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 | |
|---|---|---|---|---|---|---|
2701
Malibu Boats
MBUU
$541M
| $2.7M | ﹤0.01% |
181,050
+12,400
| +7% | +$170K |
|
|
GLF
2702
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $2.7M | ﹤0.01% |
1,605,833
-208,542
| -11% | -$545K |
|
2703
First United
FUNC
$285M
| $2.66M | ﹤0.01% |
214,750
| – | – |
|
2704
Bank of Marin Bancorp
BMRC
$472M
| $2.65M | ﹤0.01% |
106,690
+3,182
| +3% | +$78.9K |
|
|
SENEB
2705
Seneca Foods Class B
SENEB
| $2.65M | ﹤0.01% |
72,399
| – | – |
|
2706
Ark Restaurants
ARKR
$20.4M
| $2.64M | ﹤0.01% |
116,323
| – | – |
|
|
SPIL
2707
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $2.63M | ﹤0.01% |
354,653
| – | – |
|
2708
SIFCO Industries
SIF
$161M
| $2.6M | ﹤0.01% |
261,283
-1,142
| -0.4% | -$9.16K |
|
|
SQBG
2709
DELISTED
Sequential Brands Group, Inc.
SQBG
| $2.6M | ﹤0.01% |
8,121
+6,006
| +284% | +$1.83M |
|
|
NAV
2710
DELISTED
Navistar International
NAV
| $2.6M | ﹤0.01% |
113,427
+4,800
| +4% | +$73K |
|
|
FGL
2711
DELISTED
Fidelity & Guaranty Life
FGL
| $2.6M | ﹤0.01% |
111,944
| – | – |
|
2712
GSI Technology
GSIT
$215M
| $2.59M | ﹤0.01% |
546,814
+3,863
| +0.7% | +$18.3K |
|
|
BBRG
2713
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $2.57M | ﹤0.01% |
536,769
+1,107
| +0.2% | +$6.66K |
|
2714
BCB Bancorp
BCBP
$173M
| $2.56M | ﹤0.01% |
228,032
+533
| +0.2% | +$5.75K |
|
2715
Pembina Pipeline
PBA
$28.4B
| $2.56M | ﹤0.01% |
84,213
+15,536
| +23% | +$468K |
|
2716
Landmark Bancorp
LARK
$191M
| $2.56M | ﹤0.01% |
158,555
| – | – |
|
2717
El Pollo Loco
LOCO
$501M
| $2.55M | ﹤0.01% |
202,734
+12,793
| +7% | +$172K |
|
2718
Angi Inc
ANGI
$229M
| $2.54M | ﹤0.01% |
25,603
| – | – |
|
2719
CAE Inc. Common Shares
CAE
$8.3B
| $2.54M | ﹤0.01% |
178,029
+46,090
| +35% | +$626K |
|
2720
Immersion
IMMR
$251M
| $2.53M | ﹤0.01% |
309,738
| – | – |
|
|
CIE
2721
DELISTED
Cobalt International Energy, Inc
CIE
| $2.51M | ﹤0.01% |
135,099
-22,338
| -14% | -$415K |
|
|
CUNB
2722
DELISTED
CU Bancorp
CUNB
| $2.51M | ﹤0.01% |
110,069
+22,694
| +26% | +$545K |
|
|
HFBC
2723
DELISTED
HopFed Bancorp Inc
HFBC
| $2.51M | ﹤0.01% |
223,833
+948
| +0.4% | +$10.9K |
|
|
FRP
2724
DELISTED
Fairpoint Communications, Inc.
FRP
| $2.51M | ﹤0.01% |
166,960
+23,211
| +16% | +$340K |
|
|
PDS
2725
Precision Drilling
PDS
$999M
| $2.49M | ﹤0.01% |
29,797
| – | – |
|
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.