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 | |
|---|---|---|---|---|---|---|
2626
Bridgford Foods
BRID
$57.6M
| $3.43M | ﹤0.01% |
265,366
| – | – |
|
2627
PennyMac Financial
PFSI
$3.92B
| $3.42M | ﹤0.01% |
201,248
+42,706
| +27% | +$648K |
|
|
EBTC
2628
DELISTED
Enterprise Bancorp
EBTC
| $3.42M | ﹤0.01% |
122,217
+1,422
| +1% | +$35.1K |
|
|
NCIT
2629
DELISTED
NCI, Inc.
NCIT
| $3.42M | ﹤0.01% |
295,394
+3,842
| +1% | +$48K |
|
2630
Alto Ingredients
ALTO
$369M
| $3.42M | ﹤0.01% |
494,314
+382,528
| +342% | +$2.46M |
|
|
CHFN
2631
DELISTED
Charter Financial Corp
CHFN
| $3.39M | ﹤0.01% |
263,149
+19,379
| +8% | +$255K |
|
|
KONA
2632
DELISTED
Kona Grill, Inc.
KONA
| $3.37M | ﹤0.01% |
267,928
-3,800
| -1% | -$47.4K |
|
|
EVDY
2633
DELISTED
Everyday Health, Inc.
EVDY
| $3.36M | ﹤0.01% |
437,464
+147,822
| +51% | +$1.16M |
|
2634
Travelzoo
TZOO
$74.3M
| $3.35M | ﹤0.01% |
260,736
+13,886
| +6% | +$155K |
|
|
MSL
2635
DELISTED
Midsouth Bancorp, Inc.
MSL
| $3.34M | ﹤0.01% |
321,380
| – | – |
|
|
PVG
2636
DELISTED
PRETIUM RESOURCES INC.
PVG
| $3.34M | ﹤0.01% |
325,217
| – | – |
|
|
FOLD
2637
DELISTED
Amicus Therapeutics
FOLD
| $3.33M | ﹤0.01% |
450,076
+14,340
| +3% | +$96.9K |
|
2638
Unity Bancorp
UNTY
$591M
| $3.32M | ﹤0.01% |
258,738
-10
| -0% | -$117 |
|
|
BSQR
2639
DELISTED
BSQUARE Corporation
BSQR
| $3.31M | ﹤0.01% |
673,572
| – | – |
|
|
BVH
2640
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $3.31M | ﹤0.01% |
32,079
| – | – |
|
|
CQH
2641
DELISTED
Cheniere Energy Partners LP Holdings LLC
CQH
| $3.31M | ﹤0.01% |
145,407
+43,106
| +42% | +$877K |
|
2642
James River Group Holdings
JRVR
$208M
| $3.28M | ﹤0.01% |
90,546
+63,950
| +240% | +$2.25M |
|
|
CNCE
2643
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $3.27M | ﹤0.01% |
323,724
-4,743
| -1% | -$51.8K |
|
|
YZC
2644
DELISTED
Yanzhou Coal Mining
YZC
| $3.27M | ﹤0.01% |
482,044
-1,942
| -0.4% | -$12.1K |
|
|
PHLT
2645
DELISTED
Performant Healthcare Inc
PHLT
| $3.26M | ﹤0.01% |
1,105,040
-4,641
| -0.4% | -$10.2K |
|
|
PRGX
2646
DELISTED
PRGX Global, Inc.
PRGX
| $3.25M | ﹤0.01% |
690,637
+4,090
| +0.6% | +$20.1K |
|
|
RST
2647
DELISTED
ROSETTA STONE INC
RST
| $3.24M | ﹤0.01% |
382,550
-50,420
| -12% | -$422K |
|
2648
Shake Shack
SHAK
$2.53B
| $3.24M | ﹤0.01% |
+93,463
| New | +$3.46M |
|
2649
Magnachip Semiconductor
MX
$119M
| $3.23M | ﹤0.01% |
387,907
+31,059
| +9% | +$226K |
|
|
PLPM
2650
DELISTED
Planet Payment, Inc
PLPM
| $3.22M | ﹤0.01% |
868,847
+211,901
| +32% | +$835K |
|
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.