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 | |
|---|---|---|---|---|---|---|
|
MXWL
2551
DELISTED
Maxwell Technologies Inc
MXWL
| $4.54M | ﹤0.01% |
878,871
-6,300
| -0.7% | -$32.7K |
|
|
MOFG
2552
DELISTED
MidWestOne Financial Group
MOFG
| $4.53M | ﹤0.01% |
149,188
+9,596
| +7% | +$283K |
|
2553
Liberty Media Series A
FWONA
$22.5B
| $4.51M | ﹤0.01% |
164,595
-7,816
| -5% | -$171K |
|
2554
McEwen Inc
MUX
$1.03B
| $4.49M | ﹤0.01% |
122,447
| – | – |
|
|
OLP
2555
One Liberty Properties
OLP
$530M
| $4.42M | ﹤0.01% |
182,970
+9,613
| +6% | +$236K |
|
|
LSBG
2556
DELISTED
Lake Sunapee Bank Group
LSBG
| $4.41M | ﹤0.01% |
244,109
-712
| -0.3% | -$12.8K |
|
|
PRCP
2557
DELISTED
Perceptron Inc
PRCP
| $4.4M | ﹤0.01% |
655,224
-9,328
| -1% | -$54.9K |
|
|
LOGM
2558
DELISTED
LogMein, Inc.
LOGM
| $4.39M | ﹤0.01% |
+48,595
| New | +$3.89M |
|
2559
PTC Therapeutics
PTCT
$5.64B
| $4.39M | ﹤0.01% |
313,418
+212,635
| +211% | +$1.73M |
|
|
PARAA
2560
DELISTED
Paramount Global Class A
PARAA
| $4.38M | ﹤0.01% |
79,806
-100
| -0.1% | -$5.5K |
|
2561
Harvard Bioscience
HBIO
$27.5M
| $4.38M | ﹤0.01% |
160,925
-45
| -0% | -$1.25K |
|
|
ACH
2562
DELISTED
Alum Corp of China Ltd
ACH
| $4.36M | ﹤0.01% |
473,567
-16,833
| -3% | -$149K |
|
|
DGICB
2563
Donegal Group Class B
DGICB
$830M
| $4.35M | ﹤0.01% |
228,880
| – | – |
|
|
MGI
2564
DELISTED
MoneyGram International, Inc. New
MGI
| $4.33M | ﹤0.01% |
609,280
+73,141
| +14% | +$521K |
|
2565
Willdan Group
WLDN
$1.04B
| $4.32M | ﹤0.01% |
246,166
+28,825
| +13% | +$414K |
|
|
PPIH
2566
Perma-Pipe International
PPIH
$196M
| $4.32M | ﹤0.01% |
566,426
-58
| -0% | -$444 |
|
2567
Cumberland Pharmaceuticals
CPIX
$100M
| $4.26M | ﹤0.01% |
850,185
-322
| -0% | -$1.51K |
|
|
CLCT
2568
DELISTED
Collectors Universe
CLCT
| $4.25M | ﹤0.01% |
229,633
+4,607
| +2% | +$92.4K |
|
|
DCM
2569
DELISTED
NTT DOCOMO, Inc.
DCM
| $4.25M | ﹤0.01% |
167,152
+3,400
| +2% | +$89.8K |
|
2570
iShares S&P India Nifty 50 Index Fund
INDY
$562M
| $4.24M | ﹤0.01% |
142,300
| – | – |
|
2571
Embotelladora Andina Series B
AKO.B
$4.74B
| $4.24M | ﹤0.01% |
187,670
+1,495
| +0.8% | +$33.9K |
|
|
GLDC
2572
DELISTED
GOLDEN ENTERPRISES
GLDC
| $4.23M | ﹤0.01% |
353,033
| – | – |
|
2573
Escalade
ESCA
$273M
| $4.22M | ﹤0.01% |
331,026
+819
| +0.2% | +$9.48K |
|
2574
Nordic American Tanker
NAT
$1.38B
| $4.21M | ﹤0.01% |
419,801
-1,250
| -0.3% | -$14.5K |
|
2575
Marchex
MCHX
$76.2M
| $4.19M | ﹤0.01% |
1,512,489
+2,713
| +0.2% | +$8.04K |
|
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.