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 | |
|---|---|---|---|---|---|---|
2426
Biglari Holdings Class B
BH
$1.25B
| $6.51M | ﹤0.01% |
22,412
+3,002
| +15% | +$857K |
|
|
AV
2427
DELISTED
Aviva Plc
AV
| $6.5M | ﹤0.01% |
565,024
+243,023
| +75% | +$2.64M |
|
2428
Bar Harbor Bankshares
BHB
$665M
| $6.5M | ﹤0.01% |
265,311
+6,310
| +2% | +$153K |
|
2429
Logitech
LOGI
$14.7B
| $6.47M | ﹤0.01% |
288,308
+3,279
| +1% | +$65.8K |
|
|
ANCX
2430
DELISTED
Access National Corp
ANCX
| $6.41M | ﹤0.01% |
268,242
-2,463
| -0.9% | -$54.3K |
|
|
CBR
2431
DELISTED
CIBER Inc.
CBR
| $6.4M | ﹤0.01% |
5,568,064
-314,040
| -5% | -$405K |
|
2432
Greif Class B
GEF.B
$4.11B
| $6.39M | ﹤0.01% |
105,522
+2,062
| +2% | +$113K |
|
2433
Foster
FSTR
$430M
| $6.39M | ﹤0.01% |
531,747
-23,920
| -4% | -$265K |
|
2434
Caesars Entertainment
CZR
$6.06B
| $6.38M | ﹤0.01% |
454,122
| – | – |
|
2435
eHealth
EHTH
$42.2M
| $6.38M | ﹤0.01% |
569,036
+137,608
| +32% | +$1.62M |
|
2436
Travere Therapeutics
TVTX
$5.2B
| $6.38M | ﹤0.01% |
285,049
+228,786
| +407% | +$4.36M |
|
2437
Geospace Technologies
GEOS
$94.6M
| $6.33M | ﹤0.01% |
324,986
+11,130
| +4% | +$192K |
|
2438
DMC Global
BOOM
$138M
| $6.32M | ﹤0.01% |
593,121
+44,729
| +8% | +$490K |
|
2439
Graham Corp
GHM
$1.12B
| $6.29M | ﹤0.01% |
329,434
+3,909
| +1% | +$73.7K |
|
|
LEAF
2440
DELISTED
Leaf Group Ltd.
LEAF
| $6.28M | ﹤0.01% |
1,103,780
+11,680
| +1% | +$65.8K |
|
|
CLMS
2441
DELISTED
Calamos Asset Management, Inc.
CLMS
| $6.28M | ﹤0.01% |
920,497
-1,674
| -0.2% | -$11.8K |
|
2442
Hingham Institution for Saving
HIFS
$627M
| $6.27M | ﹤0.01% |
45,251
-639
| -1% | -$84K |
|
2443
TIM SA
TIMB
$9.16B
| $6.25M | ﹤0.01% |
510,227
-1,100
| -0.2% | -$13.6K |
|
2444
Clearfield
CLFD
$411M
| $6.24M | ﹤0.01% |
331,728
-7,616
| -2% | -$141K |
|
2445
Riverview Bancorp
RVSB
$107M
| $6.2M | ﹤0.01% |
1,152,873
+18,384
| +2% | +$92.3K |
|
|
VMW
2446
DELISTED
VMware, Inc
VMW
| $6.2M | ﹤0.01% |
84,520
+10,731
| +15% | +$755K |
|
2447
Heritage Insurance Holdings
HRTG
$889M
| $6.17M | ﹤0.01% |
427,878
+18,000
| +4% | +$237K |
|
2448
CNB Financial Corp
CCNE
$1.04B
| $6.15M | ﹤0.01% |
290,570
+11,349
| +4% | +$220K |
|
2449
Ambarella
AMBA
$3.77B
| $6.15M | ﹤0.01% |
83,521
+79,508
| +1,981% | +$4.98M |
|
|
GOOD
2450
Gladstone Commercial Corp
GOOD
$605M
| $6.11M | ﹤0.01% |
328,008
+20,773
| +7% | +$373K |
|
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.