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 |
Berkshire Hathaway Class B
BRK.B
|
+$680M |
| 2 |
AT&T
T
|
+$398M |
| 3 |
Bank of America
BAC
|
+$266M |
| 4 |
Pfizer
PFE
|
+$254M |
| 5 |
EFOR
Everforth Inc
EFOR
|
+$168M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TWX
Time Warner Inc
TWX
|
+$823M |
| 2 |
Qualcomm
QCOM
|
+$263M |
| 3 |
Cisco
CSCO
|
+$233M |
| 4 |
JPMorgan Chase
JPM
|
+$147M |
| 5 |
MON
Monsanto Co
MON
|
+$115M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.59% |
| 2 | Industrials | 12.95% |
| 3 | Technology | 12.72% |
| 4 | Consumer Discretionary | 10.67% |
| 5 | Healthcare | 9.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
WIRE
826
DELISTED
Encore Wire Corp
WIRE
| $83M | 0.03% |
1,749,234
-4,775
| -0.3% | -$243K |
|
827
Omnicom Group
OMC
$21.6B
| $83M | 0.03% |
1,088,159
+73,783
| +7% | +$5.45M |
|
|
TSS
828
DELISTED
Total System Services, Inc.
TSS
| $82.9M | 0.03% |
980,682
+4,903
| +0.5% | +$422K |
|
829
Generac Holdings
GNRC
$11.6B
| $82.9M | 0.03% |
1,601,730
+13,368
| +0.8% | +$649K |
|
|
WGL
830
DELISTED
Wgl Holdings
WGL
| $82.8M | 0.03% |
932,567
+286
| +0% | +$24.9K |
|
831
Zurn Elkay Water Solutions
ZWS
$8.38B
| $82.8M | 0.03% |
5,912,492
+172,057
| +3% | +$2.43M |
|
832
Methode Electronics
MEI
$496M
| $82.8M | 0.03% |
2,053,465
-2,314
| -0.1% | -$94.5K |
|
833
Celanese
CE
$4.9B
| $82.6M | 0.03% |
744,056
+4,974
| +0.7% | +$549K |
|
834
OSI Systems
OSIS
$3.65B
| $82.6M | 0.03% |
1,067,610
-3,005
| -0.3% | -$210K |
|
|
B
835
Barrick Mining
B
$61.5B
| $82.5M | 0.03% |
6,285,904
+3,644,976
| +138% | +$47.8M |
|
|
MNK
836
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $82.5M | 0.03% |
4,422,787
+345,385
| +8% | +$5.5M |
|
837
Capri Holdings
CPRI
$1.83B
| $82.5M | 0.03% |
1,238,647
-10,300
| -0.8% | -$673K |
|
838
Southern Company
SO
$109B
| $82.5M | 0.03% |
1,780,758
+22,103
| +1% | +$989K |
|
839
Chemed
CHE
$7.07B
| $82.4M | 0.03% |
256,139
-101,807
| -28% | -$31.9M |
|
840
S&T Bancorp
STBA
$1.84B
| $82.4M | 0.03% |
1,905,574
+61,048
| +3% | +$2.66M |
|
|
PPLI
841
People Inc
PPLI
$3.09B
| $82.3M | 0.03% |
3,020,188
-14,929
| -0.5% | -$409K |
|
|
IBTX
842
DELISTED
Independent Bank Group, Inc.
IBTX
| $82.3M | 0.03% |
1,232,159
+246,205
| +25% | +$18M |
|
|
CRZO
843
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $82.2M | 0.03% |
2,950,978
-357,779
| -11% | -$8.25M |
|
844
NBT Bancorp
NBTB
$2.74B
| $82M | 0.03% |
2,148,956
+44,075
| +2% | +$1.66M |
|
845
ITT
ITT
$17.5B
| $82M | 0.03% |
1,568,285
-15,522
| -1% | -$810K |
|
846
Inogen
INGN
$175M
| $81.9M | 0.03% |
439,631
-52,100
| -11% | -$8.67M |
|
847
Ormat Technologies
ORA
$6B
| $81.9M | 0.03% |
1,539,125
-4,338
| -0.3% | -$237K |
|
|
CLGX
848
DELISTED
Corelogic, Inc.
CLGX
| $81.9M | 0.03% |
1,577,204
-29,113
| -2% | -$1.46M |
|
849
Archrock
AROC
$6.27B
| $81.8M | 0.03% |
6,816,641
+827,987
| +14% | +$9.16M |
|
850
Healthcare Realty
HR
$7.28B
| $81.8M | 0.03% |
3,033,330
+87,117
| +3% | +$2.22M |
|
Similar funds
Dimensional Fund Advisors's Q2 2018 Portfolio in Review
As of Q2 2018, Dimensional Fund Advisors held 3,442 positions worth $251B, up 4.5% from $240B the previous quarter. Its ten largest holdings account for 9.5% of the portfolio.
Trading was light in Q2 2018: portfolio turnover was 5%. Dimensional Fund Advisors opened 95 new positions and exited 76, leaving the 3,442-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 20% of assets, down from 20% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q2 2018 buy was nVent Electric: 2,369,790 shares worth $59.5M.
- Dimensional Fund Advisors added most to Berkshire Hathaway Class B in Q2 2018, an estimated $680M increase.
- Dimensional Fund Advisors's biggest Q2 2018 reduction was Qualcomm, cutting an estimated $263M.
- Dimensional Fund Advisors fully exited Time Warner Inc in Q2 2018, selling an estimated $823M.
- Dimensional Fund Advisors's ten largest holdings make up 9.5% of its $251B portfolio in Q2 2018.
- Dimensional Fund Advisors opened 95 new positions and closed 76 in Q2 2018.
- Dimensional Fund Advisors's portfolio value rose 4.5% quarter-over-quarter to $251B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2018, filed 10 Aug 2018.