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 | |
|---|---|---|---|---|---|---|
1601
Sensata Technologies
ST
$6.74B
| $29.3M | 0.02% |
755,730
+224,658
| +42% | +$8.49M |
|
|
LQ
1602
DELISTED
La Quinta Holdings Inc.
LQ
| $29.3M | 0.02% |
2,619,212
+566,481
| +28% | +$6.58M |
|
|
VAR
1603
DELISTED
Varian Medical Systems, Inc.
VAR
| $29.2M | 0.02% |
334,898
+10,520
| +3% | +$858K |
|
|
EBSB
1604
DELISTED
Meridian Bancorp, Inc.
EBSB
| $29.2M | 0.02% |
1,876,342
+140,670
| +8% | +$2.15M |
|
|
FARO
1605
DELISTED
Faro Technologies
FARO
| $29.2M | 0.02% |
811,682
+100,880
| +14% | +$3.42M |
|
|
TYPE
1606
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $29.2M | 0.02% |
1,318,963
+23,262
| +2% | +$506K |
|
|
AVP
1607
DELISTED
Avon Products, Inc.
AVP
| $29.1M | 0.02% |
5,139,674
+1,236,081
| +32% | +$6.17M |
|
|
KE
1608
Kimball Electronics
KE
$595M
| $29.1M | 0.02% |
2,098,328
+42,187
| +2% | +$526K |
|
|
HEES
1609
DELISTED
H&E Equipment Services
HEES
| $29.1M | 0.02% |
1,734,804
+76,694
| +5% | +$1.32M |
|
1610
LendingTree
TREE
$447M
| $29M | 0.02% |
299,418
-2,329
| -0.8% | -$232K |
|
|
ROIC
1611
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $29M | 0.02% |
1,321,267
+381
| +0% | +$8.47K |
|
1612
Encore Capital Group
ECPG
$2.02B
| $29M | 0.02% |
1,290,519
-11,317
| -0.9% | -$255K |
|
|
B
1613
Barrick Mining
B
$61.5B
| $29M | 0.02% |
1,636,580
-1,051,606
| -39% | -$21M |
|
1614
SS&C Technologies
SSNC
$18.1B
| $29M | 0.02% |
901,967
+114,635
| +15% | +$3.63M |
|
|
PNRA
1615
DELISTED
Panera Bread Co
PNRA
| $29M | 0.02% |
148,724
-9,133
| -6% | -$1.93M |
|
|
ACTA
1616
DELISTED
Actua Corp
ACTA
| $28.9M | 0.02% |
2,229,994
-9,416
| -0.4% | -$95.7K |
|
1617
Lennox International
LII
$14.4B
| $28.8M | 0.02% |
183,507
+4,762
| +3% | +$740K |
|
|
ELME
1618
Elme Communities
ELME
$143M
| $28.8M | 0.02% |
925,503
+10,241
| +1% | +$333K |
|
|
HBI
1619
DELISTED
Hanesbrands
HBI
| $28.7M | 0.02% |
1,137,635
+39,356
| +4% | +$1.04M |
|
1620
Stoneridge
SRI
$195M
| $28.7M | 0.02% |
1,559,259
+107,966
| +7% | +$1.86M |
|
1621
Fox Factory Holding Corp
FOXF
$755M
| $28.6M | 0.02% |
1,247,171
+51,574
| +4% | +$1.02M |
|
|
FRED
1622
DELISTED
Fred's Inc
FRED
| $28.6M | 0.02% |
3,155,290
-14,889
| -0.5% | -$196K |
|
1623
First Financial Bankshares
FFIN
$5.04B
| $28.6M | 0.02% |
1,568,784
+80,714
| +5% | +$1.42M |
|
1624
Peoples Bancorp
PEBO
$1.5B
| $28.6M | 0.02% |
1,162,272
+39,682
| +4% | +$919K |
|
|
PAY
1625
DELISTED
Verifone Systems Inc
PAY
| $28.6M | 0.02% |
1,814,013
-20,095
| -1% | -$365K |
|
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.