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 | |
|---|---|---|---|---|---|---|
|
MFSF
2226
DELISTED
MutualFirst Financial Inc
MFSF
| $10.5M | 0.01% |
378,604
+347
| +0.1% | +$9.68K |
|
|
AGR
2227
DELISTED
Avangrid, Inc.
AGR
| $10.5M | 0.01% |
250,815
-6,350
| -2% | -$277K |
|
|
AKS
2228
DELISTED
AK Steel Holding Corp
AKS
| $10.5M | 0.01% |
2,169,041
+24,600
| +1% | +$125K |
|
2229
Hyatt Hotels
H
$16.4B
| $10.5M | 0.01% |
212,667
+13,816
| +7% | +$712K |
|
2230
SAP
SAP
$212B
| $10.5M | 0.01% |
114,467
-358
| -0.3% | -$30.8K |
|
2231
Global Industrial
GIC
$1.37B
| $10.4M | 0.01% |
1,312,522
-6,208
| -0.5% | -$52.3K |
|
2232
Altisource Portfolio Solutions
ASPS
$63.6M
| $10.4M | 0.01% |
40,062
+4,497
| +13% | +$1.06M |
|
2233
ServiceNow
NOW
$115B
| $10.4M | 0.01% |
655,555
+25,190
| +4% | +$371K |
|
|
TIS
2234
DELISTED
Orchids Paper Products, Inc.
TIS
| $10.4M | 0.01% |
381,015
+37,829
| +11% | +$1.14M |
|
2235
Capital City Bank Group
CCBG
$888M
| $10.4M | 0.01% |
701,879
+2,903
| +0.4% | +$41.6K |
|
2236
Dawson Geophysical
DWSN
$145M
| $10.4M | 0.01% |
1,426,397
+123,867
| +10% | +$883K |
|
|
SNBC
2237
DELISTED
Sun Bancorp Inc
SNBC
| $10.3M | 0.01% |
448,133
-7,673
| -2% | -$170K |
|
|
SJR
2238
DELISTED
Shaw Communications Inc.
SJR
| $10.3M | 0.01% |
504,925
+22,637
| +5% | +$451K |
|
2239
PENN Entertainment
PENN
$2.75B
| $10.3M | 0.01% |
760,906
-14,900
| -2% | -$210K |
|
|
SMRT
2240
DELISTED
Stein Mart Inc
SMRT
| $10.3M | 0.01% |
1,626,110
+65,801
| +4% | +$534K |
|
2241
AXT Inc
AXTI
$3.95B
| $10.3M | 0.01% |
1,988,473
+102,578
| +5% | +$415K |
|
2242
FRP Holdings
FRPH
$428M
| $10.3M | 0.01% |
663,470
-5,426
| -0.8% | -$91.6K |
|
2243
ENI
E
$80.5B
| $10.3M | 0.01% |
356,841
-1,838
| -0.5% | -$55.9K |
|
2244
CVR Energy
CVI
$3.58B
| $10.3M | 0.01% |
746,889
-33,853
| -4% | -$486K |
|
|
DNR
2245
DELISTED
Denbury Resources, Inc.
DNR
| $10.3M | 0.01% |
3,183,397
+36,014
| +1% | +$110K |
|
2246
Rayonier Advanced Materials
RYAM
$604M
| $10.3M | 0.01% |
768,126
+309,527
| +67% | +$4M |
|
|
SNOW
2247
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
| $10.2M | 0.01% |
630,893
+178,708
| +40% | +$2.72M |
|
2248
Universal Display
OLED
$3.68B
| $10.2M | 0.01% |
184,298
+65,414
| +55% | +$4.15M |
|
|
PHX
2249
DELISTED
PHX Minerals
PHX
| $10.2M | 0.01% |
581,651
-2,360
| -0.4% | -$39.9K |
|
2250
York Water
YORW
$502M
| $10.2M | 0.01% |
342,389
+17,365
| +5% | +$518K |
|
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.