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 | |
|---|---|---|---|---|---|---|
|
RSYS
2451
DELISTED
Radisys Corp
RSYS
| $5.7M | ﹤0.01% |
1,271,822
-44,027
| -3% | -$199K |
|
|
GLF
2452
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $5.68M | ﹤0.01% |
1,814,375
-86,245
| -5% | -$393K |
|
2453
Greif Class B
GEF.B
$4.15B
| $5.66M | ﹤0.01% |
103,460
+2,353
| +2% | +$114K |
|
|
LEAF
2454
DELISTED
Leaf Group Ltd.
LEAF
| $5.65M | ﹤0.01% |
1,092,100
+31,590
| +3% | +$173K |
|
|
BHR
2455
Braemar Hotels & Resorts
BHR
$122M
| $5.64M | ﹤0.01% |
403,045
+18,981
| +5% | +$227K |
|
2456
Hingham Institution for Saving
HIFS
$673M
| $5.64M | ﹤0.01% |
45,890
-1,953
| -4% | -$248K |
|
2457
Alnylam Pharmaceuticals
ALNY
$32.9B
| $5.64M | ﹤0.01% |
101,569
-861
| -0.8% | -$54.2K |
|
|
TWTR
2458
DELISTED
Twitter, Inc.
TWTR
| $5.62M | ﹤0.01% |
332,414
-15
| -0% | -$234 |
|
2459
Eastern Company
EML
$148M
| $5.54M | ﹤0.01% |
333,876
| – | – |
|
2460
RCM Technologies
RCMT
$289M
| $5.53M | ﹤0.01% |
1,061,704
-4,406
| -0.4% | -$23.6K |
|
2461
Genie Energy
GNE
$431M
| $5.53M | ﹤0.01% |
816,725
-10,733
| -1% | -$79.2K |
|
|
LMIA
2462
DELISTED
LMI Aerospace Inc
LMIA
| $5.5M | ﹤0.01% |
684,438
+2,825
| +0.4% | +$24K |
|
|
SQI
2463
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
| $5.5M | ﹤0.01% |
311,378
+58,779
| +23% | +$891K |
|
2464
DXP Enterprises
DXPE
$2.86B
| $5.46M | ﹤0.01% |
365,894
+525
| +0.1% | +$8.83K |
|
|
WSR
2465
DELISTED
Whitestone REIT
WSR
| $5.46M | ﹤0.01% |
362,220
+15,623
| +5% | +$214K |
|
|
STRP
2466
DELISTED
Straight Path Communications Inc.
STRP
| $5.42M | ﹤0.01% |
196,036
-16,725
| -8% | -$553K |
|
2467
TIM SA
TIMB
$9.02B
| $5.39M | ﹤0.01% |
511,327
-36,921
| -7% | -$378K |
|
2468
Riverview Bancorp
RVSB
$115M
| $5.37M | ﹤0.01% |
1,134,489
-1,971
| -0.2% | -$9.08K |
|
|
USAP
2469
DELISTED
Universal Stainless & Alloy
USAP
| $5.35M | ﹤0.01% |
490,429
+12,440
| +3% | +$143K |
|
|
EGIO
2470
DELISTED
Edgio, Inc. Common Stock
EGIO
| $5.33M | ﹤0.01% |
89,468
-1,782
| -2% | -$108K |
|
|
WG
2471
DELISTED
Willbros Group
WG
| $5.33M | ﹤0.01% |
2,104,854
+120,369
| +6% | +$333K |
|
2472
Richardson Electronics
RELL
$248M
| $5.31M | ﹤0.01% |
1,007,000
-14,376
| -1% | -$75.3K |
|
|
ANCX
2473
DELISTED
Access National Corp
ANCX
| $5.28M | ﹤0.01% |
270,705
-762
| -0.3% | -$15.1K |
|
|
PAMT
2474
PAMT Corp
PAMT
$258M
| $5.28M | ﹤0.01% |
1,328,364
-826,712
| -38% | -$4.46M |
|
|
NVTR
2475
DELISTED
Nuvectra Corporation Common Stock
NVTR
| $5.27M | ﹤0.01% |
711,808
| – | – |
|
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.