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 | |
|---|---|---|---|---|---|---|
|
WPRT
2876
Westport Fuel Systems
WPRT
$33.8M
| $1.34M | ﹤0.01% |
83,170
-127,754
| -61% | -$1.86M |
|
2877
Southern Missouri Bancorp
SMBC
$852M
| $1.3M | ﹤0.01% |
52,424
+2,527
| +5% | +$62.3K |
|
2878
Optical Cable Corp
OCC
$134M
| $1.29M | ﹤0.01% |
509,492
-7,551
| -1% | -$17.5K |
|
2879
Lipocine
LPCN
$17.4M
| $1.29M | ﹤0.01% |
17,024
-406
| -2% | -$25.2K |
|
|
CETV
2880
DELISTED
Central European Media Enterprises Ltd
CETV
| $1.28M | ﹤0.01% |
555,906
-2,003
| -0.4% | -$4.59K |
|
|
UCP
2881
DELISTED
UCP, Inc.
UCP
| $1.28M | ﹤0.01% |
145,526
+8,653
| +6% | +$72.5K |
|
2882
SolarEdge
SEDG
$2.51B
| $1.26M | ﹤0.01% |
73,418
| – | – |
|
|
QGENF
2883
DELISTED
QIAGEN NV
QGENF
| $1.26M | ﹤0.01% |
46,071
| – | – |
|
2884
Xencor
XNCR
$1.49B
| $1.26M | ﹤0.01% |
+51,478
| New | +$1.09M |
|
|
ALSK
2885
DELISTED
Alaska Communications Systems
ALSK
| $1.26M | ﹤0.01% |
730,851
-6,460
| -0.9% | -$10.9K |
|
|
VTAE
2886
DELISTED
VITAE PHARMACEUTICALS INC COMMON STOCK
VTAE
| $1.25M | ﹤0.01% |
59,967
-8,049
| -12% | -$92.7K |
|
2887
Hawthorn Bancshares
HWBK
$266M
| $1.25M | ﹤0.01% |
109,791
-1,705
| -2% | -$18.3K |
|
|
INTX
2888
DELISTED
Intersections, Inc.
INTX
| $1.25M | ﹤0.01% |
693,047
-26,829
| -4% | -$50.3K |
|
|
BOCH
2889
DELISTED
Bank of Commerce Holdings (CA)
BOCH
| $1.25M | ﹤0.01% |
173,970
-101
| -0.1% | -$681 |
|
|
SWIR
2890
DELISTED
Sierra Wireless
SWIR
| $1.24M | ﹤0.01% |
85,717
+30,926
| +56% | +$477K |
|
2891
Mannatech
MTEX
$9.22M
| $1.23M | ﹤0.01% |
68,772
-26
| -0% | -$469 |
|
|
ZGNX
2892
DELISTED
Zogenix, Inc.
ZGNX
| $1.23M | ﹤0.01% |
107,680
+38,284
| +55% | +$353K |
|
|
SSRI
2893
DELISTED
Silver Standard Resources
SSRI
| $1.22M | ﹤0.01% |
101,455
| – | – |
|
2894
Innovative Solutions & Support
ISSC
$325M
| $1.21M | ﹤0.01% |
380,388
-400
| -0.1% | -$1.18K |
|
|
GST
2895
DELISTED
Gastar Exploration Inc.
GST
| $1.21M | ﹤0.01% |
1,430,714
-448,931
| -24% | -$420K |
|
2896
Tower Semiconductor
TSEM
$25.2B
| $1.21M | ﹤0.01% |
79,536
+39,013
| +96% | +$563K |
|
2897
Gildan
GIL
$10.4B
| $1.2M | ﹤0.01% |
42,932
+9,285
| +28% | +$274K |
|
|
WTT
2898
DELISTED
Wireless Telecom Group, Inc.
WTT
| $1.2M | ﹤0.01% |
730,632
| – | – |
|
2899
BlueLinx
BXC
$417M
| $1.19M | ﹤0.01% |
132,737
-946
| -0.7% | -$7.8K |
|
|
PMD
2900
DELISTED
Psychemedics Corporation
PMD
| $1.19M | ﹤0.01% |
60,012
+9,106
| +18% | +$169K |
|
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.