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 | |
|---|---|---|---|---|---|---|
|
NTT
2376
DELISTED
Nippon Telegraph & Telephone
NTT
| $6.96M | ﹤0.01% |
147,931
-11,312
| -7% | -$503K |
|
2377
Extreme Networks
EXTR
$2.91B
| $6.94M | ﹤0.01% |
2,048,110
-135,806
| -6% | -$465K |
|
|
DHIL
2378
DELISTED
Diamond Hill
DHIL
| $6.91M | ﹤0.01% |
36,656
+1,102
| +3% | +$199K |
|
2379
Caesars Entertainment
CZR
$6.05B
| $6.9M | ﹤0.01% |
454,122
-563
| -0.1% | -$7.7K |
|
2380
Aware
AWRE
$26.2M
| $6.87M | ﹤0.01% |
1,583,980
+2,820
| +0.2% | +$11.6K |
|
2381
KRONOS Worldwide
KRO
$946M
| $6.86M | ﹤0.01% |
1,306,198
-24,811
| -2% | -$148K |
|
2382
Key Tronic
KTCC
$25.8M
| $6.78M | ﹤0.01% |
900,600
+9,800
| +1% | +$73.4K |
|
2383
Workday
WDAY
$48B
| $6.76M | ﹤0.01% |
90,487
+6,446
| +8% | +$491K |
|
|
OCLR
2384
DELISTED
Oclaro Inc.
OCLR
| $6.74M | ﹤0.01% |
1,381,917
-6,676
| -0.5% | -$33.2K |
|
|
CLMS
2385
DELISTED
Calamos Asset Management, Inc.
CLMS
| $6.74M | ﹤0.01% |
922,171
-900
| -0.1% | -$7.12K |
|
|
YELL
2386
DELISTED
Yellow Corporation Common Stock
YELL
| $6.74M | ﹤0.01% |
765,927
-1,900
| -0.2% | -$17K |
|
2387
Dorian LPG
LPG
$2.49B
| $6.71M | ﹤0.01% |
951,409
+225,548
| +31% | +$2.03M |
|
|
EOCA
2388
DELISTED
Endesa Americas S.A.
EOCA
| $6.71M | ﹤0.01% |
+487,451
| New | +$6.38M |
|
2389
Vicor
VICR
$9.98B
| $6.68M | ﹤0.01% |
663,788
-8,557
| -1% | -$85.1K |
|
|
ZIXI
2390
DELISTED
Zix Corporation
ZIXI
| $6.68M | ﹤0.01% |
1,782,445
| – | – |
|
2391
Nokia
NOK
$59.3B
| $6.68M | ﹤0.01% |
1,173,924
-1,216
| -0.1% | -$6.89K |
|
2392
Regional Management Corp
RM
$296M
| $6.67M | ﹤0.01% |
454,708
+113,115
| +33% | +$1.86M |
|
2393
First Bancorp
FNLC
$396M
| $6.66M | ﹤0.01% |
309,188
+5,807
| +2% | +$116K |
|
|
SEAC
2394
DELISTED
Seachange International Inc
SEAC
| $6.65M | ﹤0.01% |
104,251
+185
| +0.2% | +$13.6K |
|
2395
RadNet
RDNT
$6.12B
| $6.64M | ﹤0.01% |
1,243,505
+71,085
| +6% | +$367K |
|
2396
Century Communities
CCS
$1.73B
| $6.63M | ﹤0.01% |
382,249
+102,050
| +36% | +$1.8M |
|
|
TSC
2397
DELISTED
TriState Capital Holdings, Inc.
TSC
| $6.58M | ﹤0.01% |
479,208
+41,447
| +9% | +$537K |
|
2398
V2X
VVX
$2.4B
| $6.56M | ﹤0.01% |
230,332
+49,014
| +27% | +$1.18M |
|
2399
Liberty Media Series C
FWONK
$23.6B
| $6.53M | ﹤0.01% |
356,205
-1,586,890
| -82% | -$30.9M |
|
2400
Tidewater
TDW
$4.37B
| $6.53M | ﹤0.01% |
45,912
-384
| -0.8% | -$78.6K |
|
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.