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 | |
|---|---|---|---|---|---|---|
|
HALL
2051
DELISTED
Hallmark Financial Services, Inc.
HALL
| $17.9M | 0.01% |
153,727
+1,569
| +1% | +$170K |
|
|
GXP
2052
DELISTED
Great Plains Energy Incorporated
GXP
| $17.9M | 0.01% |
653,471
-39,818
| -6% | -$1.09M |
|
|
TRR
2053
DELISTED
Trc Companies
TRR
| $17.9M | 0.01% |
1,685,352
+22,170
| +1% | +$206K |
|
|
HOS
2054
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $17.9M | 0.01% |
2,472,700
-182,721
| -7% | -$1.07M |
|
2055
Qualys
QLYS
$6.3B
| $17.8M | 0.01% |
562,465
+45,286
| +9% | +$1.59M |
|
|
WDR
2056
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $17.8M | 0.01% |
911,806
+381,148
| +72% | +$7.09M |
|
2057
OneMain Financial
OMF
$7.02B
| $17.7M | 0.01% |
800,299
+125,913
| +19% | +$3.09M |
|
|
STRS
2058
DELISTED
STRATUS PPTYS INC
STRS
| $17.7M | 0.01% |
540,230
-1,416
| -0.3% | -$40.1K |
|
|
RPT
2059
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $17.6M | 0.01% |
1,063,680
-5,525
| -0.5% | -$94.3K |
|
2060
Arrow Financial
AROW
$709M
| $17.6M | 0.01% |
533,889
+25,847
| +5% | +$758K |
|
2061
Rayonier Advanced Materials
RYAM
$568M
| $17.6M | 0.01% |
1,135,739
+367,613
| +48% | +$5.13M |
|
|
ALX
2062
Alexander's
ALX
$1.27B
| $17.5M | 0.01% |
40,994
-8,767
| -18% | -$3.59M |
|
2063
Western New England Bancorp
WNEB
$277M
| $17.5M | 0.01% |
1,868,104
+331,628
| +22% | +$2.74M |
|
2064
NMI Holdings
NMIH
$3.25B
| $17.4M | 0.01% |
1,637,267
+497,745
| +44% | +$4.4M |
|
2065
Rexford Industrial Realty
REXR
$8.56B
| $17.4M | 0.01% |
750,395
+61,389
| +9% | +$1.35M |
|
2066
Comtech Telecommunications
CMTL
$45.5M
| $17.4M | 0.01% |
1,467,081
+95,520
| +7% | +$1.07M |
|
|
BBOX
2067
DELISTED
Black Box Corp
BBOX
| $17.3M | 0.01% |
1,133,959
-106,177
| -9% | -$1.52M |
|
|
YELL
2068
DELISTED
Yellow Corporation Common Stock
YELL
| $17.2M | 0.01% |
1,297,173
+309,931
| +31% | +$3.9M |
|
2069
SiriusXM
SIRI
$9.43B
| $17.2M | 0.01% |
386,636
-3,779
| -1% | -$164K |
|
|
LGF.B
2070
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
| $17.2M | 0.01% |
+700,509
| New | +$17.9M |
|
2071
VSE Corp
VSEC
$5.06B
| $17.2M | 0.01% |
442,283
+6,488
| +1% | +$232K |
|
|
B
2072
Barrick Mining
B
$72.1B
| $17.1M | 0.01% |
1,071,332
-565,248
| -35% | -$8.96M |
|
|
SMI
2073
DELISTED
Semiconductor Manufacturing Intl
SMI
| $17.1M | 0.01% |
2,240,699
-3,458
| -0.2% | -$22.3K |
|
|
STS
2074
DELISTED
Supreme Industries Inc Class A
STS
| $17.1M | 0.01% |
1,086,206
+39,144
| +4% | +$588K |
|
2075
Peapack-Gladstone Financial
PGC
$799M
| $17M | 0.01% |
551,262
+43,491
| +9% | +$1.12M |
|
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.