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 |
Walmart Inc
WMT
|
+$208M |
| 2 |
Alibaba
BABA
|
+$188M |
| 3 |
EVHC
Envision Healthcare Holdings Inc
EVHC
|
+$162M |
| 4 |
Abbott
ABT
|
+$122M |
| 5 |
Bank of America
BAC
|
+$122M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GE Aerospace
GE
|
+$217M |
| 2 |
AMSG
Amsurg Corp
AMSG
|
+$183M |
| 3 |
IM
Ingram Micro
IM
|
+$162M |
| 4 |
Union Pacific
UNP
|
+$148M |
| 5 |
LXK
Lexmark Intl Inc
LXK
|
+$143M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 21.29% |
| 2 | Industrials | 13.97% |
| 3 | Technology | 12.97% |
| 4 | Consumer Discretionary | 9.85% |
| 5 | Energy | 8.87% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1376
Southside Bancshares
SBSI
$947M
| $40M | 0.02% |
1,089,700
+61,797
| +6% | +$2.13M |
|
1377
Sempra
SRE
$53.7B
| $40M | 0.02% |
795,424
+26,192
| +3% | +$1.33M |
|
1378
Cousins Properties
CUZ
$4.68B
| $40M | 0.02% |
1,174,742
+161,070
| +16% | +$5.08M |
|
1379
Carriage Services
CSV
$498M
| $39.9M | 0.02% |
1,393,094
-19,852
| -1% | -$515K |
|
|
TSE
1380
DELISTED
Trinseo
TSE
| $39.9M | 0.02% |
672,687
+51,224
| +8% | +$2.87M |
|
1381
COPT Defense Properties
CDP
$3.94B
| $39.9M | 0.02% |
1,277,421
-13,241
| -1% | -$376K |
|
1382
Zumiez
ZUMZ
$208M
| $39.8M | 0.02% |
1,822,924
+294,042
| +19% | +$6.81M |
|
|
PFC
1383
DELISTED
Premier Financial Corp. Common Stock
PFC
| $39.7M | 0.02% |
1,564,238
-8,916
| -0.6% | -$202K |
|
1384
Cable One
CABO
$104M
| $39.7M | 0.02% |
63,816
-10,847
| -15% | -$6.44M |
|
1385
Mercer International
MERC
$25.2M
| $39.7M | 0.02% |
3,725,338
+55,851
| +2% | +$506K |
|
1386
WEC Energy
WEC
$34B
| $39.6M | 0.02% |
675,614
-319
| -0% | -$18.3K |
|
|
DISCK
1387
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $39.6M | 0.02% |
1,479,476
+26,951
| +2% | +$711K |
|
|
ICON
1388
DELISTED
Iconix Brand Group, Inc.
ICON
| $39.6M | 0.02% |
424,060
+32,425
| +8% | +$2.82M |
|
|
LBAI
1389
DELISTED
Lakeland Bancorp Inc
LBAI
| $39.6M | 0.02% |
2,030,179
+120,939
| +6% | +$1.97M |
|
|
EDR
1390
DELISTED
Education Realty Trust Inc
EDR
| $39.6M | 0.02% |
935,346
+70,480
| +8% | +$2.89M |
|
1391
Hormel Foods
HRL
$11.5B
| $39.5M | 0.02% |
1,135,550
+34,431
| +3% | +$1.24M |
|
1392
Monro
MNRO
$385M
| $39.5M | 0.02% |
690,363
-305
| -0% | -$17.6K |
|
1393
Peoples Bancorp
PEBO
$1.43B
| $39.5M | 0.02% |
1,215,773
+53,501
| +5% | +$1.48M |
|
1394
Incyte
INCY
$25.6B
| $39.5M | 0.02% |
393,438
-2,023
| -0.5% | -$197K |
|
|
EDE
1395
DELISTED
Empire District Electric
EDE
| $39.4M | 0.02% |
1,156,882
-115,834
| -9% | -$3.96M |
|
1396
Washington Trust Bancorp
WASH
$755M
| $39.4M | 0.02% |
702,985
+20,981
| +3% | +$1.03M |
|
|
SBNY
1397
DELISTED
Signature Bank
SBNY
| $39.3M | 0.02% |
261,950
+379
| +0.1% | +$51.7K |
|
1398
Alcoa
AA
$12.4B
| $39.3M | 0.02% |
1,398,617
-4,119,467
| -75% | -$112M |
|
1399
Euronet Worldwide
EEFT
$2.57B
| $39.3M | 0.02% |
542,333
-189,011
| -26% | -$14.6M |
|
1400
Ralph Lauren
RL
$20.2B
| $39.2M | 0.02% |
433,647
-8,445
| -2% | -$858K |
|
Similar funds
Dimensional Fund Advisors's Q4 2016 Portfolio in Review
As of Q4 2016, Dimensional Fund Advisors held 3,363 positions worth $200B, up 8.2% from $185B the previous quarter. Its ten largest holdings account for 9% of the portfolio.
Trading was light in Q4 2016: portfolio turnover was 4.8%. Dimensional Fund Advisors opened 87 new positions and exited 74, leaving the 3,363-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 21% of assets, up from 19% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q4 2016 buy was Alibaba: 1,948,659 shares worth $171M.
- Dimensional Fund Advisors added most to Walmart Inc in Q4 2016, an estimated $208M increase.
- Dimensional Fund Advisors's biggest Q4 2016 reduction was GE Aerospace, cutting an estimated $217M.
- Dimensional Fund Advisors fully exited Amsurg Corp in Q4 2016, selling an estimated $183M.
- Dimensional Fund Advisors's ten largest holdings make up 9% of its $200B portfolio in Q4 2016.
- Dimensional Fund Advisors opened 87 new positions and closed 74 in Q4 2016.
- Dimensional Fund Advisors's portfolio value rose 8.2% quarter-over-quarter to $200B.
Based on Dimensional Fund Advisors's 13F filing for Q4 2016, filed 9 Feb 2017.