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 | |
|---|---|---|---|---|---|---|
|
DNKN
1751
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $24.7M | 0.01% |
473,763
+11,802
| +3% | +$561K |
|
|
LTC
1752
LTC Properties
LTC
$2.06B
| $24.7M | 0.01% |
474,415
+5,360
| +1% | +$280K |
|
|
ABB
1753
DELISTED
ABB Ltd
ABB
| $24.6M | 0.01% |
1,094,546
+3,811
| +0.3% | +$81.7K |
|
1754
Community Health Systems
CYH
$393M
| $24.6M | 0.01% |
2,130,250
-256,263
| -11% | -$2.95M |
|
1755
First Financial Corp
THFF
$958M
| $24.5M | 0.01% |
602,878
-705
| -0.1% | -$27.8K |
|
1756
Herbalife
HLF
$1.29B
| $24.5M | 0.01% |
790,810
+35,298
| +5% | +$1.11M |
|
1757
Magna International
MGA
$18.7B
| $24.4M | 0.01% |
568,773
+486,741
| +593% | +$19.2M |
|
1758
Babcock & Wilcox
BW
$1.39B
| $24.4M | 0.01% |
148,020
+2,189
| +2% | +$351K |
|
1759
Enterprise Financial Services Corp
EFSC
$2.4B
| $24.4M | 0.01% |
781,416
-8,522
| -1% | -$253K |
|
1760
Cboe Global Markets
CBOE
$32.5B
| $24.4M | 0.01% |
376,238
+3,662
| +1% | +$250K |
|
1761
Graco
GGG
$12.9B
| $24.3M | 0.01% |
986,385
+36,039
| +4% | +$901K |
|
1762
Sanofi
SNY
$103B
| $24.3M | 0.01% |
636,068
| – | – |
|
|
TRTN
1763
DELISTED
Triton International Limited
TRTN
| $24.3M | 0.01% |
+1,841,574
| New | +$27.8M |
|
|
MTSC
1764
DELISTED
MTS Systems Corp
MTSC
| $24.3M | 0.01% |
527,189
-1,614
| -0.3% | -$76K |
|
|
EVHC
1765
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $24.2M | 0.01% |
363,182
+772
| +0.2% | +$53.2K |
|
|
FRAN
1766
DELISTED
Francesca's Holdings Corporation
FRAN
| $24.1M | 0.01% |
129,982
+58
| +0% | +$9.49K |
|
|
AEPI
1767
DELISTED
AEP Industries Inc
AEPI
| $24M | 0.01% |
219,281
+5,144
| +2% | +$483K |
|
|
DENN
1768
DELISTED
Denny's
DENN
| $24M | 0.01% |
2,243,238
+92,961
| +4% | +$1.01M |
|
|
COBZ
1769
DELISTED
CoBiz Financial,Inc
COBZ
| $24M | 0.01% |
1,800,415
+8,500
| +0.5% | +$108K |
|
|
NEWS
1770
DELISTED
NewStar Financial, Inc.
NEWS
| $23.9M | 0.01% |
2,465,285
+11,071
| +0.5% | +$110K |
|
1771
Stock Yards Bancorp
SYBT
$2.64B
| $23.9M | 0.01% |
725,895
+19,612
| +3% | +$597K |
|
|
SIX
1772
DELISTED
Six Flags Entertainment Corp.
SIX
| $23.9M | 0.01% |
445,711
-4,478
| -1% | -$241K |
|
1773
Hooker Furnishings Corp
HOFT
$150M
| $23.9M | 0.01% |
974,954
-5,131
| -0.5% | -$122K |
|
1774
Advanced Micro Devices
AMD
$776B
| $23.8M | 0.01% |
3,450,542
+1,076,549
| +45% | +$6.87M |
|
1775
Mistras Group
MG
$484M
| $23.8M | 0.01% |
1,014,136
+34,004
| +3% | +$832K |
|
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.