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 | |
|---|---|---|---|---|---|---|
526
Viatris
VTRS
$19.1B
| $82.6M | 0.05% |
1,909,781
+471,116
| +33% | +$20.8M |
|
|
DFS
527
DELISTED
Discover Financial Services
DFS
| $82.5M | 0.05% |
1,539,396
+58,506
| +4% | +$3.18M |
|
528
Insight Enterprises
NSIT
$4.72B
| $82.3M | 0.05% |
3,167,377
-206,918
| -6% | -$5.53M |
|
|
ISBC
529
DELISTED
Investors Bancorp, Inc.
ISBC
| $81.6M | 0.05% |
7,361,530
+801,950
| +12% | +$9.28M |
|
|
MRSH
530
Marsh
MRSH
$85.8B
| $81.5M | 0.05% |
1,189,943
+72,936
| +7% | +$4.68M |
|
531
Waste Management
WM
$86.8B
| $81.4M | 0.05% |
1,229,220
+10,062
| +0.8% | +$608K |
|
532
Kaiser Aluminum
KALU
$2.45B
| $81.4M | 0.05% |
900,759
-351,953
| -28% | -$30.7M |
|
533
Pinnacle Financial Partners Inc
PNFP
$15B
| $81.4M | 0.05% |
1,665,900
-226,595
| -12% | -$11.1M |
|
|
PARA
534
DELISTED
Paramount Global Class B
PARA
| $81.2M | 0.05% |
1,492,606
+13,094
| +0.9% | +$711K |
|
|
CST
535
DELISTED
CST Brands, Inc.
CST
| $81.2M | 0.05% |
1,883,842
-6,746
| -0.4% | -$267K |
|
|
MENT
536
DELISTED
Mentor Graphics Corp
MENT
| $81.1M | 0.05% |
3,813,779
+16,493
| +0.4% | +$343K |
|
|
TGI
537
DELISTED
Triumph Group
TGI
| $80.9M | 0.05% |
2,279,832
+181,210
| +9% | +$6.56M |
|
|
SRC
538
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $80.9M | 0.05% |
1,412,485
+84,268
| +6% | +$4.4M |
|
539
Scansource
SCSC
$1.16B
| $80.9M | 0.05% |
2,179,401
+160,822
| +8% | +$6.31M |
|
540
Prosperity Bancshares
PB
$8.53B
| $80.5M | 0.05% |
1,578,458
+127,644
| +9% | +$6.42M |
|
541
Dillards
DDS
$10B
| $80.3M | 0.05% |
1,324,652
+157,924
| +14% | +$10.3M |
|
542
Worthington Enterprises
WOR
$2.66B
| $80.2M | 0.05% |
3,075,104
+57,701
| +2% | +$1.33M |
|
|
DF
543
DELISTED
Dean Foods Company
DF
| $80M | 0.05% |
4,424,316
+501,600
| +13% | +$8.89M |
|
544
Automatic Data Processing
ADP
$110B
| $79.7M | 0.05% |
867,825
+11,487
| +1% | +$1.01M |
|
545
Omega Healthcare
OHI
$14.3B
| $79.7M | 0.05% |
2,346,144
+53,299
| +2% | +$1.78M |
|
546
United Bankshares
UBSI
$6.52B
| $79.6M | 0.05% |
2,121,465
+18,058
| +0.9% | +$681K |
|
|
SWC
547
DELISTED
Stillwater Mining Co
SWC
| $79.6M | 0.05% |
6,708,565
+1,633,353
| +32% | +$17.5M |
|
548
Atlantic Union Bankshares
AUB
$5.7B
| $79.3M | 0.05% |
3,209,717
+179,412
| +6% | +$4.65M |
|
|
BGG
549
DELISTED
Briggs & Stratton Corp.
BGG
| $79.2M | 0.05% |
3,739,001
-11,120
| -0.3% | -$240K |
|
550
Illinois Tool Works
ITW
$76.5B
| $79M | 0.05% |
758,892
+8,562
| +1% | +$896K |
|
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.