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 | |
|---|---|---|---|---|---|---|
|
CTRA
1476
DELISTED
Coterra Energy
CTRA
| $33.2M | 0.02% |
1,287,283
-11,577
| -0.9% | -$290K |
|
1477
WEX
WEX
$6.37B
| $33.2M | 0.02% |
306,857
+6,211
| +2% | +$608K |
|
|
ABCO
1478
DELISTED
Advisory Board Co
ABCO
| $33.1M | 0.02% |
740,167
-10,148
| -1% | -$417K |
|
1479
StoneX
SNEX
$9.26B
| $33.1M | 0.02% |
4,312,820
-24,938
| -0.6% | -$165K |
|
|
DTSI
1480
DELISTED
DTS, Inc.
DTSI
| $33.1M | 0.02% |
777,525
-4,721
| -0.6% | -$153K |
|
1481
HEICO Corp Class A
HEI.A
$36B
| $33M | 0.02% |
1,066,324
-51,221
| -5% | -$1.49M |
|
1482
Iridium Communications
IRDM
$5.02B
| $33M | 0.02% |
4,071,799
-6,500
| -0.2% | -$54.5K |
|
1483
Red Robin
RRGB
$145M
| $33M | 0.02% |
734,257
+5,806
| +0.8% | +$283K |
|
1484
SFL Corp
SFL
$1.64B
| $33M | 0.02% |
2,239,357
-19,910
| -0.9% | -$298K |
|
1485
NVR
NVR
$16.5B
| $33M | 0.02% |
20,106
-454
| -2% | -$774K |
|
|
CSFL
1486
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $32.9M | 0.02% |
1,854,424
+123,649
| +7% | +$2.12M |
|
|
VRE
1487
DELISTED
Veris Residential
VRE
| $32.8M | 0.02% |
1,206,516
+9,785
| +0.8% | +$271K |
|
1488
Coeur Mining
CDE
$15.4B
| $32.7M | 0.02% |
2,767,579
-145,565
| -5% | -$1.99M |
|
|
UN
1489
DELISTED
Unilever NV New York Registry Shares
UN
| $32.7M | 0.02% |
709,865
+26,672
| +4% | +$1.23M |
|
1490
Waters Corp
WAT
$37B
| $32.7M | 0.02% |
206,049
+8,957
| +5% | +$1.39M |
|
1491
Kratos Defense & Security Solutions
KTOS
$8.74B
| $32.6M | 0.02% |
4,730,713
+63,799
| +1% | +$373K |
|
1492
KB Home
KBH
$3.37B
| $32.6M | 0.02% |
2,019,956
-865
| -0% | -$13.6K |
|
1493
Bath & Body Works
BBWI
$4.06B
| $32.5M | 0.02% |
568,237
+6,220
| +1% | +$367K |
|
|
AJRD
1494
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $32.5M | 0.02% |
1,848,217
+61,981
| +3% | +$1.12M |
|
1495
Virtus Investment Partners
VRTS
$1.06B
| $32.5M | 0.02% |
331,876
+11,127
| +3% | +$975K |
|
|
CBF
1496
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $32.4M | 0.02% |
1,010,531
+35,867
| +4% | +$1.09M |
|
1497
Donaldson
DCI
$10.9B
| $32.4M | 0.02% |
869,029
+63,913
| +8% | +$2.33M |
|
1498
Builders FirstSource
BLDR
$7.15B
| $32.4M | 0.02% |
2,816,969
+164,161
| +6% | +$2.07M |
|
1499
Wheaton Precious Metals
WPM
$49.5B
| $32.3M | 0.02% |
1,196,759
-275,799
| -19% | -$7.59M |
|
|
NTRI
1500
DELISTED
NutriSystem, Inc.
NTRI
| $32.3M | 0.02% |
1,088,444
+6,125
| +0.6% | +$173K |
|
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.