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 | |
|---|---|---|---|---|---|---|
2776
Tenaris
TS
$28.9B
| $2.07M | ﹤0.01% |
72,770
-331
| -0.5% | -$9.09K |
|
|
STRR
2777
Star Equity Holdings
STRR
$39.9M
| $2.06M | ﹤0.01% |
133,675
-437
| -0.3% | -$8.15K |
|
2778
Clear Channel Outdoor Holdings
CCO
$1.23B
| $2.06M | ﹤0.01% |
351,961
+29,256
| +9% | +$192K |
|
2779
Virco
VIRC
$95.2M
| $2.04M | ﹤0.01% |
494,812
-865
| -0.2% | -$3.79K |
|
2780
Eldorado Gold
EGO
$7.87B
| $2.04M | ﹤0.01% |
103,834
-1,872
| -2% | -$38.7K |
|
2781
Amtech Systems
ASYS
$268M
| $2.02M | ﹤0.01% |
407,774
| – | – |
|
2782
NVE Corp
NVEC
$562M
| $2.02M | ﹤0.01% |
34,207
+2,458
| +8% | +$143K |
|
2783
Open Text
OTEX
$6.15B
| $2.01M | ﹤0.01% |
62,078
| – | – |
|
2784
Atlantic American Corp
AAME
$31.4M
| $2M | ﹤0.01% |
613,768
-1,005
| -0.2% | -$3.73K |
|
2785
GoDaddy
GDDY
$11B
| $1.99M | ﹤0.01% |
+57,663
| New | +$1.84M |
|
|
NAME
2786
DELISTED
Rightside Group, Ltd.
NAME
| $1.98M | ﹤0.01% |
218,016
+13,349
| +7% | +$140K |
|
2787
Vaalco Energy
EGY
$570M
| $1.97M | ﹤0.01% |
2,121,918
-289,712
| -12% | -$285K |
|
|
PRTY
2788
DELISTED
Party City Holdco Inc.
PRTY
| $1.97M | ﹤0.01% |
+114,999
| New | +$1.91M |
|
2789
Climb Global Solutions
CLMB
$500M
| $1.97M | ﹤0.01% |
443,276
-364
| -0.1% | -$1.62K |
|
|
STAY
2790
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $1.95M | ﹤0.01% |
137,371
+69,733
| +103% | +$1.01M |
|
|
CVLY
2791
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $1.95M | ﹤0.01% |
108,309
+6,627
| +7% | +$115K |
|
2792
Kodak
KODK
$822M
| $1.95M | ﹤0.01% |
129,912
+54,805
| +73% | +$869K |
|
2793
LGI Homes
LGIH
$1.27B
| $1.94M | ﹤0.01% |
52,583
+964
| +2% | +$34K |
|
2794
Lands' End
LE
$370M
| $1.93M | ﹤0.01% |
133,065
-3,483
| -3% | -$57.7K |
|
2795
Rocky Mountain Chocolate Factory
RMCF
$7.93M
| $1.93M | ﹤0.01% |
183,742
| – | – |
|
2796
Comscore
SCOR
$106M
| $1.92M | ﹤0.01% |
3,126
-2,962
| -49% | -$1.68M |
|
|
MN
2797
DELISTED
MANNING & NAPIER, INC.
MN
| $1.89M | ﹤0.01% |
266,831
+23,974
| +10% | +$192K |
|
2798
Stellantis
STLA
$16.7B
| $1.89M | ﹤0.01% |
295,866
+270,967
| +1,088% | +$1.78M |
|
|
FSBK
2799
DELISTED
First South Bancorp Inc/VA
FSBK
| $1.89M | ﹤0.01% |
195,274
-238
| -0.1% | -$2.31K |
|
2800
CarParts.com
PRTS
$43.7M
| $1.88M | ﹤0.01% |
57,215
+12,644
| +28% | +$481K |
|
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.