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 | |
|---|---|---|---|---|---|---|
1451
Jack Henry & Associates
JKHY
$10.9B
| $34.4M | 0.02% |
401,536
-13,770
| -3% | -$1.21M |
|
|
VWR
1452
DELISTED
VWR Corporation
VWR
| $34.3M | 0.02% |
1,211,018
+430,083
| +55% | +$12.5M |
|
1453
Align Technology
ALGN
$12.1B
| $34.3M | 0.02% |
365,718
+2,393
| +0.7% | +$216K |
|
|
GNCMA
1454
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
| $34.2M | 0.02% |
2,488,340
-97,798
| -4% | -$1.39M |
|
|
TRST
1455
Trustco Bank Corp NY
TRST
$970M
| $34.1M | 0.02% |
963,069
+25,264
| +3% | +$868K |
|
1456
Jones Lang LaSalle
JLL
$16.3B
| $34.1M | 0.02% |
299,664
+70,783
| +31% | +$7.9M |
|
1457
Haverty Furniture Companies
HVT
$397M
| $34.1M | 0.02% |
1,700,024
-44,798
| -3% | -$876K |
|
1458
RPM International
RPM
$13.7B
| $34M | 0.02% |
633,084
+19,146
| +3% | +$1.02M |
|
1459
International Flavors & Fragrances
IFF
$20.2B
| $34M | 0.02% |
237,683
+11,345
| +5% | +$1.54M |
|
1460
Lattice Semiconductor
LSCC
$17.6B
| $34M | 0.02% |
5,232,863
-621,116
| -11% | -$3.77M |
|
|
DBD
1461
DELISTED
Diebold Nixdorf Incorporated
DBD
| $33.9M | 0.02% |
1,368,419
+1,834
| +0.1% | +$48.7K |
|
1462
Acadia Realty Trust
AKR
$3.09B
| $33.9M | 0.02% |
935,553
+19,355
| +2% | +$707K |
|
1463
Flowserve
FLS
$9.71B
| $33.9M | 0.02% |
702,655
+20,233
| +3% | +$960K |
|
1464
BJ's Restaurants
BJRI
$1.42B
| $33.9M | 0.02% |
953,163
-47,661
| -5% | -$1.92M |
|
1465
Coca-Cola Femsa
KOF
$22.7B
| $33.8M | 0.02% |
451,177
-13,902
| -3% | -$1.08M |
|
1466
Lakeland Financial Corp
LKFN
$1.56B
| $33.8M | 0.02% |
953,693
-51,034
| -5% | -$1.76M |
|
1467
Ezcorp Inc
EZPW
$1.83B
| $33.7M | 0.02% |
3,047,110
+452,901
| +17% | +$4.37M |
|
1468
JB Hunt Transport Services
JBHT
$25.5B
| $33.7M | 0.02% |
414,795
+21,280
| +5% | +$1.74M |
|
1469
Howard Hughes
HHH
$3.81B
| $33.6M | 0.02% |
307,853
+22,135
| +8% | +$2.46M |
|
1470
Flexsteel Industries
FLXS
$302M
| $33.6M | 0.02% |
648,870
-1,733
| -0.3% | -$78.6K |
|
1471
Cencora
COR
$60.6B
| $33.4M | 0.02% |
413,882
+106,122
| +34% | +$9.1M |
|
1472
Carriage Services
CSV
$641M
| $33.4M | 0.02% |
1,412,946
+1,962
| +0.1% | +$46.6K |
|
|
VAL
1473
DELISTED
Valspar
VAL
| $33.3M | 0.02% |
313,829
+3,932
| +1% | +$418K |
|
1474
First Bancorp
FBP
$4.42B
| $33.3M | 0.02% |
6,395,221
+590,684
| +10% | +$2.73M |
|
1475
DHT Holdings
DHT
$2.99B
| $33.2M | 0.02% |
7,933,417
-18,061
| -0.2% | -$84K |
|
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.