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 | |
|---|---|---|---|---|---|---|
|
GTLS
976
DELISTED
Chart Industries
GTLS
| $52.9M | 0.03% |
1,610,002
+217,988
| +16% | +$6.32M |
|
|
TXNM
977
TXNM Energy Inc
TXNM
$6.41B
| $52.9M | 0.03% |
1,615,292
-16,242
| -1% | -$543K |
|
978
Arch Capital
ACGL
$34.3B
| $52.7M | 0.03% |
1,996,014
-105,609
| -5% | -$2.69M |
|
979
Nexstar Media Group
NXST
$5.82B
| $52.7M | 0.03% |
913,732
-19,245
| -2% | -$1.01M |
|
980
Bloomin' Brands
BLMN
$741M
| $52.7M | 0.03% |
3,056,168
-15,228
| -0.5% | -$282K |
|
|
NTUS
981
DELISTED
Natus Medical Inc
NTUS
| $52.4M | 0.03% |
1,333,969
-4,036
| -0.3% | -$161K |
|
982
World Kinect Corp
WKC
$2.04B
| $52.4M | 0.03% |
1,132,343
+50,964
| +5% | +$2.35M |
|
|
DCH
983
Dauch Corp
DCH
$1.34B
| $52.3M | 0.03% |
3,038,182
+606,575
| +25% | +$10.2M |
|
984
ITT
ITT
$17.5B
| $52.3M | 0.03% |
1,459,273
+114,693
| +9% | +$3.92M |
|
|
BCR
985
DELISTED
CR Bard Inc.
BCR
| $52.3M | 0.03% |
233,177
+14,466
| +7% | +$3.26M |
|
986
CTS Corp
CTS
$1.83B
| $52.3M | 0.03% |
2,811,285
-101,074
| -3% | -$1.91M |
|
987
Microchip Technology
MCHP
$40.3B
| $52.2M | 0.03% |
1,680,318
-112,880
| -6% | -$3.28M |
|
|
AMTD
988
DELISTED
TD Ameritrade Holding Corp
AMTD
| $52.1M | 0.03% |
1,478,409
+211,786
| +17% | +$6.6M |
|
|
ESGR
989
DELISTED
Enstar Group
ESGR
| $52M | 0.03% |
316,304
+8,108
| +3% | +$1.33M |
|
990
Pediatrix Medical
MD
$2.18B
| $52M | 0.03% |
785,222
+103,374
| +15% | +$7.07M |
|
991
Hyster-Yale Materials Handling
HY
$599M
| $52M | 0.03% |
864,613
-141
| -0% | -$7.99K |
|
|
MDR
992
DELISTED
McDermott International
MDR
| $52M | 0.03% |
3,457,855
+788,817
| +30% | +$11.8M |
|
993
First Interstate BancSystem
FIBK
$3.69B
| $52M | 0.03% |
1,648,695
+39,922
| +2% | +$1.19M |
|
994
California Water Service
CWT
$3.1B
| $51.9M | 0.03% |
1,618,732
+14,391
| +0.9% | +$465K |
|
995
American Electric Power
AEP
$69.6B
| $51.9M | 0.03% |
808,800
+57,997
| +8% | +$3.9M |
|
|
GRUB
996
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $51.8M | 0.03% |
602,007
+222,457
| +59% | +$16.7M |
|
997
J&J Snack Foods
JJSF
$1.43B
| $51.7M | 0.03% |
434,308
+3,383
| +0.8% | +$409K |
|
998
Harley-Davidson
HOG
$2.58B
| $51.6M | 0.03% |
981,512
+11,626
| +1% | +$601K |
|
999
Fidelity National Financial
FNF
$13.9B
| $51.6M | 0.03% |
2,012,498
+28,602
| +1% | +$739K |
|
1000
ACI Worldwide
ACIW
$5.83B
| $51.5M | 0.03% |
2,657,173
+101,394
| +4% | +$1.92M |
|
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.