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 | |
|---|---|---|---|---|---|---|
|
TBNK
2201
DELISTED
Territorial Bancorp Inc.
TBNK
| $11.1M | 0.01% |
387,333
+12,852
| +3% | +$359K |
|
2202
RELX
RELX
$61.8B
| $11.1M | 0.01% |
578,984
+6,159
| +1% | +$117K |
|
|
ENDP
2203
DELISTED
Endo International plc
ENDP
| $11.1M | 0.01% |
549,338
+5,850
| +1% | +$116K |
|
|
WBK
2204
DELISTED
Westpac Banking Corporation
WBK
| $11M | 0.01% |
485,789
-979
| -0.2% | -$22.2K |
|
|
IBTX
2205
DELISTED
Independent Bank Group, Inc.
IBTX
| $11M | 0.01% |
249,805
+52,640
| +27% | +$2.26M |
|
|
LIOX
2206
DELISTED
Lionbridge Technologies
LIOX
| $11M | 0.01% |
2,202,050
+78,798
| +4% | +$369K |
|
|
SGEN
2207
DELISTED
Seagen Inc. Common Stock
SGEN
| $11M | 0.01% |
203,256
-8,569
| -4% | -$406K |
|
|
CACB
2208
DELISTED
Cascade Bancorp
CACB
| $10.9M | 0.01% |
1,791,981
+43,905
| +3% | +$256K |
|
2209
KRONOS Worldwide
KRO
$693M
| $10.8M | 0.01% |
1,305,912
-286
| -0% | -$2.02K |
|
2210
Enova International
ENVA
$6.33B
| $10.8M | 0.01% |
1,117,706
+145,622
| +15% | +$1.3M |
|
2211
Preformed Line Products
PLPC
$1.75B
| $10.8M | 0.01% |
256,453
-300
| -0.1% | -$13K |
|
2212
Shutterstock
SSTK
$198M
| $10.8M | 0.01% |
169,709
+12,646
| +8% | +$727K |
|
|
DLA
2213
DELISTED
Delta Apparel Inc.
DLA
| $10.8M | 0.01% |
655,078
-5,191
| -0.8% | -$104K |
|
|
FNFV
2214
DELISTED
Fidelity Natl Financial, Inc.
FNFV
| $10.8M | 0.01% |
863,596
+210,017
| +32% | +$2.59M |
|
2215
PetMed Express
PETS
$41.7M
| $10.8M | 0.01% |
531,230
+13,031
| +3% | +$263K |
|
|
MNR
2216
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $10.8M | 0.01% |
753,578
+9,173
| +1% | +$127K |
|
|
SNR
2217
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $10.7M | 0.01% |
928,628
+17,482
| +2% | +$207K |
|
2218
Reading International Class A
RDI
$33.2M
| $10.7M | 0.01% |
801,535
-3,400
| -0.4% | -$45.1K |
|
|
ZVO
2219
DELISTED
Zovio Inc. Common Stock
ZVO
| $10.7M | 0.01% |
1,557,048
-2,148
| -0.1% | -$15.7K |
|
2220
Advanced Drainage Systems
WMS
$10.6B
| $10.7M | 0.01% |
444,357
+187,347
| +73% | +$4.77M |
|
2221
St. Joe Company
JOE
$3.54B
| $10.6M | 0.01% |
577,608
+123,064
| +27% | +$2.29M |
|
|
MCBC
2222
DELISTED
Macatawa Bank Corp
MCBC
| $10.6M | 0.01% |
1,324,129
-2,766
| -0.2% | -$21.4K |
|
|
DALN
2223
DELISTED
DallasNews
DALN
| $10.5M | 0.01% |
358,195
+3,332
| +0.9% | +$79.1K |
|
2224
PLDT
PHI
$4.25B
| $10.5M | 0.01% |
295,279
+17,356
| +6% | +$700K |
|
2225
Methanex
MEOH
$4.3B
| $10.5M | 0.01% |
294,339
+88,980
| +43% | +$2.62M |
|
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.