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 |
AT&T
T
|
+$173M |
| 2 |
Cisco
CSCO
|
+$163M |
| 3 |
Medtronic
MDT
|
+$115M |
| 4 |
WBA
Walgreens Boots Alliance
WBA
|
+$113M |
| 5 |
FirstCash
FCFS
|
+$91.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
EMC
EMC CORPORATION
EMC
|
+$357M |
| 2 |
FCS
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
|
+$195M |
| 3 |
Union Pacific
UNP
|
+$153M |
| 4 |
PLCM
POLYCOM INC
PLCM
|
+$112M |
| 5 |
FMER
FIRSTMERIT CORP
FMER
|
+$107M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.14% |
| 2 | Industrials | 13.5% |
| 3 | Technology | 12.85% |
| 4 | Consumer Discretionary | 9.35% |
| 5 | Healthcare | 9.1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
NAVG
351
DELISTED
Navigators Group Inc
NAVG
| $119M | 0.06% |
2,457,854
+5,578
| +0.2% | +$259K |
|
352
Wolfspeed
WOLF
$1.24B
| $119M | 0.06% |
4,630,769
+103,285
| +2% | +$2.67M |
|
353
Goodyear
GT
$2.04B
| $119M | 0.06% |
3,681,087
+98,385
| +3% | +$2.86M |
|
|
AL
354
DELISTED
Air Lease Corp
AL
| $119M | 0.06% |
4,159,041
+533,744
| +15% | +$15.1M |
|
355
GameStop
GME
$9.82B
| $119M | 0.06% |
17,210,288
+1,564,740
| +10% | +$11.4M |
|
|
QVCGA
356
DELISTED
QVC Group Inc Series A
QVCGA
| $119M | 0.06% |
122,202
+3,966
| +3% | +$4.37M |
|
357
APA Corp
APA
$12.8B
| $119M | 0.06% |
1,856,612
-43,759
| -2% | -$2.39M |
|
|
ZNGA
358
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $119M | 0.06% |
40,730,862
+5,361,412
| +15% | +$14.9M |
|
|
VER
359
DELISTED
VEREIT, Inc.
VER
| $118M | 0.06% |
2,282,626
+11,638
| +0.5% | +$606K |
|
360
Bristol-Myers Squibb
BMY
$132B
| $118M | 0.06% |
2,193,548
+63,559
| +3% | +$4.08M |
|
361
iShares MSCI Taiwan ETF
EWT
$9.6B
| $118M | 0.06% |
3,760,460
| – | – |
|
362
PACCAR
PCAR
$70.4B
| $118M | 0.06% |
3,009,435
-97,982
| -3% | -$3.73M |
|
363
Meritage Homes
MTH
$4.61B
| $118M | 0.06% |
6,789,110
-8,878
| -0.1% | -$161K |
|
|
QEP
364
DELISTED
QEP RESOURCES, INC.
QEP
| $118M | 0.06% |
6,019,061
-18,743
| -0.3% | -$345K |
|
|
PACW
365
DELISTED
PacWest Bancorp
PACW
| $117M | 0.06% |
2,724,770
+237,071
| +10% | +$9.88M |
|
366
PBF Energy
PBF
$8.67B
| $117M | 0.06% |
5,160,156
-55,828
| -1% | -$1.25M |
|
367
Textron
TXT
$15B
| $117M | 0.06% |
2,932,867
+156,178
| +6% | +$6.15M |
|
|
GK
368
DELISTED
G&K Services Inc
GK
| $116M | 0.06% |
1,219,853
-64,411
| -5% | -$5.7M |
|
369
Lincoln National
LNC
$8.8B
| $116M | 0.06% |
2,478,404
+22,379
| +0.9% | +$1M |
|
370
Trinity Industries
TRN
$2.73B
| $116M | 0.06% |
6,668,989
+134,358
| +2% | +$2.21M |
|
371
Everest Group
EG
$14.5B
| $116M | 0.06% |
610,058
-3,954
| -0.6% | -$743K |
|
|
MRO
372
DELISTED
Marathon Oil Corporation
MRO
| $116M | 0.06% |
7,325,186
+430,146
| +6% | +$6.38M |
|
|
MGLN
373
DELISTED
Magellan Health Services, Inc.
MGLN
| $116M | 0.06% |
2,155,174
-7,314
| -0.3% | -$441K |
|
|
CXO
374
DELISTED
CONCHO RESOURCES INC.
CXO
| $116M | 0.06% |
843,070
+2,463
| +0.3% | +$312K |
|
375
Skywest
SKYW
$4.29B
| $116M | 0.06% |
4,380,050
+4,221
| +0.1% | +$117K |
|
Similar funds
Dimensional Fund Advisors's Q3 2016 Portfolio in Review
As of Q3 2016, Dimensional Fund Advisors held 3,358 positions worth $185B, up 6.5% from $174B the previous quarter. Its ten largest holdings account for 9.2% of the portfolio.
Trading was light in Q3 2016: portfolio turnover was 4.4%. Dimensional Fund Advisors opened 66 new positions and exited 81, leaving the 3,358-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 17% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q3 2016 buy was Dell: 4,845,890 shares worth $65M.
- Dimensional Fund Advisors added most to AT&T in Q3 2016, an estimated $173M increase.
- Dimensional Fund Advisors's biggest Q3 2016 reduction was Union Pacific, cutting an estimated $153M.
- Dimensional Fund Advisors fully exited EMC CORPORATION in Q3 2016, selling an estimated $357M.
- Dimensional Fund Advisors's ten largest holdings make up 9.2% of its $185B portfolio in Q3 2016.
- Dimensional Fund Advisors opened 66 new positions and closed 81 in Q3 2016.
- Dimensional Fund Advisors's portfolio value rose 6.5% quarter-over-quarter to $185B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2016, filed 10 Nov 2016.