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 | |
|---|---|---|---|---|---|---|
2401
Crawford & Co Class A
CRD.A
$532M
| $6.76M | ﹤0.01% |
755,077
+6,049
| +0.8% | +$53.6K |
|
2402
Ollie's Bargain Outlet
OLLI
$4.44B
| $6.75M | ﹤0.01% |
+257,618
| New | +$6.72M |
|
2403
Key Tronic
KTCC
$42.8M
| $6.74M | ﹤0.01% |
904,577
+3,977
| +0.4% | +$30K |
|
|
ALR
2404
DELISTED
AlerisLife Inc
ALR
| $6.74M | ﹤0.01% |
352,840
-2,220
| -0.6% | -$47.5K |
|
2405
InterContinental Hotels
IHG
$23.9B
| $6.73M | ﹤0.01% |
147,088
+3,399
| +2% | +$156K |
|
|
FGH
2406
DELISTED
FG Group Holdings Inc.
FGH
| $6.73M | ﹤0.01% |
961,171
-1,339
| -0.1% | -$7.7K |
|
2407
Oppenheimer Holdings
OPY
$1.14B
| $6.73M | ﹤0.01% |
470,686
+16,976
| +4% | +$264K |
|
2408
Richardson Electronics
RELL
$267M
| $6.73M | ﹤0.01% |
992,084
-14,916
| -1% | -$94.5K |
|
2409
Barrett Business Services
BBSI
$959M
| $6.72M | ﹤0.01% |
541,988
+129,220
| +31% | +$1.46M |
|
2410
Nokia
NOK
$51B
| $6.72M | ﹤0.01% |
1,160,178
-13,746
| -1% | -$78.1K |
|
2411
Eastern Company
EML
$143M
| $6.69M | ﹤0.01% |
333,876
| – | – |
|
|
DATA
2412
DELISTED
Tableau Software, Inc.
DATA
| $6.69M | ﹤0.01% |
120,988
+73,082
| +153% | +$4.02M |
|
|
ENOC
2413
DELISTED
EnerNOC, Inc.
ENOC
| $6.68M | ﹤0.01% |
1,235,057
-40,434
| -3% | -$246K |
|
2414
Liberty Global Class A
LBTYA
$3.62B
| $6.67M | ﹤0.01% |
195,282
-87,650
| -31% | -$2.78M |
|
|
EOCA
2415
DELISTED
Endesa Americas S.A.
EOCA
| $6.67M | ﹤0.01% |
487,451
| – | – |
|
|
EGIO
2416
DELISTED
Edgio, Inc. Common Stock
EGIO
| $6.66M | ﹤0.01% |
88,983
-485
| -0.5% | -$32.7K |
|
2417
Allient
ALNT
$1.49B
| $6.65M | ﹤0.01% |
527,847
+19,017
| +4% | +$271K |
|
|
PAMT
2418
PAMT Corp
PAMT
$337M
| $6.65M | ﹤0.01% |
1,328,168
-196
| -0% | -$936 |
|
2419
Twin Disc
TWIN
$329M
| $6.64M | ﹤0.01% |
554,466
+10,820
| +2% | +$120K |
|
|
GCP
2420
DELISTED
GCP Applied Technologies Inc.
GCP
| $6.59M | ﹤0.01% |
232,560
+41,525
| +22% | +$1.15M |
|
|
KYO
2421
DELISTED
Kyocera Adr
KYO
| $6.58M | ﹤0.01% |
136,788
+714
| +0.5% | +$34.4K |
|
2422
Napco Security Technologies
NSSC
$1.32B
| $6.57M | ﹤0.01% |
1,826,058
+15,874
| +0.9% | +$56.2K |
|
2423
Consolidated Water Co
CWCO
$467M
| $6.57M | ﹤0.01% |
565,607
+1,216
| +0.2% | +$15.5K |
|
|
INDT
2424
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $6.56M | ﹤0.01% |
206,991
-326
| -0.2% | -$10.3K |
|
|
MORE
2425
DELISTED
Monogram Residential Trust, Inc.
MORE
| $6.54M | ﹤0.01% |
614,927
+193,871
| +46% | +$2.02M |
|
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.