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 | |
|---|---|---|---|---|---|---|
2076
Sabre
SABR
$936M
| $17M | 0.01% |
681,657
+27,755
| +4% | +$712K |
|
|
PCBK
2077
DELISTED
Pacific Continental Corp
PCBK
| $17M | 0.01% |
777,249
+24,164
| +3% | +$453K |
|
2078
LSI Industries
LYTS
$758M
| $16.9M | 0.01% |
1,739,151
+12,799
| +0.7% | +$126K |
|
|
ZAGG
2079
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $16.9M | 0.01% |
2,381,400
+53,307
| +2% | +$377K |
|
2080
Korea Electric Power
KEP
$14.4B
| $16.9M | 0.01% |
912,676
+28,604
| +3% | +$596K |
|
|
FSP
2081
Franklin Street Properties
FSP
$34.3M
| $16.8M | 0.01% |
1,296,739
+69,167
| +6% | +$836K |
|
2082
Ollie's Bargain Outlet
OLLI
$4.35B
| $16.7M | 0.01% |
588,248
+330,630
| +128% | +$9.54M |
|
2083
NatWest
NWG
$73.9B
| $16.7M | 0.01% |
2,809,018
+95,241
| +4% | +$512K |
|
|
OB
2084
DELISTED
Onebeacon Insurance Group Ltd
OB
| $16.7M | 0.01% |
1,039,377
+46,047
| +5% | +$695K |
|
|
TACO
2085
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $16.7M | 0.01% |
1,180,315
+585,518
| +98% | +$8.12M |
|
|
VWTR
2086
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $16.6M | 0.01% |
1,097,865
+103,772
| +10% | +$1.4M |
|
2087
Enova International
ENVA
$4.29B
| $16.5M | 0.01% |
1,317,461
+199,755
| +18% | +$2.16M |
|
2088
Regional Management Corp
RM
$296M
| $16.5M | 0.01% |
627,029
+100,560
| +19% | +$2.39M |
|
|
RT
2089
DELISTED
Ruby Tuesday Georgia
RT
| $16.3M | 0.01% |
5,056,493
-127,091
| -2% | -$387K |
|
|
ZVO
2090
DELISTED
Zovio Inc. Common Stock
ZVO
| $16.3M | 0.01% |
1,611,769
+54,721
| +4% | +$475K |
|
2091
Zillow
Z
$7.04B
| $16.3M | 0.01% |
446,742
+11,323
| +3% | +$399K |
|
2092
Crocs
CROX
$5.53B
| $16.3M | 0.01% |
2,374,723
+1,259
| +0.1% | +$9.77K |
|
|
EPAY
2093
DELISTED
Bottomline Technologies Inc
EPAY
| $16.3M | 0.01% |
649,598
-57,707
| -8% | -$1.37M |
|
|
RRD
2094
DELISTED
RR Donnelley & Sons Co.
RRD
| $16.2M | 0.01% |
+995,465
| New | +$17.9M |
|
2095
IMAX
IMAX
$2.86B
| $16.2M | 0.01% |
515,642
| – | – |
|
|
ABB
2096
DELISTED
ABB Ltd
ABB
| $16.2M | 0.01% |
767,684
-326,862
| -30% | -$6.97M |
|
|
KEM
2097
DELISTED
KEMET Corporation
KEM
| $16.1M | 0.01% |
2,426,049
+265,310
| +12% | +$1.27M |
|
2098
Jazz Pharmaceuticals
JAZZ
$15.8B
| $16.1M | 0.01% |
147,511
+408
| +0.3% | +$45.4K |
|
|
CUTR
2099
DELISTED
Cutera, Inc.
CUTR
| $15.8M | 0.01% |
913,450
-46,272
| -5% | -$692K |
|
2100
Clearway Energy Class C
CWEN
$6.15B
| $15.8M | 0.01% |
1,002,903
+190,694
| +23% | +$2.98M |
|
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.