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 | |
|---|---|---|---|---|---|---|
|
CDR
2376
DELISTED
Cedar Realty Trust, Inc
CDR
| $7.3M | ﹤0.01% |
153,598
+1,303
| +0.9% | +$65.2K |
|
|
TNAV
2377
DELISTED
Telenav Inc.
TNAV
| $7.26M | ﹤0.01% |
1,266,964
+2,418
| +0.2% | +$13.1K |
|
|
CFNB
2378
DELISTED
California First National Banc
CFNB
| $7.26M | ﹤0.01% |
519,963
-1,160
| -0.2% | -$17K |
|
|
BBBY
2379
Bed Bath & Beyond
BBBY
$481M
| $7.25M | ﹤0.01% |
630,014
+105,086
| +20% | +$1.25M |
|
2380
Acadia Pharmaceuticals
ACAD
$4.43B
| $7.17M | ﹤0.01% |
225,404
+91,978
| +69% | +$3.12M |
|
2381
Alico
ALCO
$280M
| $7.16M | ﹤0.01% |
266,454
+5,258
| +2% | +$150K |
|
|
AMNB
2382
DELISTED
American National Bankshares Inc
AMNB
| $7.16M | ﹤0.01% |
255,985
+3,447
| +1% | +$92K |
|
|
CWEN.A
2383
DELISTED
Clearway Energy Class A
CWEN.A
| $7.1M | ﹤0.01% |
435,224
+43,427
| +11% | +$717K |
|
|
ICPT
2384
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $7.09M | ﹤0.01% |
43,092
+12,343
| +40% | +$1.95M |
|
|
TACO
2385
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $7.09M | ﹤0.01% |
594,797
+218,208
| +58% | +$2.33M |
|
2386
Liquidity Services
LQDT
$1.22B
| $7.07M | ﹤0.01% |
628,649
+154,558
| +33% | +$1.43M |
|
2387
Compañía de Cervecerías Unidas
CCU
$2.12B
| $7.06M | ﹤0.01% |
349,434
+30,310
| +9% | +$666K |
|
|
FFKT
2388
DELISTED
Farmers Capital Bank Corp
FFKT
| $7.04M | ﹤0.01% |
237,441
+2,767
| +1% | +$81.7K |
|
|
PNK
2389
DELISTED
Pinnacle Entertainment Inc.
PNK
| $7.02M | ﹤0.01% |
569,232
-300
| -0.1% | -$3.44K |
|
|
ZAYO
2390
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $7M | ﹤0.01% |
+235,682
| New | +$6.82M |
|
|
CHUBK
2391
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
| $7M | ﹤0.01% |
+440,130
| New | +$6.22M |
|
2392
RCM Technologies
RCMT
$201M
| $6.96M | ﹤0.01% |
1,053,574
-8,130
| -0.8% | -$47.1K |
|
|
DHIL
2393
DELISTED
Diamond Hill
DHIL
| $6.96M | ﹤0.01% |
37,644
+988
| +3% | +$187K |
|
2394
Harte-Hanks
HHS
$16.2M
| $6.91M | ﹤0.01% |
426,613
-23,357
| -5% | -$385K |
|
|
INSY
2395
DELISTED
Insys Therapeutics, Inc.
INSY
| $6.81M | ﹤0.01% |
577,955
-3,801
| -0.7% | -$57.8K |
|
2396
GoPro
GPRO
$130M
| $6.81M | ﹤0.01% |
408,038
-18,778
| -4% | -$258K |
|
|
NTT
2397
DELISTED
Nippon Telegraph & Telephone
NTT
| $6.79M | ﹤0.01% |
148,169
+238
| +0.2% | +$11.1K |
|
|
PRMW
2398
DELISTED
Primo Water Corporation
PRMW
| $6.78M | ﹤0.01% |
475,684
+105,743
| +29% | +$1.62M |
|
2399
Rocky Brands
RCKY
$366M
| $6.78M | ﹤0.01% |
640,929
-107
| -0% | -$1.17K |
|
|
N
2400
DELISTED
Netsuite Inc
N
| $6.77M | ﹤0.01% |
61,154
+35
| +0.1% | +$3.53K |
|
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.