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 | |
|---|---|---|---|---|---|---|
2576
PAR Technology
PAR
$699M
| $4.17M | ﹤0.01% |
777,513
-2,269
| -0.3% | -$11.8K |
|
|
RYZ
2577
Ryerson Holding Corp
RYZ
$1.44B
| $4.16M | ﹤0.01% |
368,867
+269,386
| +271% | +$3.64M |
|
|
HNP
2578
DELISTED
Huaneng Power Intl, Inc.
HNP
| $4.15M | ﹤0.01% |
165,335
+2,393
| +1% | +$59.1K |
|
2579
Accuray
ARAY
$32M
| $4.12M | ﹤0.01% |
647,419
+275,599
| +74% | +$1.5M |
|
|
STZ.B
2580
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $4.12M | ﹤0.01% |
24,729
-369
| -1% | -$61.2K |
|
|
SFS
2581
DELISTED
Smart & Final Stores, Inc.
SFS
| $4.11M | ﹤0.01% |
321,752
+40,327
| +14% | +$558K |
|
2582
Tidewater
TDW
$3.73B
| $4.09M | ﹤0.01% |
45,006
-906
| -2% | -$108K |
|
2583
Alamos Gold
AGI
$11.6B
| $4.08M | ﹤0.01% |
497,201
+176,887
| +55% | +$1.54M |
|
2584
Goldgroup Mining Inc.
GORO
$157M
| $4.07M | ﹤0.01% |
548,398
+466,701
| +571% | +$2.76M |
|
|
WG
2585
DELISTED
Willbros Group
WG
| $4.06M | ﹤0.01% |
2,158,696
+53,842
| +3% | +$110K |
|
2586
Turkcell
TKC
$4.68B
| $4.03M | ﹤0.01% |
499,613
+1,973
| +0.4% | +$16.9K |
|
|
IMVP
2587
Invesco India ETF
IMVP
$125M
| $3.98M | ﹤0.01% |
192,000
| – | – |
|
2588
Lakeland Industries
LAKE
$113M
| $3.97M | ﹤0.01% |
398,957
+1,164
| +0.3% | +$11.3K |
|
2589
STMicroelectronics
STM
$46.7B
| $3.97M | ﹤0.01% |
486,935
| – | – |
|
|
MFNC
2590
DELISTED
Mackinac Financial Corporation
MFNC
| $3.95M | ﹤0.01% |
343,782
+500
| +0.1% | +$5.74K |
|
2591
Ameresco
AMRC
$1.12B
| $3.95M | ﹤0.01% |
750,230
+24,612
| +3% | +$122K |
|
2592
TechTarget
TTGT
$325M
| $3.92M | ﹤0.01% |
486,456
+61,841
| +15% | +$515K |
|
|
INFO
2593
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $3.88M | ﹤0.01% |
+103,268
| New | +$3.69M |
|
2594
CEMIG Preferred Shares
CIG
$6.26B
| $3.87M | ﹤0.01% |
2,927,525
-61,745
| -2% | -$85K |
|
2595
Fresenius Medical Care
FMS
$13.8B
| $3.85M | ﹤0.01% |
87,987
-1,200
| -1% | -$53.7K |
|
|
SDRL
2596
DELISTED
Seadrill Limited Common Stock
SDRL
| $3.84M | ﹤0.01% |
6,057
+864
| +17% | +$620K |
|
|
BV
2597
DELISTED
Bazaarvoice, Inc.
BV
| $3.8M | ﹤0.01% |
643,403
+408,782
| +174% | +$1.81M |
|
|
CTG
2598
DELISTED
Computer Task Group, Inc.
CTG
| $3.79M | ﹤0.01% |
805,990
+1,781
| +0.2% | +$8.68K |
|
2599
Par Pacific Holdings
PARR
$4.31B
| $3.78M | ﹤0.01% |
289,102
+21,101
| +8% | +$295K |
|
|
AAMI
2600
Acadian Asset Management
AAMI
$3.08B
| $3.76M | ﹤0.01% |
270,241
+146,987
| +119% | +$1.99M |
|
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.