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 | |
|---|---|---|---|---|---|---|
2451
Natural Alternatives International
NAII
$14.4M
| $6.1M | ﹤0.01% |
464,564
+4,408
| +1% | +$47.5K |
|
|
SEAC
2452
DELISTED
Seachange International Inc
SEAC
| $6.1M | ﹤0.01% |
102,035
-2,216
| -2% | -$138K |
|
2453
Dime Commercial Bancshares
DCOM
$1.8B
| $6.08M | ﹤0.01% |
212,646
+54,607
| +35% | +$1.61M |
|
|
SALM
2454
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $6.08M | ﹤0.01% |
1,033,081
+57,791
| +6% | +$391K |
|
2455
Expro Ltd
XPRO
$1.79B
| $6.04M | ﹤0.01% |
77,468
+27,960
| +56% | +$2.16M |
|
2456
Ampco-Pittsburgh
AP
$163M
| $6M | ﹤0.01% |
541,374
+23,231
| +4% | +$272K |
|
2457
Four Corners Property Trust
FCPT
$2.81B
| $5.99M | ﹤0.01% |
280,877
+121,840
| +77% | +$2.56M |
|
2458
Crawford & Co Class B
CRD.B
$491M
| $5.97M | ﹤0.01% |
526,415
+2,789
| +0.5% | +$30.7K |
|
|
HWCC
2459
DELISTED
Houston Wire & Cable Company
HWCC
| $5.94M | ﹤0.01% |
959,590
+1,663
| +0.2% | +$9.61K |
|
|
BHBK
2460
DELISTED
Blue Hills Bancorp, Inc.
BHBK
| $5.91M | ﹤0.01% |
393,369
+75,775
| +24% | +$1.1M |
|
2461
Celestica
CLS
$38.1B
| $5.83M | ﹤0.01% |
538,505
+26,185
| +5% | +$275K |
|
|
SRT
2462
DELISTED
Startek Inc.
SRT
| $5.81M | ﹤0.01% |
931,487
-6,622
| -0.7% | -$32.8K |
|
|
TTSH
2463
DELISTED
Tile Shop Holdings
TTSH
| $5.78M | ﹤0.01% |
349,162
+209,156
| +149% | +$3.59M |
|
|
MNI
2464
DELISTED
The McClatchy Company Class A Common Stock
MNI
| $5.75M | ﹤0.01% |
356,561
+19,126
| +6% | +$321K |
|
|
FBNK
2465
DELISTED
First Connecticut Bancorp, Inc
FBNK
| $5.74M | ﹤0.01% |
322,869
+17,254
| +6% | +$294K |
|
2466
Dorian LPG
LPG
$2.03B
| $5.74M | ﹤0.01% |
956,682
+5,273
| +0.6% | +$32.6K |
|
|
NWY
2467
DELISTED
New York & Co Inc
NWY
| $5.72M | ﹤0.01% |
2,529,692
-19,626
| -0.8% | -$39.1K |
|
2468
NLI Holdings
NL
$281M
| $5.71M | ﹤0.01% |
1,451,654
-640
| -0% | -$2.26K |
|
|
NVEE
2469
DELISTED
NV5 Global
NVEE
| $5.66M | ﹤0.01% |
701,068
+178,008
| +34% | +$1.41M |
|
2470
Compañía de Minas Buenaventura
BVN
$7.69B
| $5.64M | ﹤0.01% |
407,232
+11,533
| +3% | +$161K |
|
|
BHR
2471
Braemar Hotels & Resorts
BHR
$156M
| $5.63M | ﹤0.01% |
403,045
| – | – |
|
2472
Commercial Vehicle Group
CVGI
$154M
| $5.63M | ﹤0.01% |
973,225
+255,509
| +36% | +$1.26M |
|
|
EMKR
2473
DELISTED
Emcore Corp
EMKR
| $5.6M | ﹤0.01% |
98,222
-566
| -0.6% | -$31.2K |
|
|
NSR
2474
DELISTED
Neustar Inc
NSR
| $5.58M | ﹤0.01% |
210,003
-61
| -0% | -$1.52K |
|
|
TESS
2475
DELISTED
Tessco Technologies Inc
TESS
| $5.56M | ﹤0.01% |
447,752
-815
| -0.2% | -$10.7K |
|
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.