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 | |
|---|---|---|---|---|---|---|
|
RGC
1176
DELISTED
Regal Entertainment Group
RGC
| $44.1M | 0.02% |
2,028,770
-210,368
| -9% | -$4.63M |
|
|
OME
1177
DELISTED
Omega Protein
OME
| $44.1M | 0.02% |
1,887,780
+1,306
| +0.1% | +$30.7K |
|
|
SJI
1178
DELISTED
South Jersey Industries, Inc.
SJI
| $44M | 0.02% |
1,489,512
+58,756
| +4% | +$1.8M |
|
1179
NCR Voyix
VYX
$1.14B
| $44M | 0.02% |
2,227,884
+21,720
| +1% | +$427K |
|
1180
Oxford Industries
OXM
$566M
| $43.8M | 0.02% |
647,337
+805
| +0.1% | +$50.4K |
|
1181
Cal-Maine
CALM
$4.12B
| $43.8M | 0.02% |
1,136,548
+26,969
| +2% | +$1.16M |
|
1182
Diageo
DEO
$49B
| $43.8M | 0.02% |
377,308
+12,994
| +4% | +$1.49M |
|
1183
Walker & Dunlop
WD
$1.71B
| $43.8M | 0.02% |
1,732,691
+60,590
| +4% | +$1.54M |
|
1184
Commerce Bancshares
CBSH
$8.53B
| $43.8M | 0.02% |
1,446,947
+96,186
| +7% | +$2.87M |
|
|
POLY
1185
DELISTED
Plantronics, Inc.
POLY
| $43.7M | 0.02% |
841,825
+11,519
| +1% | +$566K |
|
1186
Darden Restaurants
DRI
$23.3B
| $43.7M | 0.02% |
712,755
+34,597
| +5% | +$2.15M |
|
|
DNY
1187
DELISTED
DONNELLEY R R & SONS CO
DNY
| $43.7M | 0.02% |
2,779,685
-15,013
| -0.5% | -$236K |
|
|
EXTN
1188
DELISTED
Exterran Corporation
EXTN
| $43.7M | 0.02% |
2,785,243
-5,464
| -0.2% | -$75.7K |
|
|
SCAI
1189
DELISTED
Surgical Care Affiliates, Inc.
SCAI
| $43.6M | 0.02% |
894,296
+13,154
| +1% | +$606K |
|
1190
Cable One
CABO
$227M
| $43.6M | 0.02% |
74,663
-7,462
| -9% | -$4.03M |
|
|
EDE
1191
DELISTED
Empire District Electric
EDE
| $43.5M | 0.02% |
1,272,716
-85,942
| -6% | -$2.91M |
|
1192
Team
TISI
$79.5M
| $43.4M | 0.02% |
132,814
+9,874
| +8% | +$2.92M |
|
|
INWK
1193
DELISTED
InnerWorkings, Inc.
INWK
| $43.4M | 0.02% |
4,611,734
+2,690,870
| +140% | +$23.5M |
|
1194
First Industrial Realty Trust
FR
$8.73B
| $43.4M | 0.02% |
1,537,412
+14,671
| +1% | +$418K |
|
1195
Akamai
AKAM
$16.7B
| $43.4M | 0.02% |
818,638
+189,579
| +30% | +$10.1M |
|
1196
National Bank Holdings
NBHC
$1.92B
| $43.4M | 0.02% |
1,856,013
+122,089
| +7% | +$2.7M |
|
1197
Teck Resources
TECK
$29.6B
| $43.3M | 0.02% |
2,404,273
+708,573
| +42% | +$11.3M |
|
1198
Fortune Brands Innovations
FBIN
$5.88B
| $43.2M | 0.02% |
870,104
+105,006
| +14% | +$5.49M |
|
1199
Globe Life
GL
$14.2B
| $43.2M | 0.02% |
676,138
+28,873
| +4% | +$1.82M |
|
1200
AutoZone
AZO
$49.2B
| $43.2M | 0.02% |
56,208
+942
| +2% | +$733K |
|
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.