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 | |
|---|---|---|---|---|---|---|
2551
Acadia Pharmaceuticals
ACAD
$4.75B
| $4.33M | ﹤0.01% |
+133,426
| New | +$4.47M |
|
|
HCOM
2552
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
| $4.31M | ﹤0.01% |
203,492
+12,305
| +6% | +$269K |
|
|
MORE
2553
DELISTED
Monogram Residential Trust, Inc.
MORE
| $4.3M | ﹤0.01% |
421,056
+245,436
| +140% | +$2.46M |
|
|
CRC
2554
DELISTED
California Resources Corporation
CRC
| $4.3M | ﹤0.01% |
352,196
-126,861
| -26% | -$2.02M |
|
2555
NMI Holdings
NMIH
$3.23B
| $4.27M | ﹤0.01% |
779,032
+55,319
| +8% | +$314K |
|
2556
Barrett Business Services
BBSI
$831M
| $4.26M | ﹤0.01% |
412,768
| – | – |
|
|
SUNE
2557
SUNation Energy
SUNE
$19M
| $4.26M | ﹤0.01% |
1
| – | – |
|
|
PRMW
2558
DELISTED
Primo Water Corporation
PRMW
| $4.25M | ﹤0.01% |
360,127
+116,770
| +48% | +$1.3M |
|
2559
Independent Bank Corp
IBCP
$810M
| $4.24M | ﹤0.01% |
292,203
+3,214
| +1% | +$47.4K |
|
|
PPIH
2560
Perma-Pipe International
PPIH
$248M
| $4.23M | ﹤0.01% |
566,484
-335
| -0.1% | -$2.43K |
|
|
VMW
2561
DELISTED
VMware, Inc
VMW
| $4.22M | ﹤0.01% |
73,789
+2,398
| +3% | +$138K |
|
|
SFS
2562
DELISTED
Smart & Final Stores, Inc.
SFS
| $4.19M | ﹤0.01% |
281,425
+255,476
| +985% | +$3.99M |
|
|
LSBG
2563
DELISTED
Lake Sunapee Bank Group
LSBG
| $4.19M | ﹤0.01% |
244,821
+3,558
| +1% | +$55.4K |
|
|
RNET
2564
DELISTED
RigNet, Inc.
RNET
| $4.18M | ﹤0.01% |
312,294
+1,987
| +0.6% | +$26.7K |
|
2565
Gaia
GAIA
$31.5M
| $4.18M | ﹤0.01% |
539,902
+2,421
| +0.5% | +$17.3K |
|
|
EPE
2566
DELISTED
EP Energy Corporation
EPE
| $4.14M | ﹤0.01% |
799,147
+64,041
| +9% | +$332K |
|
|
OLP
2567
One Liberty Properties
OLP
$501M
| $4.13M | ﹤0.01% |
173,357
+4,362
| +3% | +$101K |
|
2568
Vermilion Energy
VET
$1.93B
| $4.13M | ﹤0.01% |
129,852
-1,462
| -1% | -$46.7K |
|
2569
Par Pacific Holdings
PARR
$4.25B
| $4.11M | ﹤0.01% |
268,001
+48,490
| +22% | +$828K |
|
|
STZ.B
2570
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $4.11M | ﹤0.01% |
25,098
-75
| -0.3% | -$11.8K |
|
|
SRT
2571
DELISTED
Startek Inc.
SRT
| $4.1M | ﹤0.01% |
938,109
-5,307
| -0.6% | -$22.8K |
|
|
NCIT
2572
DELISTED
NCI, Inc.
NCIT
| $4.1M | ﹤0.01% |
291,552
+11,314
| +4% | +$156K |
|
|
HNP
2573
DELISTED
Huaneng Power Intl, Inc.
HNP
| $4.07M | ﹤0.01% |
162,942
| – | – |
|
2574
Axcelis
ACLS
$3.2B
| $4.06M | ﹤0.01% |
377,567
-1,053,958
| -74% | -$11.3M |
|
2575
Nomura Holdings
NMR
$30.5B
| $4.06M | ﹤0.01% |
1,157,251
+13,800
| +1% | +$57.5K |
|
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.