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 | |
|---|---|---|---|---|---|---|
|
PWX
2476
DELISTED
Providence & Worcester Railroad Company
PWX
| $5.54M | ﹤0.01% |
223,633
| – | – |
|
2477
Green Brick Partners
GRBK
$3.04B
| $5.5M | ﹤0.01% |
665,762
+39,760
| +6% | +$303K |
|
2478
Option Care Health
OPCH
$3.45B
| $5.48M | ﹤0.01% |
474,251
-19,302
| -4% | -$208K |
|
|
JMBA
2479
DELISTED
Jamba, Inc.
JMBA
| $5.46M | ﹤0.01% |
499,983
| – | – |
|
2480
Nektar Therapeutics
NKTR
$2.39B
| $5.42M | ﹤0.01% |
21,041
-9,122
| -30% | -$2.35M |
|
2481
Lifeway Foods
LWAY
$455M
| $5.41M | ﹤0.01% |
319,331
+640
| +0.2% | +$7.78K |
|
|
CBD
2482
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $5.4M | ﹤0.01% |
329,175
-13,520
| -4% | -$216K |
|
|
DXYN
2483
DELISTED
Dixie Group Inc
DXYN
| $5.39M | ﹤0.01% |
1,078,530
-55
| -0% | -$226 |
|
|
CAJ
2484
DELISTED
Canon, Inc.
CAJ
| $5.39M | ﹤0.01% |
185,742
+3,200
| +2% | +$91.4K |
|
|
SGBK
2485
DELISTED
Stonegate Bank
SGBK
| $5.38M | ﹤0.01% |
159,338
+50,580
| +47% | +$1.64M |
|
2486
Coty
COTY
$2.42B
| $5.37M | ﹤0.01% |
228,473
+1,983
| +0.9% | +$52.4K |
|
2487
Stratasys
SSYS
$679M
| $5.37M | ﹤0.01% |
222,715
+1,200
| +0.5% | +$26.2K |
|
|
STRR
2488
DELISTED
Star Equity Holdings
STRR
| $5.36M | ﹤0.01% |
21,023
+944
| +5% | +$249K |
|
2489
Tilly's
TLYS
$116M
| $5.34M | ﹤0.01% |
569,056
+64,995
| +13% | +$478K |
|
2490
Rogers Communications
RCI
$18.3B
| $5.34M | ﹤0.01% |
125,907
+3,899
| +3% | +$167K |
|
|
PRMW
2491
DELISTED
Primo Water Corporation
PRMW
| $5.32M | ﹤0.01% |
438,912
+78,785
| +22% | +$928K |
|
|
FNBC
2492
DELISTED
First NBC Bank Holding Company
FNBC
| $5.32M | ﹤0.01% |
563,023
+7,477
| +1% | +$109K |
|
2493
Acacia Research
ACTG
$428M
| $5.31M | ﹤0.01% |
814,515
| – | – |
|
2494
Artesian Resources
ARTNA
$355M
| $5.26M | ﹤0.01% |
184,391
+13,406
| +8% | +$412K |
|
2495
AmeriServ Financial
ASRV
$77.5M
| $5.26M | ﹤0.01% |
1,598,831
-8,628
| -0.5% | -$27.4K |
|
2496
Rigel Pharmaceuticals
RIGL
$681M
| $5.26M | ﹤0.01% |
143,232
-2,193
| -2% | -$62.9K |
|
2497
Kopin
KOPN
$652M
| $5.26M | ﹤0.01% |
2,411,094
+96,883
| +4% | +$216K |
|
|
TGH
2498
DELISTED
Textainer Group Holdings limited
TGH
| $5.25M | ﹤0.01% |
701,627
-7,582
| -1% | -$74.9K |
|
|
VOXX
2499
DELISTED
VOXX International Corporation Class A
VOXX
| $5.24M | ﹤0.01% |
1,752,938
+9,508
| +0.5% | +$27.5K |
|
2500
Universal Logistics Holdings
ULH
$353M
| $5.22M | ﹤0.01% |
389,222
+3,756
| +1% | +$51.9K |
|
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.