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 | |
|---|---|---|---|---|---|---|
1101
Take-Two Interactive
TTWO
$45.4B
| $47M | 0.03% |
1,042,546
-251,531
| -19% | -$10.6M |
|
|
ECHO
1102
EchoStar
ECHO
$24.4B
| $47M | 0.03% |
1,323,022
+3,453
| +0.3% | +$109K |
|
1103
Vail Resorts
MTN
$5.32B
| $46.9M | 0.03% |
299,120
-301,741
| -50% | -$46M |
|
|
SNCR
1104
DELISTED
Synchronoss Technologies
SNCR
| $46.9M | 0.03% |
126,601
+13,958
| +12% | +$4.94M |
|
1105
Argan
AGX
$8B
| $46.9M | 0.03% |
791,663
+13,011
| +2% | +$638K |
|
1106
Oneok
OKE
$57.2B
| $46.8M | 0.03% |
911,144
+33,773
| +4% | +$1.6M |
|
1107
Brown & Brown
BRO
$23.6B
| $46.8M | 0.03% |
2,481,158
+25,500
| +1% | +$472K |
|
|
HI
1108
DELISTED
Hillenbrand
HI
| $46.8M | 0.03% |
1,478,530
+9,119
| +0.6% | +$289K |
|
1109
Ingles Markets
IMKTA
$1.71B
| $46.8M | 0.03% |
1,183,140
-377
| -0% | -$14.5K |
|
|
MSFG
1110
DELISTED
MainSource Financial Group Inc
MSFG
| $46.7M | 0.03% |
1,871,414
+26,375
| +1% | +$609K |
|
|
RTEC
1111
DELISTED
Rudolph Technologies Inc
RTEC
| $46.6M | 0.03% |
2,628,559
+110,064
| +4% | +$1.87M |
|
1112
Amdocs
DOX
$5.92B
| $46.6M | 0.03% |
805,025
+111,567
| +16% | +$6.57M |
|
1113
Genworth Financial
GNW
$3.76B
| $46.6M | 0.03% |
9,389,264
+5,581,598
| +147% | +$21.4M |
|
1114
Usana Health Sciences
USNA
$408M
| $46.6M | 0.03% |
672,994
+37,620
| +6% | +$2.48M |
|
1115
Power Integrations
POWI
$3.38B
| $46.5M | 0.03% |
1,476,744
+6,300
| +0.4% | +$179K |
|
1116
ING
ING
$99.8B
| $46.5M | 0.03% |
3,770,862
-11,189
| -0.3% | -$130K |
|
1117
Kearny Financial
KRNY
$604M
| $46.5M | 0.03% |
3,418,864
+601,674
| +21% | +$8.04M |
|
1118
MYR Group
MYRG
$5.19B
| $46.4M | 0.03% |
1,541,742
-30,029
| -2% | -$822K |
|
|
EE
1119
DELISTED
El Paso Electric Company
EE
| $46.4M | 0.03% |
991,538
+8,529
| +0.9% | +$398K |
|
|
FTD
1120
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $46.4M | 0.03% |
2,254,386
+114,614
| +5% | +$2.75M |
|
1121
Integer Holdings
ITGR
$4.12B
| $46.4M | 0.03% |
2,137,924
-1,724
| -0.1% | -$44.1K |
|
1122
Cintas
CTAS
$81.9B
| $46.3M | 0.03% |
1,644,836
+24,168
| +1% | +$662K |
|
1123
Cogent Communications
CCOI
$676M
| $46.3M | 0.03% |
1,256,997
+33,816
| +3% | +$1.31M |
|
1124
Comfort Systems
FIX
$60.9B
| $46.3M | 0.03% |
1,578,078
-81,348
| -5% | -$2.42M |
|
|
GG
1125
DELISTED
Goldcorp Inc
GG
| $46.2M | 0.03% |
2,794,613
+349,472
| +14% | +$6.16M |
|
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.