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 | |
|---|---|---|---|---|---|---|
|
PARAA
2526
DELISTED
Paramount Global Class A
PARAA
| $4.6M | ﹤0.01% |
79,906
-3,578
| -4% | -$208K |
|
|
RENX
2527
DELISTED
RELX N.V.
RENX
| $4.57M | ﹤0.01% |
262,500
+302
| +0.1% | +$5.16K |
|
2528
Turkcell
TKC
$4.29B
| $4.55M | ﹤0.01% |
497,640
-88,142
| -15% | -$840K |
|
2529
Green Brick Partners
GRBK
$2.85B
| $4.55M | ﹤0.01% |
626,002
+105,270
| +20% | +$767K |
|
2530
Clean Energy Fuels
CLNE
$375M
| $4.55M | ﹤0.01% |
1,310,080
-13,005
| -1% | -$41.1K |
|
|
CPL
2531
DELISTED
CPFL Energia S.A.
CPL
| $4.54M | ﹤0.01% |
353,322
-22,278
| -6% | -$244K |
|
2532
Magnite
MGNI
$3.41B
| $4.52M | ﹤0.01% |
331,246
+295,710
| +832% | +$4.76M |
|
|
AUTO
2533
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $4.52M | ﹤0.01% |
325,835
-19,800
| -6% | -$302K |
|
|
FNGN
2534
DELISTED
Financial Engines, Inc.
FNGN
| $4.51M | ﹤0.01% |
174,220
+724
| +0.4% | +$20.8K |
|
|
SDRL
2535
DELISTED
Seadrill Limited Common Stock
SDRL
| $4.5M | ﹤0.01% |
5,193
-62
| -1% | -$59K |
|
2536
Dime Commercial Bancshares
DCOM
$1.79B
| $4.49M | ﹤0.01% |
158,039
-73
| -0% | -$2.17K |
|
|
SCTY
2537
DELISTED
SolarCity Corporation
SCTY
| $4.48M | ﹤0.01% |
187,143
-4,919
| -3% | -$121K |
|
2538
First Business Financial Services
FBIZ
$600M
| $4.47M | ﹤0.01% |
190,614
+8,441
| +5% | +$204K |
|
|
N
2539
DELISTED
Netsuite Inc
N
| $4.45M | ﹤0.01% |
61,119
-118
| -0.2% | -$9.04K |
|
2540
Crawford & Co Class B
CRD.B
$537M
| $4.45M | ﹤0.01% |
523,626
+903
| +0.2% | +$6.59K |
|
|
CLCT
2541
DELISTED
Collectors Universe
CLCT
| $4.44M | ﹤0.01% |
225,026
+10,335
| +5% | +$191K |
|
2542
Sterling Infrastructure
STRL
$14.8B
| $4.43M | ﹤0.01% |
903,154
+67,672
| +8% | +$335K |
|
|
CNBKA
2543
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $4.42M | ﹤0.01% |
104,543
+941
| +0.9% | +$39.1K |
|
|
DCM
2544
DELISTED
NTT DOCOMO, Inc.
DCM
| $4.42M | ﹤0.01% |
163,752
+2,100
| +1% | +$52.6K |
|
2545
Franco-Nevada
FNV
$50B
| $4.41M | ﹤0.01% |
57,953
+2,501
| +5% | +$169K |
|
|
ICPT
2546
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $4.39M | ﹤0.01% |
+30,749
| New | +$4.48M |
|
|
BBRG
2547
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $4.39M | ﹤0.01% |
535,662
+1,923
| +0.4% | +$14.5K |
|
2548
Expro Ltd
XPRO
$1.85B
| $4.34M | ﹤0.01% |
49,508
+43,622
| +741% | +$4.15M |
|
|
CBK
2549
DELISTED
Christopher & Banks Corporation
CBK
| $4.33M | ﹤0.01% |
1,978,748
+360,172
| +22% | +$835K |
|
|
ONE
2550
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
| $4.33M | ﹤0.01% |
848,145
+52,740
| +7% | +$199K |
|
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.