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 | |
|---|---|---|---|---|---|---|
2026
LeMaitre Vascular
LMAT
$2.32B
| $16.9M | 0.01% |
850,257
-21,303
| -2% | -$372K |
|
2027
Casella Waste Systems
CWST
$5.71B
| $16.8M | 0.01% |
1,632,383
+63,733
| +4% | +$581K |
|
2028
Tejon Ranch
TRC
$457M
| $16.8M | 0.01% |
711,118
+20,437
| +3% | +$491K |
|
2029
Fossil Group
FOSL
$293M
| $16.8M | 0.01% |
603,393
+50,962
| +9% | +$1.51M |
|
|
VRTV
2030
DELISTED
VERITIV CORPORATION
VRTV
| $16.8M | 0.01% |
333,970
+51,252
| +18% | +$2.37M |
|
|
WIFI
2031
DELISTED
Boingo Wireless, Inc.
WIFI
| $16.8M | 0.01% |
1,629,734
+141,337
| +9% | +$1.27M |
|
|
IHC
2032
DELISTED
Independence Holding Company
IHC
| $16.7M | 0.01% |
970,708
+2,377
| +0.2% | +$41.5K |
|
|
SRDX
2033
DELISTED
Surmodics
SRDX
| $16.6M | 0.01% |
550,444
+24,084
| +5% | +$662K |
|
2034
Opko Health
OPK
$985M
| $16.5M | 0.01% |
1,559,052
+81,840
| +6% | +$815K |
|
2035
Companhia Siderúrgica Nacional
SID
$1.31B
| $16.5M | 0.01% |
5,980,687
-23,085
| -0.4% | -$68.2K |
|
2036
Sprouts Farmers Market
SFM
$8.13B
| $16.5M | 0.01% |
798,723
+31,341
| +4% | +$695K |
|
|
EPAY
2037
DELISTED
Bottomline Technologies Inc
EPAY
| $16.5M | 0.01% |
707,305
-39,542
| -5% | -$867K |
|
|
CNR
2038
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $16.4M | 0.01% |
1,125,922
+275,297
| +32% | +$4.44M |
|
2039
CRA International
CRAI
$1.16B
| $16.4M | 0.01% |
616,180
+39,769
| +7% | +$1.06M |
|
|
CSBK
2040
DELISTED
Clifton Bancorp Inc.
CSBK
| $16.3M | 0.01% |
1,069,143
+48,417
| +5% | +$727K |
|
2041
Polaris
PII
$3.82B
| $16.3M | 0.01% |
211,056
+32,374
| +18% | +$2.81M |
|
|
ABMD
2042
DELISTED
Abiomed Inc
ABMD
| $16.3M | 0.01% |
127,016
+6,047
| +5% | +$724K |
|
2043
SiriusXM
SIRI
$9.98B
| $16.3M | 0.01% |
390,415
+1,129
| +0.3% | +$47.1K |
|
2044
Lifetime Brands
LCUT
$191M
| $16.3M | 0.01% |
1,208,241
+7,240
| +0.6% | +$99.6K |
|
2045
Seacoast Banking Corp of Florida
SBCF
$3.36B
| $16.2M | 0.01% |
1,008,216
+138,522
| +16% | +$2.27M |
|
2046
H&R Block
HRB
$5.58B
| $16.2M | 0.01% |
698,986
+18,513
| +3% | +$433K |
|
|
CGI
2047
DELISTED
Celadon Group Inc
CGI
| $16.2M | 0.01% |
1,848,990
+63,525
| +4% | +$511K |
|
|
POT
2048
DELISTED
Potash Corp Of Saskatchewan
POT
| $16.2M | 0.01% |
989,694
+18,618
| +2% | +$307K |
|
2049
BioMarin Pharmaceuticals
BMRN
$11.6B
| $16.1M | 0.01% |
173,516
+12,317
| +8% | +$1.16M |
|
|
CONN
2050
DELISTED
Conn's Inc.
CONN
| $16M | 0.01% |
1,555,207
-13,304
| -0.8% | -$104K |
|
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.