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 | |
|---|---|---|---|---|---|---|
|
MWW
1676
DELISTED
Monster Worldwide Inc
MWW
| $26.9M | 0.01% |
7,455,752
-42,080
| -0.6% | -$134K |
|
1677
Kosmos Energy
KOS
$1.6B
| $26.9M | 0.01% |
4,194,142
+922,848
| +28% | +$5.38M |
|
|
SKX
1678
DELISTED
Skechers
SKX
| $26.9M | 0.01% |
1,173,337
-387,627
| -25% | -$9.87M |
|
|
EXAR
1679
DELISTED
Exar Corporation
EXAR
| $26.9M | 0.01% |
2,884,221
+227,530
| +9% | +$1.98M |
|
1680
Natural Gas Services Group
NGS
$472M
| $26.8M | 0.01% |
1,090,241
+24,266
| +2% | +$590K |
|
|
FLOW
1681
DELISTED
SPX FLOW, Inc.
FLOW
| $26.8M | 0.01% |
867,042
+321,404
| +59% | +$8.97M |
|
|
LBAI
1682
DELISTED
Lakeland Bancorp Inc
LBAI
| $26.8M | 0.01% |
1,909,240
+62,474
| +3% | +$799K |
|
1683
Signet Jewelers
SIG
$3.61B
| $26.6M | 0.01% |
357,512
+5,588
| +2% | +$472K |
|
1684
Central Garden & Pet Co
CENT
$2.69B
| $26.6M | 0.01% |
1,279,349
-4,337
| -0.3% | -$87.3K |
|
|
NGHC
1685
DELISTED
National General Holdings Corp
NGHC
| $26.6M | 0.01% |
1,195,638
+155,861
| +15% | +$3.4M |
|
|
WSTC
1686
DELISTED
West Corporation
WSTC
| $26.6M | 0.01% |
1,203,501
+55,449
| +5% | +$1.24M |
|
1687
Equinor
EQNR
$97.7B
| $26.6M | 0.01% |
1,581,263
-29,311
| -2% | -$476K |
|
|
CBPX
1688
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $26.6M | 0.01% |
1,265,316
+90,483
| +8% | +$2.04M |
|
1689
Perdoceo Education
PRDO
$1.99B
| $26.5M | 0.01% |
3,909,828
+469,146
| +14% | +$3.19M |
|
|
TMX
1690
DELISTED
Terminix Global Holdings, Inc.
TMX
| $26.5M | 0.01% |
1,176,414
-48,073
| -4% | -$1.21M |
|
1691
Genpact
G
$5.96B
| $26.5M | 0.01% |
1,106,329
-17,653
| -2% | -$437K |
|
|
WLH
1692
DELISTED
WILLIAM LYON HOMES
WLH
| $26.5M | 0.01% |
1,427,750
+48,287
| +4% | +$820K |
|
1693
Cohu
COHU
$2.26B
| $26.4M | 0.01% |
2,250,508
-5,378
| -0.2% | -$59.4K |
|
1694
WisdomTree
WT
$2.96B
| $26.4M | 0.01% |
2,564,205
-1,803
| -0.1% | -$18.8K |
|
1695
Cadence Design Systems
CDNS
$93.6B
| $26.4M | 0.01% |
1,033,495
+42,342
| +4% | +$1.06M |
|
1696
Allegion
ALLE
$13.4B
| $26.3M | 0.01% |
381,751
+19,529
| +5% | +$1.38M |
|
|
BEAT
1697
DELISTED
BioTelemetry, Inc.
BEAT
| $26.3M | 0.01% |
1,416,144
+124,964
| +10% | +$2.36M |
|
1698
Covenant Logistics
CVLG
$894M
| $26.3M | 0.01% |
2,720,774
-4,956
| -0.2% | -$49.9K |
|
1699
UBS Group
UBS
$173B
| $26.3M | 0.01% |
1,930,655
-2,025
| -0.1% | -$27.6K |
|
|
BERY
1700
DELISTED
Berry Global Group, Inc.
BERY
| $26.3M | 0.01% |
651,959
+28,075
| +5% | +$1.1M |
|
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.