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 | |
|---|---|---|---|---|---|---|
|
TSC
2326
DELISTED
TriState Capital Holdings, Inc.
TSC
| $8.21M | ﹤0.01% |
508,564
+29,356
| +6% | +$435K |
|
|
HTCH
2327
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
| $8.19M | ﹤0.01% |
2,058,071
-8,168
| -0.4% | -$18.5K |
|
2328
Neurocrine Biosciences
NBIX
$16.8B
| $8.18M | ﹤0.01% |
161,525
+18,093
| +13% | +$901K |
|
|
DPLO
2329
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $8.17M | ﹤0.01% |
291,794
+255,006
| +693% | +$8.56M |
|
|
LGF
2330
DELISTED
Lions Gate Entertainment
LGF
| $8.15M | ﹤0.01% |
407,736
-17,274
| -4% | -$354K |
|
2331
CGI
GIB
$15.1B
| $8.14M | ﹤0.01% |
170,928
+4,589
| +3% | +$217K |
|
2332
Extreme Networks
EXTR
$3.94B
| $8.13M | ﹤0.01% |
1,810,876
-237,234
| -12% | -$936K |
|
|
MPX
2333
DELISTED
Marine Products Corp
MPX
| $8.12M | ﹤0.01% |
904,715
+4,594
| +0.5% | +$40.8K |
|
|
CLDT
2334
Chatham Lodging
CLDT
$622M
| $8.11M | ﹤0.01% |
421,049
+27,191
| +7% | +$585K |
|
|
USAK
2335
DELISTED
USA Truck Inc
USAK
| $8.08M | ﹤0.01% |
789,228
-13,701
| -2% | -$194K |
|
|
ASFI
2336
DELISTED
Asta Funding Inc
ASFI
| $8.07M | ﹤0.01% |
768,471
+1,893
| +0.2% | +$20.5K |
|
2337
iShares MSCI India ETF
INDA
$6.89B
| $8.05M | ﹤0.01% |
273,705
+54,115
| +25% | +$1.59M |
|
|
PCTI
2338
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $8.05M | ﹤0.01% |
1,521,457
-3,395
| -0.2% | -$17.2K |
|
2339
KT
KT
$8.62B
| $8M | ﹤0.01% |
498,028
-12,152
| -2% | -$188K |
|
|
CDI
2340
DELISTED
CDI Corp.
CDI
| $7.84M | ﹤0.01% |
1,382,167
+6,022
| +0.4% | +$35.3K |
|
2341
Destination XL Group
DXLG
$31.2M
| $7.82M | ﹤0.01% |
1,805,270
-143
| -0% | -$697 |
|
|
PINC
2342
DELISTED
Premier
PINC
| $7.79M | ﹤0.01% |
240,921
+48,005
| +25% | +$1.56M |
|
|
SBY
2343
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $7.79M | ﹤0.01% |
444,220
+17,474
| +4% | +$319K |
|
2344
Chefs' Warehouse
CHEF
$4.71B
| $7.79M | ﹤0.01% |
699,042
+8,261
| +1% | +$108K |
|
|
VOLT
2345
DELISTED
Volt Information Sciences, Inc.
VOLT
| $7.76M | ﹤0.01% |
1,222,003
-29,845
| -2% | -$184K |
|
2346
NWPX Infrastructure Inc
NWPX
$1.19B
| $7.74M | ﹤0.01% |
655,732
-8,501
| -1% | -$98K |
|
|
KEM
2347
DELISTED
KEMET Corporation
KEM
| $7.71M | ﹤0.01% |
2,160,739
+97,175
| +5% | +$325K |
|
2348
Boyd Gaming
BYD
$6.18B
| $7.71M | ﹤0.01% |
389,560
-212,864
| -35% | -$4.09M |
|
|
BBG
2349
DELISTED
Bill Barrett Corp
BBG
| $7.71M | ﹤0.01% |
1,385,808
+16,484
| +1% | +$98K |
|
2350
Titan Machinery
TITN
$396M
| $7.69M | ﹤0.01% |
739,053
-8,518
| -1% | -$94.1K |
|
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.