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 | |
|---|---|---|---|---|---|---|
|
BFIN
1851
DELISTED
BankFinancial
BFIN
| $21.6M | 0.01% |
1,698,487
-6,570
| -0.4% | -$81.4K |
|
|
TESO
1852
DELISTED
Tesco Corp
TESO
| $21.6M | 0.01% |
2,642,750
-85,481
| -3% | -$604K |
|
1853
Medifast
MED
$109M
| $21.6M | 0.01% |
570,403
+8,268
| +1% | +$296K |
|
1854
Bassett Furniture
BSET
$164M
| $21.5M | 0.01% |
926,398
-703
| -0.1% | -$17.8K |
|
1855
Ducommun
DCO
$2.7B
| $21.5M | 0.01% |
942,866
+45,029
| +5% | +$964K |
|
1856
Park-Ohio Holdings
PKOH
$575M
| $21.5M | 0.01% |
589,378
+20,590
| +4% | +$686K |
|
|
SC
1857
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $21.4M | 0.01% |
1,760,908
+593,709
| +51% | +$6.85M |
|
|
LBY
1858
DELISTED
Libbey, Inc.
LBY
| $21.4M | 0.01% |
1,198,663
+25,293
| +2% | +$442K |
|
1859
Cohen & Steers
CNS
$4.23B
| $21.4M | 0.01% |
500,296
+53,799
| +12% | +$2.28M |
|
1860
ATI
ATI
$25.6B
| $21.4M | 0.01% |
1,183,540
-18,813
| -2% | -$312K |
|
1861
1-800-Flowers.com
FLWS
$250M
| $21.4M | 0.01% |
2,330,567
+156,285
| +7% | +$1.45M |
|
1862
MDU Resources
MDU
$4.17B
| $21.4M | 0.01% |
2,209,290
+183,721
| +9% | +$1.68M |
|
|
SGI
1863
Somnigroup International
SGI
$13.7B
| $21.4M | 0.01% |
1,506,736
-1,030,388
| -41% | -$18.4M |
|
|
IL
1864
DELISTED
IntraLinks Holdings Inc.
IL
| $21.4M | 0.01% |
2,124,137
+4,639
| +0.2% | +$39.3K |
|
1865
Mercantile Bank Corp
MBWM
$1.04B
| $21.4M | 0.01% |
795,697
+22,590
| +3% | +$585K |
|
1866
Superior Group of Companies
SGC
$185M
| $21.3M | 0.01% |
1,076,144
-12,344
| -1% | -$221K |
|
|
PSTB
1867
DELISTED
Park Sterling Corp.
PSTB
| $21.3M | 0.01% |
2,618,834
+109,825
| +4% | +$872K |
|
|
CSRA
1868
DELISTED
CSRA Inc.
CSRA
| $21.2M | 0.01% |
788,436
-7,279
| -0.9% | -$188K |
|
|
SCG
1869
DELISTED
Scana
SCG
| $21.2M | 0.01% |
293,031
+16,479
| +6% | +$1.2M |
|
1870
Calix
CALX
$2.26B
| $21.2M | 0.01% |
2,884,476
+94,225
| +3% | +$706K |
|
1871
Banco Santander
SAN
$201B
| $21.2M | 0.01% |
5,008,811
-191,149
| -4% | -$781K |
|
1872
Entravision Communication
EVC
$1.03B
| $21.2M | 0.01% |
2,773,708
-7,982
| -0.3% | -$59.4K |
|
1873
Autodesk
ADSK
$49.5B
| $21.1M | 0.01% |
291,844
-4,941
| -2% | -$311K |
|
|
NXGN
1874
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $21.1M | 0.01% |
1,862,575
-44,503
| -2% | -$534K |
|
1875
CenterPoint Energy
CNP
$27.7B
| $21M | 0.01% |
905,851
+79,659
| +10% | +$1.86M |
|
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.