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 | |
|---|---|---|---|---|---|---|
|
DDC
2651
DELISTED
Dominion Diamond Corporation
DDC
| $3.22M | ﹤0.01% |
330,744
+1,376
| +0.4% | +$12.3K |
|
2652
Ultralife
ULBI
$86.4M
| $3.2M | ﹤0.01% |
779,546
-465
| -0.1% | -$2.04K |
|
|
VIA
2653
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
| $3.19M | ﹤0.01% |
43,790
+7,800
| +22% | +$543K |
|
|
DEST
2654
DELISTED
Destination Maternity Corporation
DEST
| $3.19M | ﹤0.01% |
449,858
+1,517
| +0.3% | +$8.86K |
|
2655
MIND Technology
MIND
$45.3M
| $3.18M | ﹤0.01% |
96,492
-32
| -0% | -$1.02K |
|
2656
ANI Pharmaceuticals
ANIP
$1.8B
| $3.18M | ﹤0.01% |
47,980
+33,654
| +235% | +$2.1M |
|
|
PMBC
2657
DELISTED
Pacific Mercantile Bancorp
PMBC
| $3.17M | ﹤0.01% |
429,502
+19,712
| +5% | +$142K |
|
2658
Ring Energy
REI
$315M
| $3.13M | ﹤0.01% |
286,092
+109,374
| +62% | +$1.02M |
|
|
MOCO
2659
DELISTED
Mocon Inc
MOCO
| $3.13M | ﹤0.01% |
199,102
+402
| +0.2% | +$6.11K |
|
|
MNDT
2660
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $3.12M | ﹤0.01% |
212,116
-11,075
| -5% | -$170K |
|
|
NRCIB
2661
DELISTED
National Research Corp Class B
NRCIB
| $3.12M | ﹤0.01% |
90,373
-327
| -0.4% | -$11.1K |
|
2662
RB Global
RBA
$20.4B
| $3.11M | ﹤0.01% |
88,675
+7,736
| +10% | +$252K |
|
|
NSA
2663
DELISTED
National Storage Affiliates Trust
NSA
| $3.11M | ﹤0.01% |
148,389
+97,268
| +190% | +$2.04M |
|
2664
Transcat
TRNS
$799M
| $3.08M | ﹤0.01% |
293,123
| – | – |
|
|
TERP
2665
DELISTED
TerraForm Power, Inc
TERP
| $3.07M | ﹤0.01% |
220,969
+11,000
| +5% | +$138K |
|
2666
C&F Financial
CFFI
$268M
| $3.06M | ﹤0.01% |
71,095
+1,036
| +1% | +$45.6K |
|
|
AC
2667
DELISTED
Associated Capital Group
AC
| $3.06M | ﹤0.01% |
86,592
-2,412
| -3% | -$76K |
|
2668
Grupo Aval
AVAL
$6.27B
| $3.05M | ﹤0.01% |
345,633
+1,200
| +0.3% | +$9.86K |
|
2669
CSP Inc
CSPI
$79.7M
| $3.05M | ﹤0.01% |
599,424
+6,184
| +1% | +$28K |
|
2670
Mizuho Financial
MFG
$127B
| $3.03M | ﹤0.01% |
901,973
-40,850
| -4% | -$133K |
|
|
ERF
2671
DELISTED
Enerplus Corporation
ERF
| $3.03M | ﹤0.01% |
472,234
| – | – |
|
2672
Friedman Industries
FRD
$240M
| $3.01M | ﹤0.01% |
565,080
-137
| -0% | -$773 |
|
2673
Simulations Plus
SLP
$369M
| $2.99M | ﹤0.01% |
338,701
-726
| -0.2% | -$6.03K |
|
|
SIFI
2674
DELISTED
SI Financial Group, Inc. NEW MD
SIFI
| $2.99M | ﹤0.01% |
226,323
+4,922
| +2% | +$65.4K |
|
|
SPNE
2675
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
| $2.98M | ﹤0.01% |
294,791
-1,183
| -0.4% | -$12.2K |
|
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.