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 | |
|---|---|---|---|---|---|---|
2176
Jakks Pacific
JAKK
$278M
| $11.5M | 0.01% |
145,096
-67
| -0% | -$5.03K |
|
|
RNWK
2177
DELISTED
RealNetworks Inc
RNWK
| $11.5M | 0.01% |
2,658,215
-36,856
| -1% | -$159K |
|
2178
Provident Financial
PROV
$116M
| $11.5M | 0.01% |
625,939
+4,784
| +0.8% | +$85.1K |
|
2179
Citizens
CIA
$176M
| $11.4M | 0.01% |
1,501,529
-347
| -0% | -$2.69K |
|
2180
VEON
VEON
$4.74B
| $11.4M | 0.01% |
117,712
+896
| +0.8% | +$84.1K |
|
|
PGEM
2181
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $11.4M | 0.01% |
781,448
+194,065
| +33% | +$2.84M |
|
2182
Preferred Bank
PFBC
$1.25B
| $11.4M | 0.01% |
393,220
+25,934
| +7% | +$807K |
|
|
DNR
2183
DELISTED
Denbury Resources, Inc.
DNR
| $11.3M | 0.01% |
3,147,383
+30,200
| +1% | +$114K |
|
|
ZVO
2184
DELISTED
Zovio Inc. Common Stock
ZVO
| $11.3M | 0.01% |
1,559,196
+132,738
| +9% | +$1.14M |
|
2185
Global Industrial
GIC
$1.54B
| $11.2M | 0.01% |
1,318,730
-7,418
| -0.6% | -$66.9K |
|
|
GCAP
2186
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $11.2M | 0.01% |
1,776,092
+175,854
| +11% | +$1.17M |
|
|
SGNT
2187
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
| $11.2M | 0.01% |
745,240
+32,852
| +5% | +$422K |
|
2188
ASML
ASML
$626B
| $11.2M | 0.01% |
112,448
+1,123
| +1% | +$109K |
|
|
FCH
2189
DELISTED
Felcor Lodging Trust
FCH
| $11.1M | 0.01% |
1,785,855
+44,805
| +3% | +$314K |
|
2190
Boyd Gaming
BYD
$5.39B
| $11.1M | 0.01% |
602,424
-219,029
| -27% | -$4.25M |
|
|
HT
2191
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $11.1M | 0.01% |
646,164
+23,374
| +4% | +$441K |
|
|
HTBK
2192
DELISTED
Heritage Commerce
HTBK
| $11.1M | 0.01% |
1,049,832
+6,608
| +0.6% | +$69K |
|
2193
Chefs' Warehouse
CHEF
$4.49B
| $11.1M | 0.01% |
690,781
+96,283
| +16% | +$1.64M |
|
|
CUTR
2194
DELISTED
Cutera, Inc.
CUTR
| $11M | 0.01% |
984,843
-40,752
| -4% | -$447K |
|
2195
Qualys
QLYS
$6.16B
| $11M | 0.01% |
367,750
+37,094
| +11% | +$1.04M |
|
2196
Agnico Eagle Mines
AEM
$102B
| $10.9M | 0.01% |
203,507
-1,150,535
| -85% | -$52.3M |
|
|
CSR
2197
Centerspace
CSR
$955M
| $10.9M | 0.01% |
167,865
+1,536
| +0.9% | +$99.8K |
|
2198
News Corp Class B
NWS
$17.9B
| $10.9M | 0.01% |
930,608
+24,671
| +3% | +$307K |
|
|
ENZ
2199
DELISTED
Enzo Biochem, Inc.
ENZ
| $10.8M | 0.01% |
1,813,930
+133,285
| +8% | +$740K |
|
2200
Village Super Market
VLGEA
$654M
| $10.8M | 0.01% |
374,678
+32,538
| +10% | +$852K |
|
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.