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 | |
|---|---|---|---|---|---|---|
526
E.W. Scripps
SSP
$257M
| $88.1M | 0.05% |
5,538,900
+40,794
| +0.7% | +$679K |
|
|
CKH
527
DELISTED
Seacor Holdings Inc.
CKH
| $87.9M | 0.05% |
1,528,171
-3,574
| -0.2% | -$197K |
|
528
M&T Bank
MTB
$35.8B
| $87.9M | 0.05% |
757,011
+38,068
| +5% | +$4.42M |
|
|
MNK
529
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $87.7M | 0.05% |
1,257,420
+70,217
| +6% | +$5.08M |
|
530
Acco Brands
ACCO
$388M
| $87.7M | 0.05% |
9,100,402
+27,663
| +0.3% | +$284K |
|
|
EFII
531
DELISTED
Electronics for Imaging
EFII
| $87.6M | 0.05% |
1,791,467
+65,596
| +4% | +$3M |
|
532
ON Semiconductor
ON
$32.3B
| $87.4M | 0.05% |
7,095,776
+507,690
| +8% | +$5.25M |
|
|
GWR
533
DELISTED
Genesee & Wyoming Inc.
GWR
| $87.3M | 0.05% |
1,266,305
+121,227
| +11% | +$7.94M |
|
534
Greif
GEF
$4.93B
| $87M | 0.05% |
1,754,905
+117,597
| +7% | +$5.03M |
|
535
Dillards
DDS
$9.2B
| $86.6M | 0.05% |
1,374,878
+50,226
| +4% | +$3.14M |
|
|
KNGT
536
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $86.3M | 0.05% |
3,007,181
-127,804
| -4% | -$3.67M |
|
537
Parker-Hannifin
PH
$124B
| $86.2M | 0.05% |
686,956
+13,200
| +2% | +$1.57M |
|
538
Nelnet
NNI
$4.88B
| $86M | 0.05% |
2,130,244
+25,924
| +1% | +$966K |
|
539
H.B. Fuller
FUL
$2.97B
| $86M | 0.05% |
1,849,628
+58,692
| +3% | +$2.72M |
|
|
X
540
DELISTED
US Steel
X
| $85.8M | 0.05% |
4,548,424
+622,504
| +16% | +$12.8M |
|
541
Green Plains
GPRE
$1.18B
| $85.6M | 0.05% |
3,267,691
+3,665
| +0.1% | +$85.6K |
|
|
PRA
542
DELISTED
ProAssurance
PRA
| $85.2M | 0.05% |
1,623,267
-115,331
| -7% | -$6.11M |
|
543
Infosys
INFY
$48.8B
| $85M | 0.05% |
10,764,768
+2,000
| +0% | +$16.5K |
|
|
PX
544
DELISTED
Praxair Inc
PX
| $84.7M | 0.05% |
701,370
+36,551
| +5% | +$4.33M |
|
545
Valmont Industries
VMI
$9.36B
| $84.7M | 0.05% |
629,651
+6,685
| +1% | +$881K |
|
546
UMB Financial
UMBF
$11.1B
| $84.7M | 0.05% |
1,424,233
+19,316
| +1% | +$1.11M |
|
547
Renasant Corp
RNST
$3.97B
| $84.6M | 0.05% |
2,515,633
+95,666
| +4% | +$3.21M |
|
|
LTRPA
548
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $84.5M | 0.05% |
3,866,407
+349,535
| +10% | +$7.64M |
|
549
Omega Healthcare
OHI
$15.2B
| $84.4M | 0.05% |
2,379,841
+33,697
| +1% | +$1.2M |
|
|
CTB
550
DELISTED
Cooper Tire & Rubber Co.
CTB
| $84.2M | 0.05% |
2,215,893
-8,755
| -0.4% | -$293K |
|
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.