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 | |
|---|---|---|---|---|---|---|
1826
CEVA Inc
CEVA
$910M
| $22.4M | 0.01% |
638,585
-800
| -0.1% | -$24.8K |
|
1827
Republic Bancorp
RBCAA
$1.95B
| $22.4M | 0.01% |
720,283
+4,457
| +0.6% | +$136K |
|
|
BMTC
1828
DELISTED
Bryn Mawr Bank Corp
BMTC
| $22.4M | 0.01% |
699,169
+31,389
| +5% | +$960K |
|
|
DSPG
1829
DELISTED
DSP Group Inc
DSPG
| $22.3M | 0.01% |
1,859,020
-2,249
| -0.1% | -$25K |
|
1830
AES
AES
$10.5B
| $22.3M | 0.01% |
1,737,205
+71,764
| +4% | +$894K |
|
|
DISH
1831
DELISTED
DISH Network Corp.
DISH
| $22.3M | 0.01% |
407,430
+46,091
| +13% | +$2.39M |
|
1832
Banco Santander Chile
BSAC
$16.3B
| $22.3M | 0.01% |
1,077,238
-30,061
| -3% | -$628K |
|
1833
First Community Bankshares
FCBC
$900M
| $22.3M | 0.01% |
898,425
+33,151
| +4% | +$780K |
|
1834
Rush Enterprises Class B
RUSHB
$6.04B
| $22.2M | 0.01% |
2,057,107
-64,580
| -3% | -$672K |
|
|
PES
1835
DELISTED
Pioneer Energy Services Corp.
PES
| $22.2M | 0.01% |
5,493,236
+416,392
| +8% | +$1.54M |
|
1836
FerroAtlántica
GSM
$594M
| $22.2M | 0.01% |
2,454,022
+484,924
| +25% | +$4.32M |
|
1837
Franklin Covey
FC
$242M
| $22.2M | 0.01% |
1,244,111
-14,661
| -1% | -$237K |
|
|
BREW
1838
DELISTED
Craft Brew Alliance, Inc.
BREW
| $22.1M | 0.01% |
1,174,347
+69,103
| +6% | +$1.08M |
|
1839
ArcelorMittal
MT
$52.9B
| $22.1M | 0.01% |
1,218,566
-8,009
| -0.7% | -$142K |
|
|
SPA
1840
DELISTED
Sparton
SPA
| $22M | 0.01% |
836,449
+692
| +0.1% | +$15.9K |
|
1841
Financial Institutions
FISI
$816M
| $22M | 0.01% |
810,194
+14,854
| +2% | +$397K |
|
1842
MGIC Investment
MTG
$6.16B
| $22M | 0.01% |
2,744,147
+195,193
| +8% | +$1.45M |
|
1843
Miller Industries
MLR
$573M
| $21.9M | 0.01% |
962,920
-1,064
| -0.1% | -$23K |
|
1844
SEI Investments
SEIC
$12.4B
| $21.9M | 0.01% |
479,832
+27,459
| +6% | +$1.29M |
|
|
FRGI
1845
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $21.8M | 0.01% |
907,714
+597
| +0.1% | +$14.4K |
|
1846
STAG Industrial
STAG
$7.38B
| $21.8M | 0.01% |
888,710
+10,070
| +1% | +$246K |
|
|
RAD
1847
DELISTED
Rite Aid Corporation
RAD
| $21.8M | 0.01% |
141,603
+2,762
| +2% | +$412K |
|
1848
DigitalBridge
DBRG
$2.93B
| $21.7M | 0.01% |
419,479
+126,925
| +43% | +$6.05M |
|
1849
Lindsay Corp
LNN
$1.13B
| $21.6M | 0.01% |
292,064
-1,280
| -0.4% | -$90.7K |
|
1850
Korea Electric Power
KEP
$15.3B
| $21.6M | 0.01% |
884,072
+33,420
| +4% | +$882K |
|
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.