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 | |
|---|---|---|---|---|---|---|
2601
Tandy Leather Factory
TLF
$19.3M
| $3.75M | ﹤0.01% |
489,984
| – | – |
|
|
STRP
2602
DELISTED
Straight Path Communications Inc.
STRP
| $3.74M | ﹤0.01% |
146,037
-49,999
| -26% | -$1.2M |
|
|
HCCI
2603
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $3.73M | ﹤0.01% |
281,120
+51,932
| +23% | +$669K |
|
|
OSG
2604
DELISTED
Overseas Shipholding Group Inc.
OSG
| $3.68M | ﹤0.01% |
348,293
+48,403
| +16% | +$554K |
|
2605
Champion Homes
SKY
$4.37B
| $3.68M | ﹤0.01% |
268,822
+10,362
| +4% | +$110K |
|
2606
Northern Oil and Gas
NOG
$2.3B
| $3.66M | ﹤0.01% |
136,661
-30,800
| -18% | -$1.13M |
|
|
SCTY
2607
DELISTED
SolarCity Corporation
SCTY
| $3.66M | ﹤0.01% |
187,143
| – | – |
|
2608
QCR Holdings
QCRH
$1.69B
| $3.65M | ﹤0.01% |
114,917
+15,345
| +15% | +$458K |
|
2609
IRIDEX
IRIX
$14.3M
| $3.64M | ﹤0.01% |
251,149
-700
| -0.3% | -$10.6K |
|
2610
3D Systems Corp
DDD
$431M
| $3.62M | ﹤0.01% |
201,927
| – | – |
|
2611
Globant
GLOB
$1.58B
| $3.62M | ﹤0.01% |
85,949
+4,000
| +5% | +$163K |
|
2612
Ascent Industries
ACNT
$140M
| $3.59M | ﹤0.01% |
382,817
-11,824
| -3% | -$92.1K |
|
|
GBL
2613
DELISTED
GAMCO Investors, Inc.
GBL
| $3.59M | ﹤0.01% |
125,950
+8,290
| +7% | +$262K |
|
2614
Canadian Pacific Kansas City
CP
$78.1B
| $3.58M | ﹤0.01% |
117,350
| – | – |
|
|
CNCO
2615
DELISTED
Cencosud S.A.
CNCO
| $3.58M | ﹤0.01% |
396,993
-17,045
| -4% | -$148K |
|
|
AMRB
2616
DELISTED
American River Bankshares
AMRB
| $3.57M | ﹤0.01% |
329,376
-787
| -0.2% | -$8.24K |
|
|
STCN
2617
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $3.56M | ﹤0.01% |
232,907
-4,627
| -2% | -$57.9K |
|
2618
Yelp
YELP
$1.45B
| $3.56M | ﹤0.01% |
85,436
| – | – |
|
|
CCUR
2619
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $3.52M | ﹤0.01% |
639,660
-972
| -0.2% | -$5.22K |
|
2620
TransUnion
TRU
$15.1B
| $3.51M | ﹤0.01% |
+101,636
| New | +$3.4M |
|
|
DGAS
2621
DELISTED
Delta Natural Gas Co Inc
DGAS
| $3.5M | ﹤0.01% |
146,839
+3,630
| +3% | +$92.4K |
|
|
VA
2622
DELISTED
Virgin America Inc.
VA
| $3.49M | ﹤0.01% |
65,197
| – | – |
|
|
UMH
2623
UMH Properties
UMH
$1.29B
| $3.48M | ﹤0.01% |
292,023
+25,849
| +10% | +$312K |
|
|
EPE
2624
DELISTED
EP Energy Corporation
EPE
| $3.47M | ﹤0.01% |
792,547
-6,600
| -0.8% | -$27.5K |
|
|
CHUBA
2625
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
| $3.46M | ﹤0.01% |
+219,187
| New | +$3.11M |
|
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.