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 | |
|---|---|---|---|---|---|---|
1126
Hanmi Financial
HAFC
$945M
| $46.1M | 0.02% |
1,749,184
+50,419
| +3% | +$1.27M |
|
1127
Illumina
ILMN
$31B
| $46.1M | 0.02% |
260,752
+6,709
| +3% | +$1.07M |
|
|
LTM
1128
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $46M | 0.02% |
5,666,159
+139,452
| +3% | +$1.15M |
|
1129
Citizens Financial Group
CFG
$30.3B
| $46M | 0.02% |
1,861,302
+240,086
| +15% | +$5.52M |
|
1130
Avery Dennison
AVY
$13B
| $46M | 0.02% |
591,069
-51,787
| -8% | -$3.96M |
|
1131
BGC Group
BGC
$5.45B
| $46M | 0.02% |
8,168,379
+633,513
| +8% | +$3.62M |
|
|
LSXMK
1132
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $45.9M | 0.02% |
1,804,110
-4,694
| -0.3% | -$119K |
|
1133
American Homes 4 Rent
AMH
$12B
| $45.8M | 0.02% |
2,117,219
+98,911
| +5% | +$2.14M |
|
1134
MarineMax
HZO
$759M
| $45.8M | 0.02% |
2,186,863
+5,406
| +0.2% | +$106K |
|
|
SHOE
1135
Shoe Station Group
SHOE
$413M
| $45.6M | 0.02% |
3,424,180
-43,212
| -1% | -$581K |
|
|
PHH
1136
DELISTED
PHH Corporation
PHH
| $45.6M | 0.02% |
3,156,095
-47,346
| -1% | -$694K |
|
1137
Fortive
FTV
$17.9B
| $45.6M | 0.02% |
+1,420,321
| New | +$45.6M |
|
1138
Ethan Allen Interiors
ETD
$570M
| $45.6M | 0.02% |
1,456,803
+24,006
| +2% | +$813K |
|
|
PDM
1139
Piedmont Realty Trust
PDM
$1.21B
| $45.5M | 0.02% |
2,091,868
+11,633
| +0.6% | +$250K |
|
1140
Cavco Industries
CVCO
$4.22B
| $45.5M | 0.02% |
459,623
+30,541
| +7% | +$3.05M |
|
1141
Mativ Holdings
MATV
$481M
| $45.5M | 0.02% |
1,180,318
+11,174
| +1% | +$425K |
|
|
ESND
1142
DELISTED
Essendant Inc.
ESND
| $45.4M | 0.02% |
2,213,994
+19,952
| +0.9% | +$440K |
|
|
NFBK
1143
DELISTED
Northfield Bancorp
NFBK
| $45.4M | 0.02% |
2,818,365
+73,692
| +3% | +$1.14M |
|
1144
Five Below
FIVE
$12B
| $45.4M | 0.02% |
1,125,725
+34,415
| +3% | +$1.59M |
|
1145
Bio-Rad Laboratories Class A
BIO
$8.71B
| $45.3M | 0.02% |
276,843
+6,685
| +2% | +$1.01M |
|
|
FOE
1146
DELISTED
Ferro Corporation
FOE
| $45.3M | 0.02% |
3,282,519
+66,361
| +2% | +$876K |
|
1147
Monster Beverage
MNST
$94.3B
| $45.3M | 0.02% |
1,850,898
+52,680
| +3% | +$1.37M |
|
1148
Intuitive Surgical
ISRG
$127B
| $45.3M | 0.02% |
562,284
-13,455
| -2% | -$1.03M |
|
|
S
1149
DELISTED
Sprint Corporation
S
| $45.2M | 0.02% |
6,817,239
+138,170
| +2% | +$819K |
|
|
VG
1150
DELISTED
Vonage Holdings Corporation
VG
| $45M | 0.02% |
6,812,654
+384,718
| +6% | +$2.31M |
|
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.