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 | |
|---|---|---|---|---|---|---|
|
ORIT
1326
DELISTED
Oritani Financial Corp. New
ORIT
| $38.5M | 0.02% |
2,449,722
+37,292
| +2% | +$598K |
|
|
VEDL
1327
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $38.4M | 0.02% |
3,704,616
-36,431
| -1% | -$358K |
|
1328
Sturm, Ruger & Co
RGR
$594M
| $38.4M | 0.02% |
664,356
+17,206
| +3% | +$1.09M |
|
|
COL
1329
DELISTED
Rockwell Collins
COL
| $38.4M | 0.02% |
454,930
+11,804
| +3% | +$995K |
|
|
DST
1330
DELISTED
DST Systems Inc.
DST
| $38.3M | 0.02% |
649,588
+10,444
| +2% | +$632K |
|
|
ELNK
1331
DELISTED
EarthLink Holdings Corp.
ELNK
| $38.3M | 0.02% |
6,176,504
-399,647
| -6% | -$2.59M |
|
1332
Otter Tail
OTTR
$3.71B
| $38.3M | 0.02% |
1,106,999
+13,195
| +1% | +$456K |
|
1333
PRA Group
PRAA
$663M
| $38.2M | 0.02% |
1,106,951
+8,654
| +0.8% | +$255K |
|
|
DISCK
1334
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $38.2M | 0.02% |
1,452,525
+113,616
| +8% | +$2.82M |
|
1335
Edgewell Personal Care
EPC
$1.25B
| $38.2M | 0.02% |
480,521
+24,218
| +5% | +$1.95M |
|
|
DCOM
1336
DELISTED
Dime Community Bancshares
DCOM
| $38.2M | 0.02% |
2,276,986
+105,211
| +5% | +$1.83M |
|
|
IPHS
1337
DELISTED
Innophos Holdings, Inc.
IPHS
| $38.1M | 0.02% |
975,658
+25,380
| +3% | +$1.04M |
|
1338
HCA Healthcare
HCA
$87.2B
| $38.1M | 0.02% |
503,180
+14,692
| +3% | +$1.12M |
|
1339
CNA Financial
CNA
$14.2B
| $38M | 0.02% |
1,104,384
-24,647
| -2% | -$801K |
|
1340
SunCoke Energy
SXC
$720M
| $38M | 0.02% |
4,732,729
+427,430
| +10% | +$3M |
|
1341
Western Union
WU
$1.98B
| $37.9M | 0.02% |
1,822,262
+61,553
| +3% | +$1.26M |
|
1342
RPC Inc
RES
$1.24B
| $37.9M | 0.02% |
2,257,763
-716,444
| -24% | -$10.9M |
|
1343
VF Corp
VFC
$5.63B
| $37.9M | 0.02% |
717,623
+36,343
| +5% | +$2.1M |
|
1344
TETRA Technologies
TTI
$1.14B
| $37.8M | 0.02% |
6,194,708
-605,774
| -9% | -$3.69M |
|
|
IPXL
1345
DELISTED
Impax Laboratories, Inc.
IPXL
| $37.8M | 0.02% |
1,597,008
-40,934
| -2% | -$1.1M |
|
1346
ScottsMiracle-Gro
SMG
$3.82B
| $37.8M | 0.02% |
454,512
+53,454
| +13% | +$4.21M |
|
1347
The Ensign Group
ENSG
$10.4B
| $37.8M | 0.02% |
2,007,104
+9,723
| +0.5% | +$185K |
|
1348
Moody's
MCO
$82.8B
| $37.8M | 0.02% |
349,023
+12,955
| +4% | +$1.36M |
|
|
FCE.A
1349
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $37.8M | 0.02% |
1,633,812
+658,017
| +67% | +$15.4M |
|
1350
OFG Bancorp
OFG
$2.23B
| $37.7M | 0.02% |
3,732,171
+57,314
| +2% | +$586K |
|
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.