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 | |
|---|---|---|---|---|---|---|
|
TSRO
2301
DELISTED
TESARO, Inc.
TSRO
| $8.88M | ﹤0.01% |
+88,573
| New | +$8.27M |
|
|
GTY
2302
Getty Realty Corp
GTY
$2.11B
| $8.85M | ﹤0.01% |
369,683
+1,200
| +0.3% | +$27.8K |
|
2303
Workday
WDAY
$39.6B
| $8.81M | ﹤0.01% |
96,140
+5,653
| +6% | +$471K |
|
|
LAYN
2304
DELISTED
Layne Christensen Co
LAYN
| $8.81M | ﹤0.01% |
1,035,102
+2,816
| +0.3% | +$24.1K |
|
|
GFA
2305
DELISTED
Gafisa S.A.
GFA
| $8.77M | ﹤0.01% |
419,515
-5,030
| -1% | -$95.3K |
|
|
ISLE
2306
DELISTED
Isle of Capri Casinos Inc
ISLE
| $8.74M | ﹤0.01% |
392,407
+4,325
| +1% | +$81.4K |
|
2307
HealthEquity
HQY
$8.41B
| $8.69M | ﹤0.01% |
+229,556
| New | +$7.27M |
|
2308
NMI Holdings
NMIH
$3.33B
| $8.68M | ﹤0.01% |
1,139,522
+360,490
| +46% | +$2.52M |
|
|
AHT
2309
Ashford Hospitality Trust
AHT
$20.9M
| $8.66M | ﹤0.01% |
1,488
+77
| +5% | +$471K |
|
2310
Alkermes
ALKS
$8.22B
| $8.65M | ﹤0.01% |
183,843
+14,577
| +9% | +$693K |
|
2311
CareTrust REIT
CTRE
$9.91B
| $8.64M | ﹤0.01% |
584,812
+61,723
| +12% | +$906K |
|
|
HTB
2312
HomeTrust Bancshares
HTB
$860M
| $8.59M | ﹤0.01% |
464,540
+22,968
| +5% | +$433K |
|
2313
Old Second Bancorp
OSBC
$1.29B
| $8.59M | ﹤0.01% |
1,033,874
| – | – |
|
|
BUFF
2314
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $8.56M | ﹤0.01% |
+360,332
| New | +$9.15M |
|
2315
Aware
AWRE
$26M
| $8.56M | ﹤0.01% |
1,615,112
+31,132
| +2% | +$156K |
|
2316
Smith & Nephew
SNN
$13.3B
| $8.51M | ﹤0.01% |
259,613
+78
| +0% | +$2.62K |
|
2317
Telefônica Brasil
VIV
$20.6B
| $8.49M | ﹤0.01% |
586,436
-38,890
| -6% | -$566K |
|
2318
ASE Group
ASX
$77.3B
| $8.47M | ﹤0.01% |
1,433,745
-1,742
| -0.1% | -$10.3K |
|
|
TBRG
2319
DELISTED
TruBridge
TBRG
| $8.47M | ﹤0.01% |
325,073
-6,069
| -2% | -$191K |
|
|
TAHO
2320
DELISTED
Tahoe Resources Inc
TAHO
| $8.43M | ﹤0.01% |
657,177
+94,568
| +17% | +$1.4M |
|
|
EDGW
2321
DELISTED
Edgewater Technology Inc
EDGW
| $8.4M | ﹤0.01% |
988,467
| – | – |
|
2322
OneSpan
OSPN
$574M
| $8.38M | ﹤0.01% |
476,039
+166,668
| +54% | +$2.93M |
|
|
SPPI
2323
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $8.36M | ﹤0.01% |
1,789,613
+402,850
| +29% | +$2.39M |
|
2324
Enbridge
ENB
$119B
| $8.31M | ﹤0.01% |
187,827
+21,759
| +13% | +$912K |
|
2325
Cleveland-Cliffs
CLF
$6.57B
| $8.29M | ﹤0.01% |
1,416,736
+1,081,433
| +323% | +$7.06M |
|
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.