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 | |
|---|---|---|---|---|---|---|
701
Itaú Unibanco
ITUB
$93.2B
| $70.1M | 0.04% |
14,534,670
| – | – |
|
702
ICU Medical
ICUI
$4.21B
| $70.1M | 0.04% |
554,453
-36,351
| -6% | -$4.38M |
|
703
Sonoco
SON
$5.57B
| $69.9M | 0.04% |
1,323,451
-348,496
| -21% | -$18M |
|
704
Archrock
AROC
$6.27B
| $69.8M | 0.04% |
5,333,633
-3,081
| -0.1% | -$33.1K |
|
|
LTXB
705
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $69.8M | 0.04% |
2,205,387
+178,144
| +9% | +$5.28M |
|
706
Methode Electronics
MEI
$496M
| $69.7M | 0.04% |
1,993,296
+31,349
| +2% | +$1.1M |
|
|
BGG
707
DELISTED
Briggs & Stratton Corp.
BGG
| $69.7M | 0.04% |
3,735,517
-3,484
| -0.1% | -$71.9K |
|
708
HF Sinclair
DINO
$16.5B
| $69.6M | 0.04% |
2,840,396
+35,752
| +1% | +$899K |
|
709
BorgWarner
BWA
$13.1B
| $69.6M | 0.04% |
2,246,368
+272,942
| +14% | +$8.05M |
|
710
Invesco
IVZ
$13.1B
| $69.4M | 0.04% |
2,218,831
+78,369
| +4% | +$2.3M |
|
711
Douglas Emmett
DEI
$1.98B
| $69.3M | 0.04% |
1,891,651
+5,558
| +0.3% | +$206K |
|
|
FBC
712
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $69.2M | 0.04% |
2,494,405
+170,547
| +7% | +$4.61M |
|
713
Genuine Parts
GPC
$17.1B
| $69.1M | 0.04% |
687,600
+52,217
| +8% | +$5.3M |
|
|
WNR
714
DELISTED
Western Refining Inc
WNR
| $69M | 0.04% |
2,607,138
+107,999
| +4% | +$2.55M |
|
715
Graham Holdings Company
GHC
$5.18B
| $69M | 0.04% |
143,265
+11,030
| +8% | +$5.53M |
|
716
Madison Square Garden
MSGS
$9.48B
| $68.9M | 0.04% |
569,916
+7,197
| +1% | +$915K |
|
|
Y
717
DELISTED
Alleghany Corp
Y
| $68.9M | 0.04% |
131,150
+2,630
| +2% | +$1.41M |
|
718
Viasat
VSAT
$10.6B
| $68.7M | 0.04% |
920,053
-8,146
| -0.9% | -$603K |
|
719
Devon Energy
DVN
$52.1B
| $68.5M | 0.04% |
1,552,500
-24,500
| -2% | -$994K |
|
720
Adeia
ADEA
$2.94B
| $68.4M | 0.04% |
6,727,364
-2,884
| -0% | -$25.3K |
|
721
The Greenbrier Companies
GBX
$1.52B
| $68.4M | 0.04% |
1,937,622
+871
| +0% | +$28.5K |
|
|
LVNTA
722
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $68.3M | 0.04% |
1,714,357
-570,257
| -25% | -$22.2M |
|
|
MASI
723
DELISTED
Masimo
MASI
| $68.3M | 0.04% |
1,148,356
+15,562
| +1% | +$878K |
|
724
Glacier Bancorp
GBCI
$6.42B
| $68.1M | 0.04% |
2,387,624
-151,500
| -6% | -$4.28M |
|
725
Mueller Industries
MLI
$14.7B
| $68M | 0.04% |
8,391,132
-15,904
| -0.2% | -$134K |
|
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.