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 | |
|---|---|---|---|---|---|---|
|
ULTI
2076
DELISTED
Ultimate Software Group Inc
ULTI
| $15.3M | 0.01% |
74,725
+1,117
| +2% | +$236K |
|
2077
Herc Holdings
HRI
$5.02B
| $15.3M | 0.01% |
452,653
-1,291,324
| -74% | -$43.3M |
|
|
DFRG
2078
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $15.2M | 0.01% |
1,128,979
+26,413
| +2% | +$391K |
|
2079
Veeva Systems
VEEV
$33.1B
| $15.2M | 0.01% |
367,705
+12,785
| +4% | +$496K |
|
2080
Imperial Oil
IMO
$62.7B
| $15.1M | 0.01% |
483,130
+59,903
| +14% | +$1.86M |
|
2081
Pilgrim's Pride
PPC
$6.51B
| $15.1M | 0.01% |
716,148
-11,566
| -2% | -$268K |
|
2082
Zillow
Z
$7.79B
| $15.1M | 0.01% |
435,419
+48,124
| +12% | +$1.72M |
|
2083
Cameco
CCJ
$37.6B
| $15M | 0.01% |
1,756,194
-104,408
| -6% | -$1M |
|
2084
IMAX
IMAX
$2.62B
| $14.9M | 0.01% |
515,642
-12,044
| -2% | -$367K |
|
|
TDAY
2085
USA Today Co
TDAY
$1.27B
| $14.9M | 0.01% |
961,234
+199,227
| +26% | +$3.43M |
|
|
FNHC
2086
DELISTED
FedNat Holding Company Common Stock
FNHC
| $14.9M | 0.01% |
796,911
-2,891
| -0.4% | -$54.9K |
|
2087
Sierra Bancorp
BSRR
$528M
| $14.8M | 0.01% |
791,442
+11,719
| +2% | +$209K |
|
2088
VSE Corp
VSEC
$5.45B
| $14.8M | 0.01% |
435,795
+3,111
| +0.7% | +$106K |
|
2089
CoStar Group
CSGP
$11.7B
| $14.8M | 0.01% |
681,860
+30,040
| +5% | +$640K |
|
|
TLRD
2090
DELISTED
Tailored Brands, Inc.
TLRD
| $14.7M | 0.01% |
937,011
-1,016,045
| -52% | -$14.8M |
|
2091
Ecopetrol
EC
$34.5B
| $14.7M | 0.01% |
1,673,369
+48,323
| +3% | +$427K |
|
|
FFNW
2092
DELISTED
First Financial Northwest, Inc
FFNW
| $14.6M | 0.01% |
1,031,372
+19,856
| +2% | +$272K |
|
|
HOS
2093
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $14.6M | 0.01% |
2,655,421
-14,311
| -0.5% | -$93.2K |
|
|
KMG
2094
DELISTED
KMG Chemicals Inc
KMG
| $14.6M | 0.01% |
514,237
+23,608
| +5% | +$652K |
|
2095
Preferred Bank
PFBC
$1.24B
| $14.5M | 0.01% |
406,386
+13,166
| +3% | +$443K |
|
|
TRR
2096
DELISTED
Trc Companies
TRR
| $14.4M | 0.01% |
1,663,182
+7,607
| +0.5% | +$55K |
|
2097
Canadian National Railway
CNI
$76.9B
| $14.4M | 0.01% |
219,917
-822
| -0.4% | -$51.9K |
|
2098
AMC Global Media
AMCX
$492M
| $14.3M | 0.01% |
275,183
+6,995
| +3% | +$383K |
|
2099
MaxLinear
MXL
$6.06B
| $14.2M | 0.01% |
702,651
+106,295
| +18% | +$2.09M |
|
|
SFE
2100
DELISTED
Safeguard Scientifics, Inc.
SFE
| $14.2M | 0.01% |
1,096,785
+523
| +0% | +$6.93K |
|
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.