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 | |
|---|---|---|---|---|---|---|
|
EOCC
2276
DELISTED
Enel Generacion Chile S.A.
EOCC
| $9.45M | 0.01% |
475,872
+7,600
| +2% | +$186K |
|
2277
Weyerhaeuser
WY
$18B
| $9.45M | 0.01% |
295,780
+32,308
| +12% | +$1.02M |
|
2278
Orion Group Holdings
ORN
$396M
| $9.41M | 0.01% |
1,374,052
+34,408
| +3% | +$205K |
|
2279
RadNet
RDNT
$5.02B
| $9.41M | 0.01% |
1,271,811
+28,306
| +2% | +$180K |
|
2280
Utah Medical Products
UTMD
$225M
| $9.4M | 0.01% |
157,278
-28
| -0% | -$1.78K |
|
2281
Pan American Silver
PAAS
$18.2B
| $9.3M | 0.01% |
527,919
-800
| -0.2% | -$15K |
|
2282
Liberty Media Series C
FWONK
$24.6B
| $9.29M | 0.01% |
341,375
-14,830
| -4% | -$324K |
|
2283
STRATTEC Security
STRT
$367M
| $9.26M | 0.01% |
262,440
-1,617
| -0.6% | -$68.3K |
|
2284
DexCom
DXCM
$31.5B
| $9.26M | 0.01% |
422,440
+14,608
| +4% | +$325K |
|
|
LDR
2285
DELISTED
Landauer Inc
LDR
| $9.22M | 0.01% |
207,358
+25,296
| +14% | +$1.12M |
|
2286
Timberland Bancorp
TSBK
$348M
| $9.21M | 0.01% |
584,903
-3,514
| -0.6% | -$53.6K |
|
|
LGTY
2287
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $9.21M | 0.01% |
829,690
+27,188
| +3% | +$296K |
|
|
IBA
2288
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $9.2M | 0.01% |
183,256
-7,430
| -4% | -$388K |
|
2289
IES Holdings
IESC
$14.8B
| $9.19M | 0.01% |
516,814
+27,538
| +6% | +$423K |
|
|
MBTF
2290
DELISTED
MBT Financial Corporation
MBTF
| $9.15M | ﹤0.01% |
1,011,187
+27,664
| +3% | +$241K |
|
2291
Phibro Animal Health
PAHC
$1.47B
| $9.11M | ﹤0.01% |
335,091
-100
| -0% | -$2.26K |
|
|
BSTC
2292
DELISTED
BioSpecifics Technologies Corp.
BSTC
| $9.09M | ﹤0.01% |
199,130
+20,879
| +12% | +$839K |
|
2293
Amphastar Pharmaceuticals
AMPH
$879M
| $9.05M | ﹤0.01% |
476,857
+115,847
| +32% | +$2.1M |
|
|
SSNI
2294
DELISTED
Silver Spring Networks, Inc.
SSNI
| $9.03M | ﹤0.01% |
636,668
+106,123
| +20% | +$1.4M |
|
|
GBNK
2295
DELISTED
Guaranty Bancorp
GBNK
| $8.94M | ﹤0.01% |
500,988
+15,425
| +3% | +$271K |
|
2296
Horizon Bancorp
HBNC
$1.04B
| $8.91M | ﹤0.01% |
682,571
+3,910
| +0.6% | +$47.9K |
|
|
TEF
2297
DELISTED
Telefonica
TEF
| $8.91M | ﹤0.01% |
1,137,965
-4,569
| -0.4% | -$35.4K |
|
|
KSPN
2298
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
| $8.91M | ﹤0.01% |
129,078
-1
| -0% | -$72 |
|
|
ABCD
2299
DELISTED
Cambium Learning Group, Inc.
ABCD
| $8.89M | ﹤0.01% |
1,637,577
+523,455
| +47% | +$2.59M |
|
2300
KVH Industries
KVHI
$181M
| $8.88M | ﹤0.01% |
1,007,954
+7,655
| +0.8% | +$65.2K |
|
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.