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 | |
|---|---|---|---|---|---|---|
|
CBL
1626
DELISTED
CBL& Associates Properties, Inc.
CBL
| $28.5M | 0.02% |
2,347,434
-43,151
| -2% | -$525K |
|
1627
Entergy
ETR
$49.8B
| $28.4M | 0.02% |
741,246
+15,448
| +2% | +$615K |
|
1628
Hawaiian Electric Industries
HE
$2.21B
| $28.4M | 0.02% |
952,707
| – | – |
|
1629
Artivion
AORT
$1.36B
| $28.4M | 0.02% |
1,617,526
+173,842
| +12% | +$2.63M |
|
1630
Boston Beer
SAM
$1.96B
| $28.3M | 0.02% |
182,569
+9,812
| +6% | +$1.71M |
|
1631
Grupo Cibest SA
CIB
$21.5B
| $28.3M | 0.02% |
725,753
-11,787
| -2% | -$438K |
|
1632
Motorola Solutions
MSI
$73.2B
| $28.3M | 0.02% |
371,229
+15,399
| +4% | +$1.12M |
|
|
YDKN
1633
DELISTED
Yadkin Financial Corporation
YDKN
| $28.3M | 0.02% |
1,074,736
+44,105
| +4% | +$1.13M |
|
|
PGRE
1634
DELISTED
Paramount Group
PGRE
| $28.3M | 0.02% |
1,723,659
+213,302
| +14% | +$3.66M |
|
1635
Carter's
CRI
$1.47B
| $28.1M | 0.02% |
324,367
-12,990
| -4% | -$1.3M |
|
|
ACOR
1636
DELISTED
Acorda Therapeutics
ACOR
| $28.1M | 0.02% |
11,198
-23
| -0.2% | -$68.6K |
|
|
WR
1637
DELISTED
Westar Energy Inc
WR
| $28M | 0.02% |
493,441
+10,051
| +2% | +$556K |
|
|
STMP
1638
DELISTED
Stamps.com, Inc.
STMP
| $28M | 0.02% |
296,249
-12,291
| -4% | -$1.07M |
|
|
SYNH
1639
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $28M | 0.02% |
627,976
+144,877
| +30% | +$6.28M |
|
1640
HEICO Corp
HEI
$50.2B
| $27.9M | 0.02% |
984,919
-91,443
| -8% | -$2.58M |
|
|
SNI
1641
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $27.9M | 0.02% |
439,188
+130,028
| +42% | +$8.32M |
|
1642
Titan International
TWI
$478M
| $27.9M | 0.02% |
2,753,682
+292,492
| +12% | +$2.41M |
|
1643
Idexx Laboratories
IDXX
$45.3B
| $27.8M | 0.02% |
246,950
+7,036
| +3% | +$742K |
|
1644
Warner Bros
WBD
$66B
| $27.7M | 0.02% |
1,028,929
+135,894
| +15% | +$3.49M |
|
1645
F5
FFIV
$22.5B
| $27.7M | 0.02% |
222,186
+11,401
| +5% | +$1.38M |
|
|
IVC
1646
DELISTED
Invacare Corporation
IVC
| $27.6M | 0.01% |
2,475,290
-313
| -0% | -$3.77K |
|
1647
Atmos Energy
ATO
$28.7B
| $27.6M | 0.01% |
371,071
-5,923
| -2% | -$456K |
|
1648
AMC Entertainment Holdings
AMC
$2.66B
| $27.6M | 0.01% |
88,809
+3,986
| +5% | +$1.19M |
|
1649
Hershey
HSY
$35.8B
| $27.6M | 0.01% |
288,439
+9,915
| +4% | +$1.05M |
|
|
IXYS
1650
DELISTED
IXYS Corp
IXYS
| $27.5M | 0.01% |
2,284,358
+68,719
| +3% | +$784K |
|
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.