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 | |
|---|---|---|---|---|---|---|
|
AIQ
2851
DELISTED
Alliance Healthcare Services
AIQ
| $1.43M | ﹤0.01% |
229,829
-1,644
| -0.7% | -$11.3K |
|
|
HGG
2852
DELISTED
hhgregg Inc.
HGG
| $1.43M | ﹤0.01% |
809,528
-40,819
| -5% | -$71.1K |
|
|
EEI
2853
DELISTED
Ecology and Environment
EEI
| $1.41M | ﹤0.01% |
137,464
| – | – |
|
|
RELY
2854
DELISTED
Real Industry, Inc.
RELY
| $1.4M | ﹤0.01% |
180,410
+68,503
| +61% | +$556K |
|
|
QADB
2855
DELISTED
QAD Inc. Class B
QADB
| $1.4M | ﹤0.01% |
80,753
-101
| -0.1% | -$1.68K |
|
2856
Mannatech
MTEX
$8.92M
| $1.39M | ﹤0.01% |
68,798
+480
| +0.7% | +$9.99K |
|
2857
Innodata
INOD
$1.88B
| $1.38M | ﹤0.01% |
562,386
-400
| -0.1% | -$917 |
|
|
EVBN
2858
DELISTED
Evans Bancorp Inc
EVBN
| $1.37M | ﹤0.01% |
55,553
+418
| +0.8% | +$10.2K |
|
|
PBIP
2859
DELISTED
Prudential Bancorp, Inc.
PBIP
| $1.36M | ﹤0.01% |
96,702
-200
| -0.2% | -$2.91K |
|
|
GPIC
2860
DELISTED
Gaming Partners International Corporation
GPIC
| $1.36M | ﹤0.01% |
146,570
-27,886
| -16% | -$253K |
|
2861
MediciNova
MNOV
$65.5M
| $1.34M | ﹤0.01% |
177,527
-8,884
| -5% | -$64.2K |
|
|
GV
2862
DELISTED
Goldfield Corporation
GV
| $1.34M | ﹤0.01% |
408,301
+31,898
| +8% | +$80.3K |
|
2863
Independence Realty Trust
IRT
$3.93B
| $1.33M | ﹤0.01% |
163,239
+26,991
| +20% | +$202K |
|
|
GIG
2864
DELISTED
GigPeak, Inc.
GIG
| $1.33M | ﹤0.01% |
677,845
+299,451
| +79% | +$745K |
|
|
ARTX
2865
DELISTED
Arotech Corporation
ARTX
| $1.33M | ﹤0.01% |
472,215
+11,609
| +3% | +$35.3K |
|
|
SSRI
2866
DELISTED
Silver Standard Resources
SSRI
| $1.32M | ﹤0.01% |
101,455
| – | – |
|
2867
Evolution Petroleum
EPM
$131M
| $1.32M | ﹤0.01% |
240,768
+7,573
| +3% | +$40.9K |
|
2868
Liberty Latin America Class A
LILA
$1.67B
| $1.3M | ﹤0.01% |
+63,107
| New | +$1.49M |
|
|
WW
2869
DELISTED
WW International
WW
| $1.29M | ﹤0.01% |
110,919
| – | – |
|
|
DPLO
2870
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $1.29M | ﹤0.01% |
+36,788
| New | +$1.16M |
|
|
NAV
2871
DELISTED
Navistar International
NAV
| $1.27M | ﹤0.01% |
+108,627
| New | +$1.35M |
|
2872
Primis Financial Corp
FRST
$398M
| $1.27M | ﹤0.01% |
104,348
-30,745
| -23% | -$374K |
|
|
IMBI
2873
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
| $1.27M | ﹤0.01% |
76,810
-740
| -1% | -$10.5K |
|
2874
Flanigan's Enterprises
BDL
$73.2M
| $1.26M | ﹤0.01% |
61,087
| – | – |
|
2875
Limoneira
LMNR
$245M
| $1.26M | ﹤0.01% |
71,685
| – | – |
|
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.