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 | |
|---|---|---|---|---|---|---|
726
Gaming and Leisure Properties
GLPI
$12.7B
| $67.9M | 0.04% |
2,028,725
+536,608
| +36% | +$18.6M |
|
727
Stryker
SYK
$125B
| $67.9M | 0.04% |
582,923
+24,018
| +4% | +$2.8M |
|
728
BOK Financial
BOKF
$8.58B
| $67.7M | 0.04% |
981,969
-29,637
| -3% | -$1.97M |
|
|
NE
729
DELISTED
Noble Corporation
NE
| $67.7M | 0.04% |
10,676,114
-129,011
| -1% | -$867K |
|
|
BPFH
730
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $67.5M | 0.04% |
5,257,784
+167,801
| +3% | +$2.08M |
|
|
AXE
731
DELISTED
Anixter International Inc
AXE
| $67.2M | 0.04% |
1,041,886
+145,360
| +16% | +$8.75M |
|
732
Korn Ferry
KFY
$4.18B
| $67.2M | 0.04% |
3,199,260
+39,677
| +1% | +$904K |
|
733
Applied Industrial Technologies
AIT
$12.8B
| $67.1M | 0.04% |
1,435,623
-30,211
| -2% | -$1.41M |
|
734
Omnicell
OMCL
$1.61B
| $67.1M | 0.04% |
1,751,454
-10,013
| -0.6% | -$373K |
|
735
Highwoods Properties
HIW
$3.65B
| $67M | 0.04% |
1,285,202
+8,329
| +0.7% | +$443K |
|
736
Skyworks Solutions
SWKS
$9.37B
| $67M | 0.04% |
879,772
+88,703
| +11% | +$6.18M |
|
|
NLSN
737
DELISTED
Nielsen Holdings plc
NLSN
| $66.9M | 0.04% |
1,248,693
-252,919
| -17% | -$13.4M |
|
|
THS
738
DELISTED
Treehouse Foods
THS
| $66.9M | 0.04% |
767,139
+137,122
| +22% | +$13.2M |
|
739
Independent Bank
INDB
$3.99B
| $66.9M | 0.04% |
1,236,019
+22,056
| +2% | +$1.12M |
|
740
Cincinnati Financial
CINF
$27.3B
| $66.8M | 0.04% |
885,389
-27,639
| -3% | -$2.09M |
|
|
PPLI
741
People Inc
PPLI
$3.09B
| $66.7M | 0.04% |
5,969,740
-77,564
| -1% | -$819K |
|
742
Avient
AVNT
$3.33B
| $66.6M | 0.04% |
1,971,177
+28,793
| +1% | +$997K |
|
743
Federal Signal
FSS
$7.62B
| $66.6M | 0.04% |
5,024,495
+9,411
| +0.2% | +$124K |
|
744
Huron Consulting
HURN
$2.41B
| $66.6M | 0.04% |
1,113,794
+17,508
| +2% | +$1.08M |
|
745
Baxter International
BAX
$13.5B
| $66.5M | 0.04% |
1,397,587
+95,427
| +7% | +$4.5M |
|
746
Service Corp International
SCI
$11.8B
| $66.4M | 0.04% |
2,503,560
-40,149
| -2% | -$1.09M |
|
|
KND
747
DELISTED
Kindred Healthcare
KND
| $66.4M | 0.04% |
6,496,719
+133,238
| +2% | +$1.48M |
|
748
Scorpio Tankers
STNG
$3.87B
| $66.3M | 0.04% |
1,431,760
+2,218
| +0.2% | +$107K |
|
|
SUP
749
DELISTED
Superior Industries International
SUP
| $66.1M | 0.04% |
2,268,152
-2,448
| -0.1% | -$71.1K |
|
750
Pool Corp
POOL
$6.75B
| $66.1M | 0.04% |
699,340
-79,109
| -10% | -$7.77M |
|
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.