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 | |
|---|---|---|---|---|---|---|
2526
Vermilion Energy
VET
$1.82B
| $4.85M | ﹤0.01% |
125,229
-4,623
| -4% | -$163K |
|
|
PFSW
2527
DELISTED
PFSweb, Inc.
PFSW
| $4.83M | ﹤0.01% |
541,257
-7,171
| -1% | -$69.6K |
|
2528
Independent Bank Corp
IBCP
$787M
| $4.83M | ﹤0.01% |
286,786
-5,417
| -2% | -$85.6K |
|
2529
Genie Energy
GNE
$367M
| $4.82M | ﹤0.01% |
816,725
| – | – |
|
|
LMIA
2530
DELISTED
LMI Aerospace Inc
LMIA
| $4.82M | ﹤0.01% |
678,545
-5,893
| -0.9% | -$44.5K |
|
|
RNET
2531
DELISTED
RigNet, Inc.
RNET
| $4.82M | ﹤0.01% |
318,510
+6,216
| +2% | +$79.5K |
|
2532
Kewaunee Scientific
KEQU
$102M
| $4.79M | ﹤0.01% |
201,008
+2,348
| +1% | +$51.8K |
|
|
WSO.B
2533
Watsco Inc Class B
WSO.B
$13.3B
| $4.79M | ﹤0.01% |
33,495
-458
| -1% | -$66K |
|
|
CNBKA
2534
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $4.75M | ﹤0.01% |
104,724
+181
| +0.2% | +$7.98K |
|
|
P
2535
DELISTED
Pandora Media Inc
P
| $4.74M | ﹤0.01% |
+330,990
| New | +$4.47M |
|
|
AUTO
2536
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $4.74M | ﹤0.01% |
266,420
-59,415
| -18% | -$954K |
|
|
HDSN
2537
Hudson Technologies
HDSN
$254M
| $4.74M | ﹤0.01% |
712,816
+237,118
| +50% | +$1.25M |
|
2538
Sportsman's Warehouse
SPWH
$44.5M
| $4.73M | ﹤0.01% |
449,536
| – | – |
|
2539
Gencor Industries
GENC
$209M
| $4.72M | ﹤0.01% |
394,034
+20,465
| +5% | +$234K |
|
|
UNVR
2540
DELISTED
Univar Solutions Inc.
UNVR
| $4.72M | ﹤0.01% |
+215,837
| New | +$4.24M |
|
|
RENX
2541
DELISTED
RELX N.V.
RENX
| $4.7M | ﹤0.01% |
263,078
+578
| +0.2% | +$10.2K |
|
|
HCOM
2542
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
| $4.69M | ﹤0.01% |
209,387
+5,895
| +3% | +$132K |
|
2543
Monarch Casino & Resort
MCRI
$2.2B
| $4.68M | ﹤0.01% |
186,099
-80,437
| -30% | -$1.89M |
|
|
LTS
2544
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
| $4.68M | ﹤0.01% |
2,024,913
+30,906
| +2% | +$71.9K |
|
|
FLIC
2545
DELISTED
First of Long Island Corp
FLIC
| $4.66M | ﹤0.01% |
211,070
+46,739
| +28% | +$974K |
|
2546
V2X
VVX
$2.83B
| $4.64M | ﹤0.01% |
304,292
+73,960
| +32% | +$2.22M |
|
2547
First Business Financial Services
FBIZ
$587M
| $4.64M | ﹤0.01% |
197,267
+6,653
| +3% | +$154K |
|
|
BLUE
2548
DELISTED
bluebird bio
BLUE
| $4.59M | ﹤0.01% |
5,225
-235
| -4% | -$170K |
|
|
GOLD
2549
Gold.com Inc
GOLD
$1.2B
| $4.58M | ﹤0.01% |
570,242
-20,418
| -3% | -$172K |
|
2550
Beazer Homes USA
BZH
$877M
| $4.54M | ﹤0.01% |
389,012
+48,507
| +14% | +$494K |
|
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.