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 | |
|---|---|---|---|---|---|---|
|
SKUL
2251
DELISTED
SKULLCANDY INC
SKUL
| $10.1M | 0.01% |
1,598,845
-392
| -0% | -$2.44K |
|
|
LUB
2252
DELISTED
Luby's Inc.
LUB
| $10.1M | 0.01% |
2,347,108
-4,325
| -0.2% | -$19.6K |
|
|
CSR
2253
Centerspace
CSR
$921M
| $10.1M | 0.01% |
169,159
+1,294
| +0.8% | +$82.4K |
|
|
TPHS
2254
DELISTED
Trinity Place Holdings Inc.com
TPHS
| $10M | 0.01% |
1,026,905
-4,540
| -0.4% | -$38.7K |
|
2255
Century Communities
CCS
$1.91B
| $10M | 0.01% |
466,687
+84,438
| +22% | +$1.63M |
|
|
QADA
2256
DELISTED
QAD Inc.
QADA
| $10M | 0.01% |
447,167
+3,856
| +0.9% | +$79.4K |
|
2257
Omega Flex
OFLX
$297M
| $9.98M | 0.01% |
258,851
-1,570
| -0.6% | -$57.5K |
|
|
UHT
2258
Universal Health Realty Income Trust
UHT
$603M
| $9.94M | 0.01% |
157,756
+1,280
| +0.8% | +$77.2K |
|
|
GIFI
2259
DELISTED
Gulf Island Fabrication
GIFI
| $9.9M | 0.01% |
1,076,175
+6,305
| +0.6% | +$52.3K |
|
2260
RCI Hospitality Holdings
RICK
$192M
| $9.9M | 0.01% |
858,306
-256
| -0% | -$2.77K |
|
|
VTLE
2261
DELISTED
Vital Energy
VTLE
| $9.84M | 0.01% |
38,146
+1,606
| +4% | +$366K |
|
|
TMH
2262
DELISTED
Team Health Holdings Inc
TMH
| $9.81M | 0.01% |
301,251
-1,578
| -0.5% | -$58.2K |
|
|
AMAG
2263
DELISTED
AMAG Pharmaceuticals
AMAG
| $9.8M | 0.01% |
399,796
+2,500
| +0.6% | +$62.5K |
|
2264
Weyco Group
WEYS
$372M
| $9.79M | 0.01% |
364,429
+2,036
| +0.6% | +$54.4K |
|
2265
Urban One Class D
UONEK
$22.8M
| $9.64M | 0.01% |
318,279
-1,013
| -0.3% | -$32.7K |
|
2266
Agnico Eagle Mines
AEM
$73.6B
| $9.64M | 0.01% |
177,930
-25,577
| -13% | -$1.41M |
|
|
ENZ
2267
DELISTED
Enzo Biochem, Inc.
ENZ
| $9.63M | 0.01% |
1,892,842
+78,912
| +4% | +$471K |
|
|
WDR
2268
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $9.63M | 0.01% |
530,658
-20,959
| -4% | -$382K |
|
|
SHLO
2269
DELISTED
Shiloh Industries Inc
SHLO
| $9.62M | 0.01% |
1,360,825
+7,273
| +0.5% | +$60.2K |
|
2270
Nathan's Famous
NATH
$402M
| $9.6M | 0.01% |
182,755
-4,210
| -2% | -$205K |
|
|
HIL
2271
DELISTED
Hill International, Inc. Common Stock
HIL
| $9.59M | 0.01% |
2,080,608
+1,276
| +0.1% | +$5.55K |
|
2272
Consumer Portfolio Services
CPSS
$202M
| $9.56M | 0.01% |
2,083,605
-2,632
| -0.1% | -$10.7K |
|
|
CTO
2273
CTO Realty Growth
CTO
$824M
| $9.55M | 0.01% |
687,493
-192
| -0% | -$2.59K |
|
|
CAI
2274
DELISTED
CAI International, Inc.
CAI
| $9.52M | 0.01% |
1,151,561
+33,884
| +3% | +$280K |
|
2275
NRC Health Common Stock
NRC
$432M
| $9.51M | 0.01% |
583,552
-413
| -0.1% | -$6.49K |
|
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.