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 | |
|---|---|---|---|---|---|---|
|
FRC
1276
DELISTED
First Republic Bank
FRC
| $40.1M | 0.02% |
520,386
+25,821
| +5% | +$1.9M |
|
1277
Tapestry
TPR
$30.8B
| $40.1M | 0.02% |
1,096,778
+59,003
| +6% | +$2.34M |
|
1278
Revvity
RVTY
$12.6B
| $40M | 0.02% |
713,101
+65,856
| +10% | +$3.59M |
|
|
CVGW
1279
DELISTED
Calavo Growers
CVGW
| $40M | 0.02% |
610,641
+12,489
| +2% | +$810K |
|
|
CCC
1280
DELISTED
Calgon Carbon Corp
CCC
| $39.9M | 0.02% |
2,633,287
+87,934
| +3% | +$1.25M |
|
1281
TotalEnergies
TTE
$195B
| $39.9M | 0.02% |
836,499
-13,195
| -2% | -$631K |
|
1282
Cinemark Holdings
CNK
$4.24B
| $39.8M | 0.02% |
1,040,482
+59,290
| +6% | +$2.25M |
|
|
AIMC
1283
DELISTED
Altra Industrial Motion Corp
AIMC
| $39.8M | 0.02% |
1,374,606
+1,466
| +0.1% | +$41.4K |
|
|
HPP
1284
Hudson Pacific Properties
HPP
$747M
| $39.8M | 0.02% |
173,044
+22,288
| +15% | +$5.08M |
|
1285
Williams Companies
WMB
$87.5B
| $39.8M | 0.02% |
1,293,586
+43,013
| +3% | +$1.14M |
|
1286
TTEC Holdings
TTEC
$121M
| $39.7M | 0.02% |
1,370,441
+24,364
| +2% | +$698K |
|
|
BDN
1287
Brandywine Realty Trust
BDN
$524M
| $39.7M | 0.02% |
2,540,948
+12,990
| +0.5% | +$212K |
|
|
MODV
1288
DELISTED
ModivCare
MODV
| $39.7M | 0.02% |
816,164
-2,150
| -0.3% | -$101K |
|
1289
Nordson
NDSN
$16.6B
| $39.7M | 0.02% |
398,222
+6,995
| +2% | +$649K |
|
1290
Estee Lauder
EL
$30.4B
| $39.7M | 0.02% |
447,802
+7,049
| +2% | +$643K |
|
|
WAIR
1291
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $39.6M | 0.02% |
2,947,926
+194,246
| +7% | +$2.63M |
|
1292
Veeco
VECO
$3.05B
| $39.5M | 0.02% |
2,013,808
+121,426
| +6% | +$2.29M |
|
1293
Keysight
KEYS
$54.5B
| $39.5M | 0.02% |
1,245,763
+89,379
| +8% | +$2.66M |
|
|
AVTA
1294
DELISTED
Avantax, Inc. Common Stock
AVTA
| $39.5M | 0.02% |
3,523,268
+42,678
| +1% | +$474K |
|
|
WFT
1295
DELISTED
Weatherford International plc
WFT
| $39.3M | 0.02% |
6,994,039
-210,629
| -3% | -$1.2M |
|
1296
Harmonic Inc
HLIT
$1.25B
| $39.3M | 0.02% |
6,627,969
+60,477
| +0.9% | +$241K |
|
|
PNY
1297
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
| $39.3M | 0.02% |
654,634
-224,198
| -26% | -$13.4M |
|
1298
Jefferies Financial Group
JEF
$12.6B
| $39.3M | 0.02% |
2,306,361
+1,907
| +0.1% | +$31.6K |
|
1299
Raymond James Financial
RJF
$33.8B
| $39.3M | 0.02% |
1,012,158
+37,083
| +4% | +$1.37M |
|
|
FPRX
1300
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $39.3M | 0.02% |
747,861
+276,325
| +59% | +$13.2M |
|
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.