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 | |
|---|---|---|---|---|---|---|
776
Saia
SAIA
$9.27B
| $64.1M | 0.03% |
2,138,620
+21,560
| +1% | +$619K |
|
777
Haemonetics
HAE
$3.89B
| $64M | 0.03% |
1,767,360
-37,562
| -2% | -$1.29M |
|
778
Kennametal
KMT
$2.59B
| $64M | 0.03% |
2,204,426
+189,473
| +9% | +$5.01M |
|
779
Timken Company
TKR
$9.56B
| $64M | 0.03% |
1,820,498
+123,518
| +7% | +$4.07M |
|
780
CRH
CRH
$63.2B
| $63.9M | 0.03% |
1,922,081
+283,352
| +17% | +$8.96M |
|
|
EVER
781
DELISTED
Everbank Financial Corp
EVER
| $63.9M | 0.03% |
3,302,857
+131,432
| +4% | +$2.38M |
|
782
CubeSmart
CUBE
$9.39B
| $63.8M | 0.03% |
2,341,572
+17,004
| +0.7% | +$487K |
|
783
First Financial Bancorp
FFBC
$3.55B
| $63.8M | 0.03% |
2,922,502
+95,714
| +3% | +$2.03M |
|
|
BBL
784
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $63.7M | 0.03% |
2,097,943
+1,519
| +0.1% | +$40.6K |
|
785
Merit Medical Systems
MMSI
$5.08B
| $63.5M | 0.03% |
2,615,477
+50,606
| +2% | +$1.17M |
|
786
Southwest Gas
SWX
$6.47B
| $63.3M | 0.03% |
906,396
-1,407
| -0.2% | -$104K |
|
787
Banner Corp
BANR
$2.39B
| $63.3M | 0.03% |
1,447,174
+215,673
| +18% | +$9.29M |
|
|
TGI
788
DELISTED
Triumph Group
TGI
| $63.2M | 0.03% |
2,268,464
-11,368
| -0.5% | -$367K |
|
|
BID
789
DELISTED
Sotheby's
BID
| $63.1M | 0.03% |
1,659,524
-12,219
| -0.7% | -$432K |
|
790
ICF International
ICFI
$1.46B
| $63M | 0.03% |
1,421,839
+60,083
| +4% | +$2.52M |
|
791
Rush Enterprises Class A
RUSHA
$6.2B
| $63M | 0.03% |
5,791,156
+16,799
| +0.3% | +$172K |
|
792
Silicon Laboratories
SLAB
$7.17B
| $63M | 0.03% |
1,071,564
-24,128
| -2% | -$1.3M |
|
|
CLGX
793
DELISTED
Corelogic, Inc.
CLGX
| $63M | 0.03% |
1,606,044
-339,660
| -17% | -$13.5M |
|
794
Dollar General
DG
$28B
| $63M | 0.03% |
899,579
-6,443
| -0.7% | -$546K |
|
|
PRSU
795
Pursuit Attractions and Hospitality Inc
PRSU
$1.39B
| $62.9M | 0.03% |
1,707,057
-6,300
| -0.4% | -$219K |
|
796
Ormat Technologies
ORA
$6B
| $62.9M | 0.03% |
1,298,718
+49,865
| +4% | +$2.36M |
|
|
AUO
797
DELISTED
AU Optronics Corp
AUO
| $62.8M | 0.03% |
17,216,051
-359,063
| -2% | -$1.38M |
|
798
Regeneron Pharmaceuticals
REGN
$78.5B
| $62.8M | 0.03% |
156,155
+14,767
| +10% | +$5.92M |
|
799
Qorvo
QRVO
$7.99B
| $62.7M | 0.03% |
1,124,731
-57,512
| -5% | -$3.26M |
|
800
Watts Water Technologies
WTS
$11.5B
| $62.6M | 0.03% |
966,005
-100,397
| -9% | -$6.31M |
|
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.