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 | |
|---|---|---|---|---|---|---|
1401
Mettler-Toledo International
MTD
$28.6B
| $36M | 0.02% |
85,831
+12,510
| +17% | +$4.97M |
|
|
CEB
1402
DELISTED
CEB Inc.
CEB
| $36M | 0.02% |
660,452
+7,143
| +1% | +$427K |
|
1403
NN Inc
NNBR
$255M
| $36M | 0.02% |
1,970,247
+146,614
| +8% | +$2.47M |
|
1404
Hain Celestial
HAIN
$45M
| $35.9M | 0.02% |
1,010,194
+13,083
| +1% | +$574K |
|
1405
Hubbell
HUBB
$25B
| $35.9M | 0.02% |
333,504
+6,635
| +2% | +$705K |
|
1406
Winnebago Industries
WGO
$856M
| $35.9M | 0.02% |
1,523,489
+123,997
| +9% | +$2.89M |
|
1407
Dave & Buster's
PLAY
$377M
| $35.9M | 0.02% |
915,397
+193,213
| +27% | +$8.56M |
|
1408
Silgan Holdings
SLGN
$4.23B
| $35.8M | 0.02% |
1,416,762
+135,996
| +11% | +$3.39M |
|
1409
Modine Manufacturing
MOD
$10.7B
| $35.8M | 0.02% |
3,018,990
+81,171
| +3% | +$844K |
|
1410
Maximus
MMS
$3.17B
| $35.8M | 0.02% |
632,920
-50,926
| -7% | -$2.96M |
|
1411
Public Service Enterprise Group
PEG
$38.2B
| $35.7M | 0.02% |
852,620
+47,834
| +6% | +$2.11M |
|
|
PRFT
1412
DELISTED
Perficient Inc
PRFT
| $35.7M | 0.02% |
1,770,948
+49,025
| +3% | +$1.01M |
|
|
CERN
1413
DELISTED
Cerner Corp
CERN
| $35.7M | 0.02% |
577,801
+36,871
| +7% | +$2.33M |
|
|
HZNP
1414
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $35.6M | 0.02% |
1,965,305
+506,785
| +35% | +$9.9M |
|
1415
First Busey Corp
BUSE
$2.57B
| $35.6M | 0.02% |
1,575,970
-54,713
| -3% | -$1.26M |
|
1416
Tenet Healthcare
THC
$20.5B
| $35.6M | 0.02% |
1,569,213
+405,177
| +35% | +$10.5M |
|
|
HAWK
1417
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $35.4M | 0.02% |
1,174,784
-14,728
| -1% | -$487K |
|
|
HMHC
1418
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $35.4M | 0.02% |
2,640,974
-42,320
| -2% | -$660K |
|
|
WP
1419
DELISTED
Worldpay, Inc.
WP
| $35.3M | 0.02% |
626,654
+6,824
| +1% | +$379K |
|
|
PEGI
1420
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $35.3M | 0.02% |
1,567,496
+194,387
| +14% | +$4.63M |
|
1421
American Vanguard Corp
AVD
$68.4M
| $35.2M | 0.02% |
2,193,905
+96,442
| +5% | +$1.57M |
|
|
RPXC
1422
DELISTED
RPX Corporation
RPXC
| $35.2M | 0.02% |
3,294,192
+193,223
| +6% | +$2M |
|
1423
United Therapeutics
UTHR
$25.8B
| $35.2M | 0.02% |
298,046
+86,970
| +41% | +$10.4M |
|
|
CBI
1424
DELISTED
Chicago Bridge & Iron Nv
CBI
| $35.2M | 0.02% |
1,254,593
-328,967
| -21% | -$10.7M |
|
1425
Unilever
UL
$137B
| $35.2M | 0.02% |
659,396
+22,610
| +4% | +$1.19M |
|
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.