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 | |
|---|---|---|---|---|---|---|
2126
United States Lime & Minerals
USLM
$3.16B
| $13.4M | 0.01% |
1,018,465
+1,465
| +0.1% | +$18.5K |
|
2127
Bristow Group
VTOL
$1.34B
| $13.4M | 0.01% |
834,349
+5,818
| +0.7% | +$95.1K |
|
|
AE
2128
DELISTED
Adams Resources & Energy Inc
AE
| $13.4M | 0.01% |
341,416
+18
| +0% | +$633 |
|
|
MIK
2129
DELISTED
Michaels Stores, Inc
MIK
| $13.4M | 0.01% |
554,222
+89,969
| +19% | +$2.3M |
|
2130
Liberty Broadband Class A
LBRDA
$4.89B
| $13.3M | 0.01% |
190,236
-8,466
| -4% | -$558K |
|
|
SPWR
2131
DELISTED
SunPower Corporation Common Stock
SPWR
| $13.3M | 0.01% |
2,284,219
-55,423
| -2% | -$431K |
|
|
SSI
2132
DELISTED
Stage Stores Inc
SSI
| $13.3M | 0.01% |
2,375,928
-12,552
| -0.5% | -$70.3K |
|
2133
Zillow
ZG
$7.94B
| $13.3M | 0.01% |
385,249
+4,351
| +1% | +$156K |
|
2134
Banco de Chile
BCH
$20.9B
| $13.3M | 0.01% |
620,297
+23,925
| +4% | +$507K |
|
2135
ASML
ASML
$626B
| $13.2M | 0.01% |
120,759
+8,311
| +7% | +$880K |
|
2136
Stratus Properties
STRS
$156M
| $13.2M | 0.01% |
541,646
-3,822
| -0.7% | -$76.6K |
|
|
NYRT
2137
DELISTED
New York REIT, Inc.
NYRT
| $13.1M | 0.01% |
143,158
+4,658
| +3% | +$445K |
|
2138
Mesa Laboratories
MLAB
$564M
| $13M | 0.01% |
113,802
-1,665
| -1% | -$190K |
|
|
RT
2139
DELISTED
Ruby Tuesday Georgia
RT
| $13M | 0.01% |
5,183,584
-56,548
| -1% | -$189K |
|
2140
Clean Energy Fuels
CLNE
$427M
| $12.8M | 0.01% |
2,873,701
+1,563,621
| +119% | +$5.97M |
|
2141
Unisys
UIS
$209M
| $12.8M | 0.01% |
1,318,570
-4,469
| -0.3% | -$41.5K |
|
|
HZN
2142
DELISTED
Horizon Global Corporation
HZN
| $12.8M | 0.01% |
643,379
+22,864
| +4% | +$353K |
|
2143
TC Energy
TRP
$70.2B
| $12.8M | 0.01% |
269,552
+30,517
| +13% | +$1.43M |
|
|
AVHI
2144
DELISTED
A V Homes, Inc.
AVHI
| $12.8M | 0.01% |
769,645
+49,343
| +7% | +$710K |
|
|
TMHC
2145
DELISTED
Taylor Morrison
TMHC
| $12.8M | 0.01% |
727,554
+83,727
| +13% | +$1.41M |
|
2146
Buckle
BKE
$2.25B
| $12.8M | 0.01% |
532,627
-809
| -0.2% | -$20.9K |
|
2147
The Bancorp
TBBK
$2.79B
| $12.8M | 0.01% |
1,991,425
+82,619
| +4% | +$478K |
|
2148
Sabesp
SBS
$19.1B
| $12.7M | 0.01% |
7,084,020
+15,469
| +0.2% | +$27.4K |
|
2149
FreightCar America
RAIL
$261M
| $12.7M | 0.01% |
885,209
+11,324
| +1% | +$162K |
|
2150
Crown Castle
CCI
$33.3B
| $12.7M | 0.01% |
134,567
+6,352
| +5% | +$611K |
|
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.