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 | |
|---|---|---|---|---|---|---|
|
ORAN
2501
DELISTED
Orange
ORAN
| $5.22M | ﹤0.01% |
334,913
-20,008
| -6% | -$308K |
|
|
WSR
2502
DELISTED
Whitestone REIT
WSR
| $5.22M | ﹤0.01% |
375,765
+13,545
| +4% | +$202K |
|
|
CPL
2503
DELISTED
CPFL Energia S.A.
CPL
| $5.2M | ﹤0.01% |
351,126
-2,196
| -0.6% | -$31.2K |
|
2504
Chemours
CC
$2.5B
| $5.19M | ﹤0.01% |
324,256
| – | – |
|
|
USAP
2505
DELISTED
Universal Stainless & Alloy
USAP
| $5.18M | ﹤0.01% |
493,722
+3,293
| +0.7% | +$36.1K |
|
2506
Nomura Holdings
NMR
$28.3B
| $5.17M | ﹤0.01% |
1,162,551
+5,300
| +0.5% | +$22.9K |
|
|
FNGN
2507
DELISTED
Financial Engines, Inc.
FNGN
| $5.16M | ﹤0.01% |
173,655
-565
| -0.3% | -$16.4K |
|
2508
Nature's Sunshine
NATR
$354M
| $5.15M | ﹤0.01% |
321,754
+6,836
| +2% | +$89.2K |
|
|
QHC
2509
DELISTED
Quorum Health Corporation
QHC
| $5.15M | ﹤0.01% |
821,126
+89,075
| +12% | +$730K |
|
|
ELP
2510
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $5.13M | ﹤0.01% |
1,233,788
-417,340
| -25% | -$1.69M |
|
2511
Southern First Bancshares
SFST
$591M
| $5.09M | ﹤0.01% |
184,505
-8,199
| -4% | -$226K |
|
|
PWOD
2512
DELISTED
Penns Woods Bancorp
PWOD
| $5.06M | ﹤0.01% |
170,733
| – | – |
|
|
TLN
2513
DELISTED
Talen Energy Corporation
TLN
| $5.05M | ﹤0.01% |
364,633
-59,193
| -14% | -$813K |
|
|
PBPB
2514
DELISTED
Potbelly
PBPB
| $5.04M | ﹤0.01% |
405,790
+151,298
| +59% | +$1.96M |
|
|
SCX
2515
DELISTED
The L.S. Starrett Company
SCX
| $5.04M | ﹤0.01% |
512,797
-406
| -0.1% | -$4.6K |
|
|
IIP
2516
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $5M | ﹤0.01% |
3,029,375
+75,648
| +3% | +$125K |
|
|
ESV
2517
DELISTED
Ensco Rowan plc
ESV
| $5M | ﹤0.01% |
146,990
+121,049
| +467% | +$4.12M |
|
2518
Franco-Nevada
FNV
$41.1B
| $4.96M | ﹤0.01% |
70,957
+13,004
| +22% | +$974K |
|
2519
Apple Hospitality REIT
APLE
$3.9B
| $4.93M | ﹤0.01% |
+266,204
| New | +$5.17M |
|
|
HMNF
2520
DELISTED
HMN Financial Inc
HMNF
| $4.93M | ﹤0.01% |
346,720
-2,200
| -0.6% | -$31K |
|
|
NVTR
2521
DELISTED
Nuvectra Corporation Common Stock
NVTR
| $4.92M | ﹤0.01% |
711,683
-125
| -0% | -$859 |
|
|
UNAM
2522
DELISTED
Unico American Corp
UNAM
| $4.92M | ﹤0.01% |
433,283
| – | – |
|
|
IVAC
2523
DELISTED
Intevac Inc
IVAC
| $4.91M | ﹤0.01% |
832,898
-5,583
| -0.7% | -$33.2K |
|
2524
Teekay
TK
$1.01B
| $4.91M | ﹤0.01% |
636,755
-24,482
| -4% | -$170K |
|
2525
Nice
NICE
$5.79B
| $4.9M | ﹤0.01% |
73,196
-504
| -0.7% | -$33.6K |
|
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.