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 | |
|---|---|---|---|---|---|---|
|
AAMI
2826
Acadian Asset Management
AAMI
$2.94B
| $1.65M | ﹤0.01% |
+123,254
| New | +$1.72M |
|
|
QUMU
2827
DELISTED
Qumu Corp.
QUMU
| $1.63M | ﹤0.01% |
367,212
-3,403
| -0.9% | -$15.2K |
|
2828
Vince Holding Corp
VNCE
$77.6M
| $1.63M | ﹤0.01% |
29,698
+24,433
| +464% | +$1.43M |
|
2829
BK Technologies
BKTI
$300M
| $1.62M | ﹤0.01% |
63,768
| – | – |
|
2830
Northern Technologies International Corp
NTIC
$76.4M
| $1.61M | ﹤0.01% |
290,992
| – | – |
|
2831
Aviat Networks
AVNW
$264M
| $1.59M | ﹤0.01% |
409,922
-35,976
| -8% | -$136K |
|
2832
CAE Inc. Common Shares
CAE
$8.48B
| $1.59M | ﹤0.01% |
131,939
+30,785
| +30% | +$372K |
|
2833
UFP Technologies
UFPT
$2B
| $1.58M | ﹤0.01% |
70,000
+8,415
| +14% | +$189K |
|
2834
Natural Health Trends
NHTC
$15.6M
| $1.57M | ﹤0.01% |
55,707
| – | – |
|
|
IIN
2835
DELISTED
IntriCon Corporation
IIN
| $1.56M | ﹤0.01% |
292,853
-1,751
| -0.6% | -$10K |
|
2836
ORIX
IX
$42.8B
| $1.56M | ﹤0.01% |
122,020
| – | – |
|
2837
Ring Energy
REI
$287M
| $1.56M | ﹤0.01% |
176,718
+26,706
| +18% | +$200K |
|
2838
Clarus
CLAR
$128M
| $1.55M | ﹤0.01% |
376,286
-33,847
| -8% | -$145K |
|
|
INTX
2839
DELISTED
Intersections, Inc.
INTX
| $1.54M | ﹤0.01% |
719,876
-22,056
| -3% | -$52.5K |
|
2840
McCormick & Company Voting
MKC.V
$13.7B
| $1.53M | ﹤0.01% |
28,942
+424
| +1% | +$20.7K |
|
|
KEYW
2841
DELISTED
The KEYW Holding Corporation
KEYW
| $1.53M | ﹤0.01% |
154,423
+44,883
| +41% | +$362K |
|
|
MFRM
2842
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $1.53M | ﹤0.01% |
45,731
+293
| +0.6% | +$10.7K |
|
2843
Bausch Health
BHC
$1.69B
| $1.52M | ﹤0.01% |
75,483
-4,094
| -5% | -$116K |
|
2844
Grupo Aeroportuario Centro Norte
OMAB
$5.23B
| $1.5M | ﹤0.01% |
31,787
-6,602
| -17% | -$303K |
|
2845
Century Casinos
CNTY
$32.6M
| $1.5M | ﹤0.01% |
240,267
| – | – |
|
2846
Zedge
ZDGE
$38.4M
| $1.47M | ﹤0.01% |
+320,443
| New | +$1.34M |
|
2847
CPI Aerostructures
CVU
$66M
| $1.47M | ﹤0.01% |
238,386
-3,757
| -2% | -$24.4K |
|
|
FLNA
2848
Filana Therapeutics
FLNA
$42.7M
| $1.46M | ﹤0.01% |
95,111
| – | – |
|
|
MRVC
2849
DELISTED
MRV Communications Inc
MRVC
| $1.45M | ﹤0.01% |
128,244
-7,156
| -5% | -$73.3K |
|
2850
SolarEdge
SEDG
$2.44B
| $1.44M | ﹤0.01% |
+73,418
| New | +$1.65M |
|
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.