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 | |
|---|---|---|---|---|---|---|
|
NATL
1801
DELISTED
National Interstate Corporation
NATL
| $23M | 0.01% |
706,536
| – | – |
|
1802
FMC
FMC
$1.34B
| $23M | 0.01% |
547,645
+15,084
| +3% | +$621K |
|
1803
Univest Financial
UVSP
$1.22B
| $23M | 0.01% |
982,657
+267,161
| +37% | +$5.96M |
|
|
PKD
1804
DELISTED
Parker Drilling Company
PKD
| $22.9M | 0.01% |
704,637
+12,437
| +2% | +$401K |
|
1805
Lloyds Banking Group
LYG
$89.5B
| $22.9M | 0.01% |
7,990,143
+2,014,843
| +34% | +$5.99M |
|
1806
Lumentum
LITE
$55.5B
| $22.9M | 0.01% |
547,731
-28,208
| -5% | -$928K |
|
1807
Sonida Senior Living
SNDA
$1.91B
| $22.9M | 0.01% |
90,785
+3,338
| +4% | +$884K |
|
1808
Forestar Group
FOR
$1.44B
| $22.9M | 0.01% |
1,953,227
+142,680
| +8% | +$1.72M |
|
1809
Great Southern Bancorp
GSBC
$874M
| $22.9M | 0.01% |
561,782
+13,834
| +3% | +$556K |
|
1810
Brown-Forman Class B
BF.B
$13.2B
| $22.8M | 0.01% |
752,195
+11,982
| +2% | +$372K |
|
|
TVPT
1811
DELISTED
Travelport Worldwide Limited
TVPT
| $22.8M | 0.01% |
1,518,540
+383,721
| +34% | +$5.27M |
|
1812
Vera Bradley
VRA
$97M
| $22.8M | 0.01% |
1,503,155
+95,068
| +7% | +$1.43M |
|
|
STRZA
1813
DELISTED
Starz - Series A
STRZA
| $22.7M | 0.01% |
728,555
| – | – |
|
1814
Crown Holdings
CCK
$12.8B
| $22.7M | 0.01% |
397,480
+13,684
| +4% | +$734K |
|
1815
Teradata
TDC
$2.92B
| $22.7M | 0.01% |
731,820
+91,202
| +14% | +$2.72M |
|
|
GPX
1816
DELISTED
GP Strategies Corp.
GPX
| $22.7M | 0.01% |
921,420
-4,345
| -0.5% | -$101K |
|
1817
MACOM Technology Solutions
MTSI
$19.2B
| $22.7M | 0.01% |
535,638
-100,469
| -16% | -$3.94M |
|
|
LSXMA
1818
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $22.7M | 0.01% |
923,751
+9,350
| +1% | +$227K |
|
1819
Koppers
KOP
$943M
| $22.7M | 0.01% |
704,498
-799
| -0.1% | -$25.2K |
|
1820
Sabra Healthcare REIT
SBRA
$5.34B
| $22.7M | 0.01% |
899,936
+9,283
| +1% | +$222K |
|
|
PPBI
1821
DELISTED
Pacific Premier Bancorp
PPBI
| $22.6M | 0.01% |
855,229
+110,836
| +15% | +$2.87M |
|
|
MYCC
1822
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $22.6M | 0.01% |
1,561,837
+164,265
| +12% | +$2.4M |
|
1823
Vertex Pharmaceuticals
VRTX
$121B
| $22.6M | 0.01% |
258,913
+9,896
| +4% | +$935K |
|
|
PEI
1824
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $22.5M | 0.01% |
65,158
+637
| +1% | +$228K |
|
1825
Manitowoc
MTW
$497M
| $22.5M | 0.01% |
1,173,780
+281,352
| +32% | +$5.68M |
|
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.