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 | |
|---|---|---|---|---|---|---|
|
PRFT
1351
DELISTED
Perficient Inc
PRFT
| $35M | 0.02% |
1,721,923
+35,225
| +2% | +$730K |
|
|
EBIX
1352
DELISTED
Ebix Inc
EBIX
| $34.9M | 0.02% |
729,261
+469
| +0.1% | +$21.6K |
|
1353
First Busey Corp
BUSE
$2.52B
| $34.9M | 0.02% |
1,630,683
+561,723
| +53% | +$11.8M |
|
1354
Interface
TILE
$2.01B
| $34.8M | 0.02% |
2,283,747
+63,487
| +3% | +$1.08M |
|
|
ALXN
1355
DELISTED
Alexion Pharmaceuticals
ALXN
| $34.7M | 0.02% |
297,166
-4,212
| -1% | -$598K |
|
1356
Illumina
ILMN
$36.8B
| $34.7M | 0.02% |
254,043
+8,657
| +4% | +$1.23M |
|
1357
Wheaton Precious Metals
WPM
$68.4B
| $34.6M | 0.02% |
1,472,558
-160,549
| -10% | -$3.1M |
|
|
FRC
1358
DELISTED
First Republic Bank
FRC
| $34.6M | 0.02% |
494,565
+21,981
| +5% | +$1.52M |
|
|
TIVO
1359
DELISTED
TIVO INC
TIVO
| $34.6M | 0.02% |
3,495,568
-5,061
| -0.1% | -$48.9K |
|
1360
Red Robin
RRGB
$139M
| $34.6M | 0.02% |
728,451
+23,861
| +3% | +$1.38M |
|
1361
Hubbell
HUBB
$23.3B
| $34.5M | 0.02% |
326,869
+123
| +0% | +$12.9K |
|
|
NWLI
1362
DELISTED
National Western Life Group, Inc. Class A
NWLI
| $34.4M | 0.02% |
176,328
-18
| -0% | -$3.85K |
|
1363
CDW
CDW
$18.8B
| $34.4M | 0.02% |
857,908
-19,657
| -2% | -$815K |
|
|
CBB
1364
DELISTED
Cincinnati Bell Inc.
CBB
| $34.4M | 0.02% |
1,503,573
+34,326
| +2% | +$675K |
|
|
ACOR
1365
DELISTED
Acorda Therapeutics
ACOR
| $34.3M | 0.02% |
11,221
+1,447
| +15% | +$4.71M |
|
1366
Unilever
UL
$134B
| $34.3M | 0.02% |
636,786
+24,420
| +4% | +$1.25M |
|
1367
Ligand Pharmaceuticals
LGND
$5.62B
| $34.3M | 0.02% |
461,010
-126,438
| -22% | -$9.38M |
|
|
SCLN
1368
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $34.1M | 0.02% |
2,608,066
+4,739
| +0.2% | +$62.1K |
|
|
AFAM
1369
DELISTED
Almost Family Inc
AFAM
| $34M | 0.02% |
798,365
+59,151
| +8% | +$2.44M |
|
|
PAY
1370
DELISTED
Verifone Systems Inc
PAY
| $34M | 0.02% |
1,834,108
+293,808
| +19% | +$7.43M |
|
|
PDCO
1371
DELISTED
Patterson Companies, Inc.
PDCO
| $34M | 0.02% |
709,932
+26,401
| +4% | +$1.22M |
|
1372
Marcus Corp
MCS
$854M
| $34M | 0.02% |
1,609,589
-1,015
| -0.1% | -$19.9K |
|
|
AD
1373
Array Digital Infrastructure
AD
$3.26B
| $34M | 0.02% |
864,727
+45,560
| +6% | +$1.81M |
|
|
DBD
1374
DELISTED
Diebold Nixdorf Incorporated
DBD
| $33.9M | 0.02% |
1,366,585
-91,358
| -6% | -$2.35M |
|
1375
Revvity
RVTY
$16.6B
| $33.9M | 0.02% |
647,245
-6,277
| -1% | -$330K |
|
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.