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 | |
|---|---|---|---|---|---|---|
|
AEPI
1801
DELISTED
AEP Industries Inc
AEPI
| $25.3M | 0.01% |
217,644
-1,637
| -0.7% | -$186K |
|
|
RUTH
1802
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $25.3M | 0.01% |
1,380,501
+29,841
| +2% | +$491K |
|
|
CS
1803
DELISTED
Credit Suisse Group
CS
| $25.2M | 0.01% |
1,763,067
+3,123
| +0.2% | +$43.8K |
|
1804
German American Bancorp
GABC
$1.85B
| $25.2M | 0.01% |
718,220
+18,600
| +3% | +$563K |
|
|
WBC
1805
DELISTED
WABCO HOLDINGS INC.
WBC
| $25.1M | 0.01% |
236,803
-1,990
| -0.8% | -$208K |
|
|
PGTI
1806
DELISTED
PGT, Inc.
PGTI
| $25.1M | 0.01% |
2,190,632
+220,726
| +11% | +$2.41M |
|
|
POT
1807
DELISTED
Potash Corp Of Saskatchewan
POT
| $25.1M | 0.01% |
1,385,650
+395,956
| +40% | +$6.86M |
|
|
AUD
1808
DELISTED
Audacy, Inc.
AUD
| $25.1M | 0.01% |
1,638,220
+85,118
| +5% | +$1.23M |
|
1809
Grupo Cibest SA
CIB
$23.2B
| $25.1M | 0.01% |
683,090
-42,663
| -6% | -$1.56M |
|
1810
Future Fuel
FF
$240M
| $25M | 0.01% |
1,798,860
+117,832
| +7% | +$1.52M |
|
1811
Adient
ADNT
$1.42B
| $25M | 0.01% |
+426,194
| New | +$22.5M |
|
|
BFIN
1812
DELISTED
BankFinancial
BFIN
| $24.9M | 0.01% |
1,683,193
-15,294
| -0.9% | -$208K |
|
1813
Allegion
ALLE
$13.1B
| $24.9M | 0.01% |
388,934
+7,183
| +2% | +$476K |
|
1814
Banco Santander
SAN
$215B
| $24.8M | 0.01% |
5,004,574
-4,237
| -0.1% | -$19.3K |
|
|
NXGN
1815
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $24.8M | 0.01% |
1,888,300
+25,725
| +1% | +$330K |
|
1816
Sanofi
SNY
$103B
| $24.8M | 0.01% |
613,595
-22,473
| -4% | -$885K |
|
1817
Chipotle Mexican Grill
CMG
$42.4B
| $24.8M | 0.01% |
3,286,600
-200,400
| -6% | -$1.58M |
|
1818
Culp Inc
CULP
$46.4M
| $24.8M | 0.01% |
667,099
-6,164
| -0.9% | -$199K |
|
|
DISH
1819
DELISTED
DISH Network Corp.
DISH
| $24.8M | 0.01% |
427,641
+20,211
| +5% | +$1.15M |
|
|
VIVO
1820
DELISTED
Meridian Bioscience Inc
VIVO
| $24.7M | 0.01% |
1,398,073
-923
| -0.1% | -$16.2K |
|
1821
Franklin Covey
FC
$198M
| $24.7M | 0.01% |
1,224,968
-19,143
| -2% | -$373K |
|
1822
Seacoast Banking Corp of Florida
SBCF
$3.26B
| $24.7M | 0.01% |
1,117,837
+109,621
| +11% | +$2.08M |
|
|
SVU
1823
DELISTED
SUPERVALU Inc.
SVU
| $24.6M | 0.01% |
754,007
+38,503
| +5% | +$1.28M |
|
1824
CRA International
CRAI
$1.04B
| $24.6M | 0.01% |
672,491
+56,311
| +9% | +$1.78M |
|
|
THR
1825
DELISTED
Thermon Group Holdings
THR
| $24.6M | 0.01% |
1,289,019
+91,390
| +8% | +$1.79M |
|
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.