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 | |
|---|---|---|---|---|---|---|
2801
Citizens Community Bancorp
CZWI
$213M
| $1.88M | ﹤0.01% |
167,737
+2,586
| +2% | +$27.3K |
|
2802
First Majestic Silver
AG
$7.44B
| $1.86M | ﹤0.01% |
180,690
| – | – |
|
|
IMBI
2803
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
| $1.86M | ﹤0.01% |
81,230
+4,420
| +6% | +$83.9K |
|
2804
Radiant Logistics
RLGT
$389M
| $1.85M | ﹤0.01% |
651,291
+33,129
| +5% | +$100K |
|
|
KEYW
2805
DELISTED
The KEYW Holding Corporation
KEYW
| $1.85M | ﹤0.01% |
167,572
+13,149
| +9% | +$135K |
|
|
OMCC
2806
DELISTED
Old Market Capital Corp
OMCC
| $1.83M | ﹤0.01% |
180,777
-452
| -0.2% | -$4.77K |
|
2807
Northern Technologies International Corp
NTIC
$77.6M
| $1.83M | ﹤0.01% |
290,992
| – | – |
|
|
IO
2808
DELISTED
ION Geophysical Corporation
IO
| $1.82M | ﹤0.01% |
265,746
-3,571
| -1% | -$20.6K |
|
2809
ORIX
IX
$44.1B
| $1.81M | ﹤0.01% |
122,020
| – | – |
|
2810
United-Guardian
UG
$33.2M
| $1.8M | ﹤0.01% |
123,974
-308
| -0.2% | -$4.64K |
|
|
INVN
2811
DELISTED
Invensense Inc
INVN
| $1.8M | ﹤0.01% |
242,015
+160,826
| +198% | +$1.14M |
|
2812
Aviat Networks
AVNW
$266M
| $1.79M | ﹤0.01% |
389,476
-20,446
| -5% | -$87K |
|
2813
Transact Technologies
TACT
$49.9M
| $1.78M | ﹤0.01% |
240,997
+1,158
| +0.5% | +$8.84K |
|
2814
AMCON Distributing
DIT
$61.1M
| $1.74M | ﹤0.01% |
28,653
| – | – |
|
|
GV
2815
DELISTED
Goldfield Corporation
GV
| $1.72M | ﹤0.01% |
638,208
+229,907
| +56% | +$712K |
|
|
TST
2816
DELISTED
TheStreet, Inc.
TST
| $1.72M | ﹤0.01% |
156,554
-4,956
| -3% | -$57.6K |
|
|
CIVI
2817
DELISTED
Civitas Solutions, Inc.
CIVI
| $1.72M | ﹤0.01% |
94,025
+41,006
| +77% | +$812K |
|
2818
Gray Media Inc
GTN.A
$699M
| $1.72M | ﹤0.01% |
166,807
-961
| -0.6% | -$9.89K |
|
|
ADPT
2819
DELISTED
Adeptus Health Inc
ADPT
| $1.71M | ﹤0.01% |
39,789
| – | – |
|
2820
BK Technologies
BKTI
$302M
| $1.7M | ﹤0.01% |
63,677
-91
| -0.1% | -$2.45K |
|
2821
AMREP Corp
AXR
$124M
| $1.69M | ﹤0.01% |
211,896
-1,350
| -0.6% | -$8.37K |
|
|
PFPT
2822
DELISTED
Proofpoint, Inc.
PFPT
| $1.69M | ﹤0.01% |
+22,525
| New | +$1.66M |
|
2823
Clarus
CLAR
$123M
| $1.68M | ﹤0.01% |
327,431
-48,855
| -13% | -$223K |
|
2824
Century Casinos
CNTY
$34M
| $1.66M | ﹤0.01% |
240,267
| – | – |
|
|
IIN
2825
DELISTED
IntriCon Corporation
IIN
| $1.64M | ﹤0.01% |
292,853
| – | – |
|
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.