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 | |
|---|---|---|---|---|---|---|
|
HF
1301
DELISTED
HFF Inc.
HF
| $39.2M | 0.02% |
1,417,224
+84,323
| +6% | +$2.34M |
|
|
XXIA
1302
DELISTED
Ixia
XXIA
| $39.2M | 0.02% |
3,136,843
+179,863
| +6% | +$2.06M |
|
1303
Tennant Co
TNC
$1.43B
| $39.1M | 0.02% |
603,876
+1,073
| +0.2% | +$66.5K |
|
1304
CDW
CDW
$18.9B
| $39.1M | 0.02% |
855,682
-2,226
| -0.3% | -$97.6K |
|
|
IRBT
1305
DELISTED
iRobot
IRBT
| $39.1M | 0.02% |
889,603
+57,269
| +7% | +$2.24M |
|
|
ACET
1306
DELISTED
Aceto Corp
ACET
| $39M | 0.02% |
2,051,544
+90,693
| +5% | +$2.05M |
|
|
ASRT
1307
DELISTED
Assertio
ASRT
| $39M | 0.02% |
25,981
-1,545
| -6% | -$1.94M |
|
|
BRFS
1308
DELISTED
BRF SA
BRFS
| $38.9M | 0.02% |
2,284,502
+4,170
| +0.2% | +$67.9K |
|
|
SPR
1309
DELISTED
Spirit AeroSystems
SPR
| $38.9M | 0.02% |
873,622
+209,792
| +32% | +$9.27M |
|
1310
Diamondback Energy
FANG
$57.1B
| $38.9M | 0.02% |
402,714
+2,202
| +0.5% | +$203K |
|
|
WBMD
1311
DELISTED
WebMD Health Corp.
WBMD
| $38.9M | 0.02% |
781,853
-26,671
| -3% | -$1.47M |
|
|
GAP
1312
The Gap Inc
GAP
$7.23B
| $38.8M | 0.02% |
1,746,915
+30,746
| +2% | +$742K |
|
1313
Cato Corp
CATO
$68.3M
| $38.8M | 0.02% |
1,180,261
+2,845
| +0.2% | +$98.4K |
|
1314
Upbound Group
UPBD
$1.13B
| $38.8M | 0.02% |
3,067,384
-663,416
| -18% | -$8.3M |
|
1315
Brunswick
BC
$5.13B
| $38.8M | 0.02% |
794,675
+136,628
| +21% | +$6.52M |
|
|
RDUS
1316
DELISTED
Radius Recycling
RDUS
| $38.7M | 0.02% |
1,853,160
+242,004
| +15% | +$4.61M |
|
|
PDCO
1317
DELISTED
Patterson Companies, Inc.
PDCO
| $38.7M | 0.02% |
842,728
+132,796
| +19% | +$6.28M |
|
1318
Interface
TILE
$1.99B
| $38.7M | 0.02% |
2,318,060
+34,313
| +2% | +$573K |
|
1319
Tompkins Financial
TMP
$1.43B
| $38.7M | 0.02% |
506,254
+1,908
| +0.4% | +$136K |
|
|
DFT
1320
DELISTED
DuPont Fabros Technology Inc.
DFT
| $38.7M | 0.02% |
937,662
+11,590
| +1% | +$523K |
|
1321
Piper Sandler
PIPR
$5.12B
| $38.6M | 0.02% |
3,196,496
-4,264
| -0.1% | -$46.4K |
|
|
CRZO
1322
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $38.6M | 0.02% |
949,544
-125,953
| -12% | -$4.52M |
|
1323
AptarGroup
ATR
$8.55B
| $38.6M | 0.02% |
498,167
-11,166
| -2% | -$874K |
|
1324
Prudential
PUK
$37.6B
| $38.5M | 0.02% |
1,112,791
+15,093
| +1% | +$520K |
|
|
CWEI
1325
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $38.5M | 0.02% |
450,785
-3,188
| -0.7% | -$174K |
|
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.