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 | |
|---|---|---|---|---|---|---|
1576
Myriad Genetics
MYGN
$270M
| $29.9M | 0.02% |
1,450,805
+2,300
| +0.2% | +$58.3K |
|
1577
CorVel
CRVL
$3.06B
| $29.8M | 0.02% |
2,331,681
+7,200
| +0.3% | +$99.7K |
|
1578
Trimble
TRMB
$13.2B
| $29.8M | 0.02% |
1,044,960
+30,574
| +3% | +$817K |
|
1579
Domino's
DPZ
$11.5B
| $29.8M | 0.02% |
196,111
-17,517
| -8% | -$2.56M |
|
1580
Ryman Hospitality Properties
RHP
$8.43B
| $29.8M | 0.02% |
617,777
+6,079
| +1% | +$323K |
|
1581
Acadia Healthcare
ACHC
$2.76B
| $29.7M | 0.02% |
600,483
+131,856
| +28% | +$6.87M |
|
1582
Dr. Reddy's Laboratories
RDY
$9.87B
| $29.7M | 0.02% |
3,203,080
-17,365
| -0.5% | -$166K |
|
1583
LPL Financial
LPLA
$28.3B
| $29.7M | 0.02% |
993,732
+163,843
| +20% | +$4.43M |
|
|
OKSB
1584
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $29.7M | 0.02% |
1,563,846
+16,306
| +1% | +$307K |
|
1585
Hexcel
HXL
$7.79B
| $29.7M | 0.02% |
669,751
+23,879
| +4% | +$1.05M |
|
1586
Encompass Health
EHC
$11B
| $29.7M | 0.02% |
918,803
-13,789
| -1% | -$447K |
|
1587
Watsco Inc
WSO
$12.7B
| $29.6M | 0.02% |
210,080
-9,486
| -4% | -$1.36M |
|
1588
FirstEnergy
FE
$28B
| $29.6M | 0.02% |
894,361
+40,638
| +5% | +$1.38M |
|
|
VASC
1589
DELISTED
Vascular Solutions Inc
VASC
| $29.6M | 0.02% |
613,263
-500
| -0.1% | -$23.3K |
|
1590
NiSource
NI
$21.3B
| $29.6M | 0.02% |
1,226,436
-21,046
| -2% | -$527K |
|
|
HTO
1591
H2O America
HTO
$2.57B
| $29.6M | 0.02% |
676,943
+3,119
| +0.5% | +$130K |
|
1592
Chipotle Mexican Grill
CMG
$47.2B
| $29.5M | 0.02% |
3,487,000
+88,650
| +3% | +$729K |
|
1593
US Physical Therapy
USPH
$1.2B
| $29.5M | 0.02% |
470,955
+3,607
| +0.8% | +$222K |
|
|
SCLN
1594
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $29.5M | 0.02% |
2,876,992
+268,926
| +10% | +$2.93M |
|
1595
Williams-Sonoma
WSM
$26.9B
| $29.5M | 0.02% |
1,154,408
+413,154
| +56% | +$10.8M |
|
|
WWAV
1596
DELISTED
The WhiteWave Foods Company
WWAV
| $29.4M | 0.02% |
540,877
+9,024
| +2% | +$497K |
|
1597
Expeditors International
EXPD
$22B
| $29.4M | 0.02% |
571,283
+33,775
| +6% | +$1.71M |
|
1598
Inogen
INGN
$175M
| $29.4M | 0.02% |
491,170
+34,179
| +7% | +$1.9M |
|
|
REGI
1599
DELISTED
Renewable Energy Group, Inc.
REGI
| $29.3M | 0.02% |
3,464,571
-224,193
| -6% | -$1.98M |
|
|
HTLF
1600
DELISTED
Heartland Financial USA, Inc.
HTLF
| $29.3M | 0.02% |
812,492
+58,259
| +8% | +$2.1M |
|
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.