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 | |
|---|---|---|---|---|---|---|
1901
Bruker
BRKR
$9.57B
| $20.3M | 0.01% |
895,329
-3,418
| -0.4% | -$78.3K |
|
|
TUES
1902
DELISTED
Tuesday Morning Corp
TUES
| $20.2M | 0.01% |
3,383,061
+148,974
| +5% | +$1.06M |
|
|
STS
1903
DELISTED
Supreme Industries Inc Class A
STS
| $20.2M | 0.01% |
1,047,062
+172,467
| +20% | +$2.83M |
|
1904
Axcelis
ACLS
$4.01B
| $20.2M | 0.01% |
1,520,550
+1,142,983
| +303% | +$13.3M |
|
1905
Bio-Techne
TECH
$11.2B
| $20.1M | 0.01% |
735,932
+41,080
| +6% | +$1.13M |
|
|
BRSS
1906
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $20.1M | 0.01% |
696,941
+38,440
| +6% | +$1.09M |
|
|
AUD
1907
DELISTED
Audacy, Inc.
AUD
| $20.1M | 0.01% |
1,553,102
+61,898
| +4% | +$849K |
|
|
PCMI
1908
DELISTED
PCM, Inc
PCMI
| $20.1M | 0.01% |
932,715
+65,160
| +8% | +$1.06M |
|
|
AAT
1909
American Assets Trust
AAT
$1.45B
| $20.1M | 0.01% |
462,534
+5,491
| +1% | +$243K |
|
1910
Essential Utilities
WTRG
$11.3B
| $20.1M | 0.01% |
658,108
-50,711
| -7% | -$1.64M |
|
1911
Axalta
AXTA
$7.66B
| $20.1M | 0.01% |
709,525
+187,047
| +36% | +$5.24M |
|
1912
Culp Inc
CULP
$44.1M
| $20M | 0.01% |
673,263
+10,202
| +2% | +$301K |
|
|
RPT
1913
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $20M | 0.01% |
1,069,205
-11,402
| -1% | -$220K |
|
|
CSS
1914
DELISTED
CSS Industries, Inc.
CSS
| $20M | 0.01% |
783,277
-2,799
| -0.4% | -$73.7K |
|
1915
Gorman-Rupp
GRC
$2.14B
| $20M | 0.01% |
781,245
+16,858
| +2% | +$455K |
|
|
BNCN
1916
DELISTED
BNC Bancorp
BNCN
| $19.9M | 0.01% |
818,685
+108,276
| +15% | +$2.61M |
|
1917
Alliant Energy
LNT
$18.3B
| $19.9M | 0.01% |
518,504
+100,603
| +24% | +$3.95M |
|
|
FARM
1918
DELISTED
Farmer Brothers
FARM
| $19.9M | 0.01% |
558,698
+19,452
| +4% | +$628K |
|
1919
Daktronics
DAKT
$955M
| $19.8M | 0.01% |
2,079,550
+194,965
| +10% | +$1.55M |
|
1920
American Public Education
APEI
$890M
| $19.8M | 0.01% |
1,000,616
+98,248
| +11% | +$2.38M |
|
1921
Honda
HMC
$39.1B
| $19.8M | 0.01% |
683,932
-100
| -0% | -$2.86K |
|
1922
Qualys
QLYS
$5.1B
| $19.8M | 0.01% |
517,179
+149,429
| +41% | +$5M |
|
1923
Pinnacle West Capital
PNW
$12.2B
| $19.7M | 0.01% |
259,816
+14,419
| +6% | +$1.12M |
|
|
WCIC
1924
DELISTED
WCI Communities, Inc.
WCIC
| $19.7M | 0.01% |
830,660
+49,577
| +6% | +$913K |
|
1925
Crocs
CROX
$6.14B
| $19.7M | 0.01% |
2,373,464
-23,562
| -1% | -$226K |
|
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.