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 | |
|---|---|---|---|---|---|---|
|
CMLS
2776
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $2.03M | ﹤0.01% |
817,150
-16,388
| -2% | -$47.2K |
|
2777
Magnachip Semiconductor
MX
$118M
| $2.02M | ﹤0.01% |
356,848
-94,251
| -21% | -$503K |
|
2778
Clear Channel Outdoor Holdings
CCO
$1.23B
| $2.01M | ﹤0.01% |
322,705
+46,543
| +17% | +$264K |
|
2779
Climb Global Solutions
CLMB
$524M
| $2M | ﹤0.01% |
443,640
+4,116
| +0.9% | +$17.9K |
|
2780
United-Guardian
UG
$33.7M
| $2M | ﹤0.01% |
124,282
+2,424
| +2% | +$42.8K |
|
|
SPAN
2781
DELISTED
Span-America Medical Systems I
SPAN
| $2M | ﹤0.01% |
111,567
+762
| +0.7% | +$13.8K |
|
|
CUNB
2782
DELISTED
CU Bancorp
CUNB
| $1.99M | ﹤0.01% |
87,375
+27,744
| +47% | +$625K |
|
2783
Acme United Corp
ACU
$227M
| $1.98M | ﹤0.01% |
108,233
| – | – |
|
2784
PennyMac Financial
PFSI
$4.45B
| $1.98M | ﹤0.01% |
158,542
+7,397
| +5% | +$96K |
|
2785
Travelzoo
TZOO
$77.8M
| $1.98M | ﹤0.01% |
246,850
+17,020
| +7% | +$135K |
|
2786
Citizens & Northern Corp
CZNC
$450M
| $1.97M | ﹤0.01% |
97,295
+21,994
| +29% | +$444K |
|
|
HBP
2787
DELISTED
Huttig Building Products, Inc.
HBP
| $1.94M | ﹤0.01% |
369,955
+8,633
| +2% | +$40.8K |
|
|
KTEC
2788
DELISTED
Key Technology Inc
KTEC
| $1.94M | ﹤0.01% |
210,699
| – | – |
|
2789
Accuray
ARAY
$29M
| $1.93M | ﹤0.01% |
371,820
+160,366
| +76% | +$876K |
|
2790
Transact Technologies
TACT
$50.5M
| $1.92M | ﹤0.01% |
239,839
+2,365
| +1% | +$18.5K |
|
2791
Cleveland-Cliffs
CLF
$6.84B
| $1.9M | ﹤0.01% |
335,303
+290,050
| +641% | +$1.19M |
|
2792
Colliers International
CIGI
$5.31B
| $1.89M | ﹤0.01% |
55,408
-816
| -1% | -$31.2K |
|
2793
Rocky Mountain Chocolate Factory
RMCF
$8.29M
| $1.86M | ﹤0.01% |
183,742
| – | – |
|
|
OMCC
2794
DELISTED
Old Market Capital Corp
OMCC
| $1.86M | ﹤0.01% |
181,229
-631
| -0.3% | -$6.69K |
|
2795
NVE Corp
NVEC
$564M
| $1.86M | ﹤0.01% |
31,749
-47
| -0.1% | -$2.68K |
|
2796
Radiant Logistics
RLGT
$411M
| $1.85M | ﹤0.01% |
618,162
+107,067
| +21% | +$377K |
|
|
SNAK
2797
DELISTED
Inventure Foods, Inc.
SNAK
| $1.85M | ﹤0.01% |
237,248
| – | – |
|
|
OSHC
2798
DELISTED
Ocean Shore Holding Co.
OSHC
| $1.85M | ﹤0.01% |
109,264
| – | – |
|
2799
Open Text
OTEX
$6.02B
| $1.84M | ﹤0.01% |
62,078
+484
| +0.8% | +$13.7K |
|
|
DVD
2800
DELISTED
Dover Motorsports
DVD
| $1.84M | ﹤0.01% |
846,087
-100
| -0% | -$226 |
|
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.