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 | |
|---|---|---|---|---|---|---|
|
FLTX
2676
DELISTED
Fleetmatics Group PLC
FLTX
| $2.96M | ﹤0.01% |
+49,280
| New | +$2.69M |
|
|
CBK
2677
DELISTED
Christopher & Banks Corporation
CBK
| $2.94M | ﹤0.01% |
2,029,613
+50,865
| +3% | +$91.9K |
|
2678
Atlanticus Holdings
ATLC
$1.59B
| $2.94M | ﹤0.01% |
960,598
-5,139
| -0.5% | -$15.2K |
|
2679
Liberty Latin America Class C
LILAK
$1.63B
| $2.92M | ﹤0.01% |
121,764
-9,445
| -7% | -$253K |
|
|
SNC
2680
DELISTED
State National Companies, Inc.
SNC
| $2.92M | ﹤0.01% |
262,424
+65,890
| +34% | +$703K |
|
|
SUNE
2681
SUNation Energy
SUNE
$8.95M
| $2.89M | ﹤0.01% |
1
| – | – |
|
|
AENZ
2682
DELISTED
Aenza S.A.A.
AENZ
| $2.89M | ﹤0.01% |
115,339
+8,384
| +8% | +$204K |
|
2683
Magnite
MGNI
$2.76B
| $2.88M | ﹤0.01% |
348,307
+17,061
| +5% | +$181K |
|
2684
BCE
BCE
$20.2B
| $2.86M | ﹤0.01% |
61,859
+3,005
| +5% | +$142K |
|
2685
Value Line
VALU
$321M
| $2.85M | ﹤0.01% |
175,778
-885
| -0.5% | -$15.2K |
|
2686
TransAlta
TAC
$3.95B
| $2.83M | ﹤0.01% |
636,825
| – | – |
|
2687
Vitamin Cottage Natural Grocers
NGVC
$739M
| $2.83M | ﹤0.01% |
253,608
+800
| +0.3% | +$9.88K |
|
|
APEX
2688
DELISTED
Apex Global Brands Inc. Common Stock
APEX
| $2.83M | ﹤0.01% |
9,147
-94
| -1% | -$30.9K |
|
|
NRE
2689
DELISTED
NorthStar Realty Europe Corp.
NRE
| $2.81M | ﹤0.01% |
256,457
+135,875
| +113% | +$1.33M |
|
2690
Espey Mfg & Electronics Corp
ESP
$177M
| $2.78M | ﹤0.01% |
107,980
-371
| -0.3% | -$9.65K |
|
|
MR
2691
DELISTED
Montage Resources Corporation Common Stock
MR
| $2.78M | ﹤0.01% |
56,323
+49,826
| +767% | +$2.38M |
|
2692
Thomson Reuters
TRI
$42.8B
| $2.76M | ﹤0.01% |
57,468
+4,471
| +8% | +$216K |
|
2693
Aptevo Therapeutics
APVO
$5.12M
| – | – |
0
| – | – |
|
|
LORL
2694
DELISTED
Loral Space and Communications, Inc.
LORL
| $2.75M | ﹤0.01% |
70,205
-66,422
| -49% | -$2.4M |
|
|
BSF
2695
DELISTED
Bear State Financial, Inc.
BSF
| $2.73M | ﹤0.01% |
297,636
-14,434
| -5% | -$135K |
|
2696
Santander
BSBR
$42.5B
| $2.73M | ﹤0.01% |
425,872
-39,789
| -9% | -$247K |
|
2697
FirstService
FSV
$6.48B
| $2.72M | ﹤0.01% |
58,338
-99
| -0.2% | -$4.73K |
|
|
CBNK
2698
DELISTED
CHICOPEE BANCORP INC COM STK
CBNK
| $2.71M | ﹤0.01% |
146,741
| – | – |
|
|
SRG
2699
Seritage Growth Properties
SRG
$136M
| $2.71M | ﹤0.01% |
53,507
-300
| -0.6% | -$14.5K |
|
2700
Home Bancorp
HBCP
$561M
| $2.7M | ﹤0.01% |
96,509
-715
| -0.7% | -$20.3K |
|
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.