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 | |
|---|---|---|---|---|---|---|
3076
Koss Corp
KOSS
$34.8M
| $476K | ﹤0.01% |
218,540
-4,930
| -2% | -$10.2K |
|
3077
W&T Offshore
WTI
$515M
| $476K | ﹤0.01% |
270,286
-493,282
| -65% | -$932K |
|
3078
Electromed
ELMD
$333M
| $471K | ﹤0.01% |
103,444
+21,720
| +27% | +$98.4K |
|
|
AGFS
3079
DELISTED
AgroFresh Solutions Inc
AGFS
| $471K | ﹤0.01% |
88,991
-2,102
| -2% | -$12.2K |
|
3080
Hennessy Advisors
HNNA
$77.6M
| $468K | ﹤0.01% |
19,805
+5,883
| +42% | +$139K |
|
|
CRC
3081
DELISTED
California Resources Corporation
CRC
| $466K | ﹤0.01% |
37,254
-314,942
| -89% | -$3.59M |
|
3082
Valhi
VHI
$391M
| $465K | ﹤0.01% |
16,830
| – | – |
|
3083
Mid Penn Bancorp
MPB
$976M
| $463K | ﹤0.01% |
24,851
| – | – |
|
|
VSR
3084
DELISTED
Versar, Inc.
VSR
| $462K | ﹤0.01% |
296,398
-19,758
| -6% | -$28.3K |
|
|
WVFC
3085
DELISTED
WVS Financial Corp
WVFC
| $456K | ﹤0.01% |
35,915
| – | – |
|
|
QBAK
3086
DELISTED
Qualstar Corp
QBAK
| $444K | ﹤0.01% |
114,032
-5,276
| -4% | -$22.3K |
|
3087
Ardelyx
ARDX
$1.25B
| $440K | ﹤0.01% |
+34,041
| New | +$357K |
|
|
RBPAA
3088
DELISTED
Royal Bancshares Of Pennsylvania Inc
RBPAA
| $434K | ﹤0.01% |
183,992
+4,440
| +2% | +$10.6K |
|
3089
Summit State Bank
SSBI
$84.5M
| $432K | ﹤0.01% |
43,709
| – | – |
|
|
ALTA
3090
DELISTED
Altabancorp
ALTA
| $429K | ﹤0.01% |
+21,089
| New | +$400K |
|
|
ACGN
3091
DELISTED
Aceragen Inc
ACGN
| $428K | ﹤0.01% |
1,232
-368
| -23% | -$97.3K |
|
|
ARAV
3092
DELISTED
Aravive, Inc. Common Stock
ARAV
| $424K | ﹤0.01% |
5,769
+2,371
| +70% | +$171K |
|
3093
MiMedx Group
MDXG
$622M
| $413K | ﹤0.01% |
48,199
| – | – |
|
|
EMWP
3094
DELISTED
Eros Media World PLC
EMWP
| $400K | ﹤0.01% |
1,306
+444
| +52% | +$152K |
|
|
JNP
3095
DELISTED
Juniper Pharmaceuticals, Inc. Common Stock
JNP
| $397K | ﹤0.01% |
71,531
-1,875
| -3% | -$12.4K |
|
3096
Mercado Libre
MELI
$95.6B
| $395K | ﹤0.01% |
+2,138
| New | +$354K |
|
|
VXRT
3097
DELISTED
Vaxart
VXRT
| $393K | ﹤0.01% |
18,619
-191
| -1% | -$3.02K |
|
|
FBMS
3098
DELISTED
The First Bancshares, Inc.
FBMS
| $393K | ﹤0.01% |
20,239
| – | – |
|
|
EVOL
3099
DELISTED
Evolving Systems, Inc.
EVOL
| $393K | ﹤0.01% |
90,269
| – | – |
|
3100
Alpha Pro Tech
APT
$50.7M
| $391K | ﹤0.01% |
108,610
+31,781
| +41% | +$92K |
|
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.