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 | |
|---|---|---|---|---|---|---|
|
TAST
1876
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $21M | 0.01% |
1,591,584
+431
| +0% | +$5.56K |
|
|
PGTI
1877
DELISTED
PGT, Inc.
PGTI
| $21M | 0.01% |
1,969,906
+112,140
| +6% | +$1.29M |
|
1878
Flowers Foods
FLO
$1.49B
| $20.9M | 0.01% |
1,385,077
+100,727
| +8% | +$1.67M |
|
1879
Toronto Dominion Bank
TD
$198B
| $20.9M | 0.01% |
471,432
+51,211
| +12% | +$2.24M |
|
|
XOXO
1880
DELISTED
Xo Group Inc
XOXO
| $20.9M | 0.01% |
1,081,622
+16,326
| +2% | +$301K |
|
|
ALX
1881
Alexander's
ALX
$1.3B
| $20.9M | 0.01% |
49,761
-3,690
| -7% | -$1.58M |
|
1882
OneMain Financial
OMF
$7.2B
| $20.9M | 0.01% |
674,386
+222,381
| +49% | +$6.4M |
|
|
TI
1883
DELISTED
Telecom Italia
TI
| $20.9M | 0.01% |
2,517,413
-4,380
| -0.2% | -$36.6K |
|
|
HSII
1884
DELISTED
Heidrick & Struggles
HSII
| $20.8M | 0.01% |
1,122,910
+4,798
| +0.4% | +$88.9K |
|
|
UCFC
1885
DELISTED
United Community Financial Corp
UCFC
| $20.8M | 0.01% |
2,922,978
+32,693
| +1% | +$218K |
|
1886
Cheniere Energy
LNG
$55.2B
| $20.7M | 0.01% |
475,198
+18,976
| +4% | +$800K |
|
|
APOL
1887
DELISTED
Apollo Education Group Inc Class A
APOL
| $20.7M | 0.01% |
2,600,039
-109
| -0% | -$948 |
|
|
HDS
1888
DELISTED
HD Supply Holdings, Inc.
HDS
| $20.7M | 0.01% |
645,980
+32,262
| +5% | +$1.12M |
|
|
ATW
1889
DELISTED
Atwood Oceanics
ATW
| $20.6M | 0.01% |
2,370,439
-11,571
| -0.5% | -$110K |
|
1890
Agilysys
AGYS
$2.97B
| $20.6M | 0.01% |
1,852,400
-10,694
| -0.6% | -$116K |
|
|
ZEUS
1891
DELISTED
Olympic Steel
ZEUS
| $20.6M | 0.01% |
930,885
+2,542
| +0.3% | +$60.8K |
|
1892
Onto Innovation
ONTO
$12.9B
| $20.6M | 0.01% |
920,472
+31,498
| +4% | +$660K |
|
|
CLD
1893
DELISTED
Cloud Peak Energy Inc
CLD
| $20.5M | 0.01% |
3,768,053
-52,113
| -1% | -$181K |
|
|
MRLN
1894
DELISTED
Marlin Business Services Corp
MRLN
| $20.5M | 0.01% |
1,056,233
+6,871
| +0.7% | +$125K |
|
|
NUTR
1895
DELISTED
Nutraceutical International Co
NUTR
| $20.5M | 0.01% |
654,714
+8,600
| +1% | +$221K |
|
1896
Morningstar
MORN
$7.22B
| $20.4M | 0.01% |
257,412
+6,044
| +2% | +$497K |
|
1897
PDF Solutions
PDFS
$1.93B
| $20.4M | 0.01% |
1,122,145
+103,918
| +10% | +$1.69M |
|
|
DTLK
1898
DELISTED
Datalink Corp
DTLK
| $20.4M | 0.01% |
1,918,230
+3,211
| +0.2% | +$30.4K |
|
1899
RE/MAX Holdings
RMAX
$193M
| $20.3M | 0.01% |
464,666
+69,641
| +18% | +$2.95M |
|
|
SYNT
1900
DELISTED
Syntel Inc
SYNT
| $20.3M | 0.01% |
485,122
+32,887
| +7% | +$1.47M |
|
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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.