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 | |
|---|---|---|---|---|---|---|
|
FBR
1226
DELISTED
Fibria Celulose Sa
FBR
| $41.9M | 0.02% |
5,924,857
+21,300
| +0.4% | +$141K |
|
1227
Oceaneering
OII
$4.86B
| $41.9M | 0.02% |
1,522,591
+66,916
| +5% | +$1.85M |
|
1228
Interparfums
IPAR
$3.99B
| $41.9M | 0.02% |
1,297,842
+25,928
| +2% | +$829K |
|
1229
Affiliated Managers Group
AMG
$9.69B
| $41.9M | 0.02% |
289,315
+14,328
| +5% | +$2.05M |
|
1230
Coca-Cola Consolidated
COKE
$12.5B
| $41.8M | 0.02% |
2,823,840
-16,350
| -0.6% | -$242K |
|
1231
Insteel Industries
IIIN
$593M
| $41.8M | 0.02% |
1,154,143
-2,794
| -0.2% | -$94.2K |
|
1232
MSCI
MSCI
$41.6B
| $41.8M | 0.02% |
498,035
+3,753
| +0.8% | +$319K |
|
1233
Seagate
STX
$194B
| $41.8M | 0.02% |
1,084,391
+48,971
| +5% | +$1.59M |
|
1234
Hormel Foods
HRL
$13.8B
| $41.8M | 0.02% |
1,101,119
-145,180
| -12% | -$5.39M |
|
1235
Alpha and Omega Semiconductor
AOSL
$950M
| $41.7M | 0.02% |
1,921,597
+17,780
| +0.9% | +$319K |
|
|
KW
1236
DELISTED
Kennedy-Wilson Holdings
KW
| $41.7M | 0.02% |
1,847,624
+60,242
| +3% | +$1.28M |
|
1237
Snap-on
SNA
$21.2B
| $41.7M | 0.02% |
274,158
+15,296
| +6% | +$2.36M |
|
1238
Campbell Soup
CPB
$6.55B
| $41.6M | 0.02% |
760,848
-7,737
| -1% | -$468K |
|
1239
Las Vegas Sands
LVS
$31.7B
| $41.6M | 0.02% |
723,332
+31,928
| +5% | +$1.65M |
|
1240
White Mountains Insurance
WTM
$5.2B
| $41.6M | 0.02% |
50,134
+4,264
| +9% | +$3.51M |
|
|
ISCA
1241
DELISTED
International Speedway Corp
ISCA
| $41.6M | 0.02% |
1,245,015
-56,284
| -4% | -$1.91M |
|
1242
Capri Holdings
CPRI
$1.83B
| $41.6M | 0.02% |
888,594
+5,589
| +0.6% | +$279K |
|
1243
Primoris Services
PRIM
$4.58B
| $41.5M | 0.02% |
2,014,319
+11,156
| +0.6% | +$210K |
|
1244
MillerKnoll
MLKN
$1.53B
| $41.4M | 0.02% |
1,446,333
+42,323
| +3% | +$1.4M |
|
|
MJN
1245
DELISTED
Mead Johnson Nutrition Company
MJN
| $41.3M | 0.02% |
523,126
+11,327
| +2% | +$966K |
|
1246
Copart
CPRT
$27B
| $41.3M | 0.02% |
6,166,560
-10,280
| -0.2% | -$65.6K |
|
1247
America Movil
AMX
$76.1B
| $41.3M | 0.02% |
3,605,423
-2,200
| -0.1% | -$26.2K |
|
1248
Sempra
SRE
$57.9B
| $41.2M | 0.02% |
769,232
+52,088
| +7% | +$2.83M |
|
1249
G-III Apparel Group
GIII
$1.54B
| $41.2M | 0.02% |
1,413,579
-11,676
| -0.8% | -$458K |
|
1250
ArcBest
ARCB
$3.23B
| $41.1M | 0.02% |
2,162,356
+1,663
| +0.1% | +$30.1K |
|
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.