| -6% | -$142K |
|
|
AIOT
2747
PowerFleet Inc
AIOT
$525M
| $2.21M | ﹤0.01% |
459,731
-11,500
| -2% | -$57.6K |
|
2748
Moog Inc Class B
MOG.B
$13.6B
| $2.2M | ﹤0.01% |
40,958
| – | – |
|
2749
Groupon
GRPN
$1.07B
| $2.19M | ﹤0.01% |
33,739
-25,650
| -43% | -$1.9M |
|
2750
Chicago Rivet & Machine Co
CVR
$10M
| $2.19M | ﹤0.01% |
80,287
-384
| -0.5% | -$9.98K |
|
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 17% of assets, up from 17% 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.