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 | |
|---|---|---|---|---|---|---|
1526
Manhattan Associates
MANH
$11.2B
| $31.3M | 0.02% |
543,170
-26,248
| -5% | -$1.58M |
|
|
AD
1527
Array Digital Infrastructure
AD
$3.01B
| $31.3M | 0.02% |
860,704
-4,023
| -0.5% | -$155K |
|
1528
Greenlight Captial
GLRE
$552M
| $31.3M | 0.02% |
1,530,169
+51,219
| +3% | +$1.05M |
|
|
AFAM
1529
DELISTED
Almost Family Inc
AFAM
| $31.2M | 0.02% |
849,371
+51,006
| +6% | +$1.99M |
|
1530
C.H. Robinson
CHRW
$17.4B
| $31.2M | 0.02% |
442,853
+18,391
| +4% | +$1.29M |
|
1531
Customers Bancorp
CUBI
$2.66B
| $31.2M | 0.02% |
1,238,595
+149,528
| +14% | +$3.87M |
|
1532
EPAM Systems
EPAM
$5.51B
| $31.1M | 0.02% |
449,419
-243,395
| -35% | -$16.5M |
|
1533
Hasbro
HAS
$13.2B
| $31.1M | 0.02% |
392,602
+34,997
| +10% | +$2.84M |
|
|
BFX
1534
DELISTED
BowFlex Inc.
BFX
| $31.1M | 0.02% |
1,370,659
+5,991
| +0.4% | +$128K |
|
|
FCB
1535
DELISTED
FCB Financial Holdings, Inc.
FCB
| $31.1M | 0.02% |
809,271
+170,149
| +27% | +$6.28M |
|
1536
Matrix Service
MTRX
$326M
| $31.1M | 0.02% |
1,657,016
+58,364
| +4% | +$1.02M |
|
1537
Mercer International
MERC
$42.3M
| $31.1M | 0.02% |
3,669,487
+140,459
| +4% | +$1.17M |
|
|
TWTR
1538
DELISTED
Twitter, Inc.
TWTR
| $31M | 0.02% |
1,346,725
+1,014,311
| +305% | +$19.1M |
|
|
WEB
1539
DELISTED
Web.com Group, Inc.
WEB
| $31M | 0.02% |
1,797,048
+18,846
| +1% | +$337K |
|
|
CCP
1540
DELISTED
Care Capital Properties, Inc.
CCP
| $31M | 0.02% |
1,088,757
-8,127
| -0.7% | -$235K |
|
|
WPG
1541
DELISTED
Washington Prime Group Inc.
WPG
| $31M | 0.02% |
278,328
+2,765
| +1% | +$317K |
|
1542
Masco
MAS
$14.1B
| $31M | 0.02% |
903,375
+8,421
| +0.9% | +$291K |
|
|
SBNY
1543
DELISTED
Signature Bank
SBNY
| $31M | 0.02% |
261,571
+7,940
| +3% | +$956K |
|
|
CKEC
1544
DELISTED
Carmike Cinemas Inc
CKEC
| $30.9M | 0.02% |
945,484
-67
| -0% | -$2.11K |
|
|
DOC
1545
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $30.9M | 0.02% |
1,434,733
+161,271
| +13% | +$3.41M |
|
|
VISN
1546
Vistance Networks Inc
VISN
$2.65B
| $30.8M | 0.02% |
1,024,130
-17,602
| -2% | -$531K |
|
1547
Repligen
RGEN
$7.96B
| $30.8M | 0.02% |
1,020,428
-26,046
| -2% | -$786K |
|
1548
Kite Realty
KRG
$5.81B
| $30.7M | 0.02% |
1,107,745
-3,562
| -0.3% | -$102K |
|
|
EGL
1549
DELISTED
Engility Holdings, Inc.
EGL
| $30.7M | 0.02% |
974,859
+52,796
| +6% | +$1.55M |
|
1550
Movado Group
MOV
$849M
| $30.7M | 0.02% |
1,429,196
-1,260
| -0.1% | -$28.2K |
|
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.