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 | |
|---|---|---|---|---|---|---|
|
AVHI
2276
DELISTED
A V Homes, Inc.
AVHI
| $8.8M | 0.01% |
720,302
+16,606
| +2% | +$196K |
|
|
BBG
2277
DELISTED
Bill Barrett Corp
BBG
| $8.75M | 0.01% |
1,369,324
+3,501
| +0.3% | +$25.6K |
|
2278
RCI Hospitality Holdings
RICK
$218M
| $8.75M | 0.01% |
858,562
-3,905
| -0.5% | -$40.2K |
|
|
CYBE
2279
DELISTED
Cyberoptics Corp
CYBE
| $8.71M | 0.01% |
581,533
-3,043
| -0.5% | -$45.6K |
|
2280
Pan American Silver
PAAS
$20.6B
| $8.7M | 0.01% |
528,719
| – | – |
|
|
CLDT
2281
Chatham Lodging
CLDT
$596M
| $8.66M | 0.01% |
393,858
+21,119
| +6% | +$450K |
|
2282
SAP
SAP
$247B
| $8.61M | 0.01% |
114,825
+3,715
| +3% | +$292K |
|
|
LGF
2283
DELISTED
Lions Gate Entertainment
LGF
| $8.6M | ﹤0.01% |
425,010
-17,152
| -4% | -$360K |
|
|
SGEN
2284
DELISTED
Seagen Inc. Common Stock
SGEN
| $8.56M | ﹤0.01% |
211,825
+2,985
| +1% | +$114K |
|
|
QADA
2285
DELISTED
QAD Inc.
QADA
| $8.54M | ﹤0.01% |
443,311
-232
| -0.1% | -$4.58K |
|
|
EDGW
2286
DELISTED
Edgewater Technology Inc
EDGW
| $8.54M | ﹤0.01% |
988,467
+1,010
| +0.1% | +$8.54K |
|
2287
Telefônica Brasil
VIV
$19.2B
| $8.5M | ﹤0.01% |
625,326
-42,845
| -6% | -$516K |
|
|
ENDP
2288
DELISTED
Endo International plc
ENDP
| $8.47M | ﹤0.01% |
543,488
-8,853
| -2% | -$183K |
|
|
HIL
2289
DELISTED
Hill International, Inc. Common Stock
HIL
| $8.46M | ﹤0.01% |
2,079,332
| – | – |
|
|
IBTX
2290
DELISTED
Independent Bank Group, Inc.
IBTX
| $8.46M | ﹤0.01% |
197,165
+43,265
| +28% | +$1.54M |
|
|
TAHO
2291
DELISTED
Tahoe Resources Inc
TAHO
| $8.42M | ﹤0.01% |
562,609
+105,872
| +23% | +$1.35M |
|
|
TEF
2292
DELISTED
Telefonica
TEF
| $8.41M | ﹤0.01% |
1,142,534
+2,143
| +0.2% | +$17.2K |
|
|
LGTY
2293
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $8.41M | ﹤0.01% |
802,502
+11,804
| +1% | +$111K |
|
|
CDI
2294
DELISTED
CDI Corp.
CDI
| $8.39M | ﹤0.01% |
1,376,145
+7,906
| +0.6% | +$50.7K |
|
|
LIOX
2295
DELISTED
Lionbridge Technologies
LIOX
| $8.39M | ﹤0.01% |
2,123,252
+18,882
| +0.9% | +$84.9K |
|
|
CAI
2296
DELISTED
CAI International, Inc.
CAI
| $8.38M | ﹤0.01% |
1,117,677
+47,969
| +4% | +$406K |
|
2297
ServiceNow
NOW
$143B
| $8.37M | ﹤0.01% |
630,365
-2,740
| -0.4% | -$38.1K |
|
|
LAYN
2298
DELISTED
Layne Christensen Co
LAYN
| $8.36M | ﹤0.01% |
1,032,286
-15,312
| -1% | -$125K |
|
2299
Titan Machinery
TITN
$565M
| $8.34M | ﹤0.01% |
747,571
-3,181
| -0.4% | -$36.6K |
|
2300
Nathan's Famous
NATH
$401M
| $8.32M | ﹤0.01% |
186,965
+3,196
| +2% | +$140K |
|
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.