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 | |
|---|---|---|---|---|---|---|
601
Global Payments
GPN
$23.5B
| $73.1M | 0.04% |
1,023,645
+230,823
| +29% | +$17M |
|
602
Fair Isaac
FICO
$21.3B
| $73M | 0.04% |
645,746
-421
| -0.1% | -$45.7K |
|
603
Parker-Hannifin
PH
$117B
| $72.8M | 0.04% |
673,756
+7,443
| +1% | +$834K |
|
604
1st Source
SRCE
$2.1B
| $72.6M | 0.04% |
2,241,921
-1,280
| -0.1% | -$42.3K |
|
605
Sensient Technologies
SXT
$5.39B
| $72.5M | 0.04% |
1,020,419
-32,145
| -3% | -$2.18M |
|
|
CVSA
606
Covista Inc
CVSA
$4.3B
| $72.4M | 0.04% |
4,058,385
-20,069
| -0.5% | -$354K |
|
607
SouthState Bank Corp
SSB
$10.3B
| $72.4M | 0.04% |
1,063,690
+66,143
| +7% | +$4.54M |
|
608
Texas Roadhouse
TXRH
$11.1B
| $72.4M | 0.04% |
1,587,343
+55,450
| +4% | +$2.45M |
|
|
EFOR
609
Everforth Inc
EFOR
$1.39B
| $72.3M | 0.04% |
1,957,808
+42,667
| +2% | +$1.57M |
|
|
BKS
610
DELISTED
Barnes & Noble
BKS
| $72.3M | 0.04% |
6,370,976
-10,285
| -0.2% | -$119K |
|
611
Charles River Laboratories
CRL
$13B
| $72.3M | 0.04% |
876,463
-2,282
| -0.3% | -$188K |
|
612
Western Alliance Bancorporation
WAL
$8.62B
| $72.2M | 0.04% |
2,212,250
-11,415
| -0.5% | -$401K |
|
|
MAGN
613
Magnera Corp
MAGN
$413M
| $72.2M | 0.04% |
283,935
-13
| -0% | -$3.49K |
|
|
MZTI
614
The Marzetti Company
MZTI
$2.77B
| $72.2M | 0.04% |
565,737
+3,894
| +0.7% | +$462K |
|
|
MNK
615
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $72.2M | 0.04% |
1,187,203
+573,682
| +94% | +$35.1M |
|
|
FINL
616
DELISTED
Finish Line
FINL
| $72.1M | 0.04% |
3,569,624
+880,360
| +33% | +$16.6M |
|
|
KND
617
DELISTED
Kindred Healthcare
KND
| $71.8M | 0.04% |
6,363,481
+101,726
| +2% | +$1.27M |
|
618
B&G Foods
BGS
$257M
| $71.8M | 0.04% |
1,490,304
+38,705
| +3% | +$1.58M |
|
619
CubeSmart
CUBE
$8.99B
| $71.8M | 0.04% |
2,324,568
+79,734
| +4% | +$2.49M |
|
620
Andersons Inc
ANDE
$2.42B
| $71.6M | 0.04% |
2,015,475
+79,149
| +4% | +$2.59M |
|
621
Southwest Gas
SWX
$6.29B
| $71.5M | 0.04% |
907,803
+28,811
| +3% | +$1.99M |
|
622
Alaska Air
ALK
$4.45B
| $71.4M | 0.04% |
1,224,493
-108,904
| -8% | -$7.52M |
|
623
Griffon
GFF
$4.2B
| $71.3M | 0.04% |
4,226,851
-221,722
| -5% | -$3.59M |
|
624
Huntington Bancshares
HBAN
$33.8B
| $71.2M | 0.04% |
7,971,816
+863,006
| +12% | +$8.48M |
|
625
Universal Health Services
UHS
$10.4B
| $71M | 0.04% |
529,215
+6,388
| +1% | +$842K |
|
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.