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 | |
|---|---|---|---|---|---|---|
576
Coherent
COHR
$51.4B
| $81M | 0.04% |
3,329,948
+103,117
| +3% | +$2.18M |
|
|
ACH
577
Accendra Health
ACH
$237M
| $81M | 0.04% |
2,331,176
+8,812
| +0.4% | +$308K |
|
|
NBL
578
DELISTED
Noble Energy, Inc.
NBL
| $80.9M | 0.04% |
2,264,203
+82,576
| +4% | +$2.9M |
|
579
Murphy USA
MUSA
$11.2B
| $80.8M | 0.04% |
1,132,857
-41,824
| -4% | -$3.12M |
|
580
Matthews International
MATW
$866M
| $80.8M | 0.04% |
1,330,422
-32,586
| -2% | -$1.96M |
|
581
Southern Company
SO
$109B
| $80.8M | 0.04% |
1,575,269
+121,205
| +8% | +$6.38M |
|
582
eBay
EBAY
$50.6B
| $80.8M | 0.04% |
2,455,809
+48,644
| +2% | +$1.47M |
|
|
NCI
583
DELISTED
Navigant Consulting, Inc.
NCI
| $80.7M | 0.04% |
3,992,962
+86,127
| +2% | +$1.64M |
|
584
Martin Marietta Materials
MLM
$31.5B
| $80.7M | 0.04% |
450,659
+52,774
| +13% | +$10.1M |
|
585
Texas Capital Bancshares
TCBI
$4.3B
| $80.6M | 0.04% |
1,467,567
+101,115
| +7% | +$5.1M |
|
586
Fair Isaac
FICO
$24.3B
| $80.6M | 0.04% |
646,757
+1,011
| +0.2% | +$126K |
|
587
Pinnacle Financial Partners Inc
PNFP
$15.9B
| $80.3M | 0.04% |
1,484,883
-181,017
| -11% | -$9.77M |
|
|
MAGN
588
Magnera Corp
MAGN
$472M
| $80.1M | 0.04% |
284,267
+332
| +0.1% | +$92.3K |
|
589
PayPal
PYPL
$48.9B
| $80M | 0.04% |
1,953,708
+113,681
| +6% | +$4.37M |
|
590
Deere & Co
DE
$160B
| $79.9M | 0.04% |
936,181
+20,861
| +2% | +$1.71M |
|
591
1st Source
SRCE
$2.16B
| $79.8M | 0.04% |
2,235,939
-5,982
| -0.3% | -$205K |
|
592
Enerpac Tool Group
EPAC
$1.83B
| $79.7M | 0.04% |
3,428,469
-283,785
| -8% | -$6.65M |
|
593
Safety Insurance
SAFT
$1.52B
| $79.6M | 0.04% |
1,184,830
-27,771
| -2% | -$1.81M |
|
|
LPT
594
DELISTED
Liberty Property Trust
LPT
| $79.6M | 0.04% |
1,972,517
+12,307
| +0.6% | +$498K |
|
595
O'Reilly Automotive
ORLY
$72.9B
| $79.6M | 0.04% |
4,260,225
+29,100
| +0.7% | +$545K |
|
|
SEMG
596
DELISTED
SEMGROUP CORPORATION
SEMG
| $79.5M | 0.04% |
2,248,721
+798,986
| +55% | +$25.4M |
|
597
Scansource
SCSC
$1.15B
| $79.4M | 0.04% |
2,174,883
-4,518
| -0.2% | -$176K |
|
598
SM Energy
SM
$7.8B
| $79.3M | 0.04% |
2,056,460
+583,429
| +40% | +$18.7M |
|
599
Western Alliance Bancorporation
WAL
$8.79B
| $79.3M | 0.04% |
2,112,148
-100,102
| -5% | -$3.56M |
|
600
Azenta
AZTA
$1.3B
| $79.2M | 0.04% |
5,820,887
+19,579
| +0.3% | +$246K |
|
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.