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 | |
|---|---|---|---|---|---|---|
|
PCBK
2151
DELISTED
Pacific Continental Corp
PCBK
| $12.7M | 0.01% |
753,085
+17,888
| +2% | +$285K |
|
|
TARO
2152
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $12.6M | 0.01% |
114,367
+9,081
| +9% | +$1.2M |
|
2153
Ericsson
ERIC
$32.2B
| $12.6M | 0.01% |
1,751,491
-43,301
| -2% | -$314K |
|
2154
Jakks Pacific
JAKK
$301M
| $12.6M | 0.01% |
146,020
+924
| +0.6% | +$82.8K |
|
|
SHPG
2155
DELISTED
Shire pic
SHPG
| $12.6M | 0.01% |
64,820
+56
| +0.1% | +$10.9K |
|
|
SMI
2156
DELISTED
Semiconductor Manufacturing Intl
SMI
| $12.5M | 0.01% |
2,244,157
-11,055
| -0.5% | -$53.8K |
|
|
ACAT
2157
DELISTED
Arctic Cat Inc
ACAT
| $12.5M | 0.01% |
804,302
+99,287
| +14% | +$1.55M |
|
2158
Village Super Market
VLGEA
$651M
| $12.5M | 0.01% |
389,080
+14,402
| +4% | +$448K |
|
2159
Palo Alto Networks
PANW
$270B
| $12.4M | 0.01% |
468,816
-9,708
| -2% | -$221K |
|
2160
Provident Financial
PROV
$111M
| $12.4M | 0.01% |
635,174
+9,235
| +1% | +$177K |
|
2161
West Bancorporation
WTBA
$478M
| $12.4M | 0.01% |
633,572
-3,811
| -0.6% | -$73K |
|
|
PDLI
2162
DELISTED
PDL BioPharma, Inc.
PDLI
| $12.4M | 0.01% |
3,699,915
+20,700
| +0.6% | +$65.7K |
|
2163
Banco Bilbao Vizcaya Argentaria
BBVA
$154B
| $12.4M | 0.01% |
2,114,672
-44,831
| -2% | -$259K |
|
2164
Guidewire Software
GWRE
$12.6B
| $12.3M | 0.01% |
205,774
+12,653
| +7% | +$779K |
|
|
YELL
2165
DELISTED
Yellow Corporation Common Stock
YELL
| $12.2M | 0.01% |
987,242
+221,315
| +29% | +$2.47M |
|
|
BMCH
2166
DELISTED
BMC Stock Holdings, Inc
BMCH
| $12.1M | 0.01% |
685,026
+224,700
| +49% | +$4.38M |
|
2167
Energy Recovery
ERII
$446M
| $12.1M | 0.01% |
754,809
-88,798
| -11% | -$1.08M |
|
2168
Marcus & Millichap
MMI
$1.16B
| $12.1M | 0.01% |
461,223
+99,629
| +28% | +$2.64M |
|
2169
Northrim BanCorp
NRIM
$590M
| $12.1M | 0.01% |
1,873,148
+52,600
| +3% | +$350K |
|
|
CHA
2170
DELISTED
China Telecom Corporation, LTD
CHA
| $12.1M | 0.01% |
236,226
-611
| -0.3% | -$30.6K |
|
|
AOI
2171
DELISTED
Alliance One International
AOI
| $12M | 0.01% |
625,971
+20,641
| +3% | +$395K |
|
2172
Westwood Holdings Group
WHG
$182M
| $11.9M | 0.01% |
224,852
+3,197
| +1% | +$167K |
|
|
SRGA
2173
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $11.9M | 0.01% |
127,151
+1,705
| +1% | +$171K |
|
2174
Terreno Realty
TRNO
$7.57B
| $11.9M | 0.01% |
433,482
+30,458
| +8% | +$816K |
|
|
HTBK
2175
DELISTED
Heritage Commerce
HTBK
| $11.9M | 0.01% |
1,089,908
+40,076
| +4% | +$444K |
|
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.