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 | |
|---|---|---|---|---|---|---|
|
PGEM
2176
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $11.8M | 0.01% |
886,132
+104,684
| +13% | +$1.51M |
|
|
RNWK
2177
DELISTED
RealNetworks Inc
RNWK
| $11.8M | 0.01% |
2,645,382
-12,833
| -0.5% | -$57.2K |
|
2178
Western New England Bancorp
WNEB
$259M
| $11.8M | 0.01% |
1,536,476
-7,684
| -0.5% | -$59K |
|
|
HT
2179
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $11.7M | 0.01% |
651,440
+5,276
| +0.8% | +$99.5K |
|
|
VWTR
2180
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $11.7M | 0.01% |
994,093
+63,395
| +7% | +$667K |
|
|
BFS
2181
Saul Centers
BFS
$836M
| $11.6M | 0.01% |
174,464
+1,500
| +0.9% | +$98.7K |
|
2182
American Coastal Insurance
ACIC
$515M
| $11.6M | 0.01% |
682,642
+61,461
| +10% | +$975K |
|
2183
Teekay Tankers
TNK
$2.75B
| $11.6M | 0.01% |
571,709
+7,967
| +1% | +$179K |
|
|
FCH
2184
DELISTED
Felcor Lodging Trust
FCH
| $11.6M | 0.01% |
1,798,455
+12,600
| +0.7% | +$82.1K |
|
|
HDNG
2185
DELISTED
Hardinge Inc
HDNG
| $11.5M | 0.01% |
1,035,910
+12,700
| +1% | +$134K |
|
|
CUTR
2186
DELISTED
Cutera, Inc.
CUTR
| $11.4M | 0.01% |
959,722
-25,121
| -3% | -$279K |
|
2187
Ultrapar
UGP
$6.95B
| $11.4M | 0.01% |
1,044,368
| – | – |
|
2188
VEON
VEON
$3.62B
| $11.4M | 0.01% |
131,230
+13,518
| +11% | +$1.36M |
|
2189
Regional Management Corp
RM
$301M
| $11.4M | 0.01% |
526,469
+71,761
| +16% | +$1.4M |
|
2190
Peapack-Gladstone Financial
PGC
$815M
| $11.4M | 0.01% |
507,771
+23,124
| +5% | +$470K |
|
|
WMGI
2191
DELISTED
Wright Medical Group Inc
WMGI
| $11.3M | 0.01% |
461,103
+4,793
| +1% | +$110K |
|
|
GCAP
2192
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $11.3M | 0.01% |
1,825,690
+49,598
| +3% | +$323K |
|
|
ATHN
2193
DELISTED
Athenahealth, Inc.
ATHN
| $11.2M | 0.01% |
88,990
+5,006
| +6% | +$637K |
|
|
RFP
2194
DELISTED
Resolute Forest Products Inc.
RFP
| $11.2M | 0.01% |
2,367,147
+96,137
| +4% | +$524K |
|
|
TBHC
2195
DELISTED
The Brand House Collective
TBHC
| $11.2M | 0.01% |
918,690
+19,345
| +2% | +$270K |
|
2196
RH
RH
$3.13B
| $11.1M | 0.01% |
322,189
-22,712
| -7% | -$723K |
|
2197
Core Molding Technologies
CMT
$202M
| $11.1M | 0.01% |
659,048
+4,515
| +0.7% | +$67.5K |
|
|
BT
2198
DELISTED
BT Group plc (ADR)
BT
| $11.1M | 0.01% |
437,631
-751
| -0.2% | -$19.7K |
|
2199
Distribution Solutions Group
DSGR
$1.6B
| $11.1M | 0.01% |
1,254,922
-8,258
| -0.7% | -$73.4K |
|
|
MNTA
2200
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $11.1M | 0.01% |
951,660
-5,063
| -0.5% | -$59.5K |
|
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.