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 | |
|---|---|---|---|---|---|---|
2126
Agree Realty
ADC
$8.52B
| $14.8M | 0.01% |
321,922
+46,245
| +17% | +$2.11M |
|
2127
Opko Health
OPK
$1.2B
| $14.8M | 0.01% |
1,589,903
+30,851
| +2% | +$319K |
|
2128
Marcus & Millichap
MMI
$1.18B
| $14.8M | 0.01% |
553,391
+92,168
| +20% | +$2.4M |
|
2129
PetMed Express
PETS
$34.7M
| $14.8M | 0.01% |
640,960
+109,730
| +21% | +$2.35M |
|
|
SFE
2130
DELISTED
Safeguard Scientifics, Inc.
SFE
| $14.8M | 0.01% |
1,098,794
+2,009
| +0.2% | +$24.8K |
|
2131
Amphastar Pharmaceuticals
AMPH
$1.02B
| $14.8M | 0.01% |
800,900
+324,043
| +68% | +$6.3M |
|
2132
Citizens
CIA
$179M
| $14.7M | 0.01% |
1,501,356
-2,171
| -0.1% | -$20.1K |
|
|
NYRT
2133
DELISTED
New York REIT, Inc.
NYRT
| $14.7M | 0.01% |
144,987
+1,829
| +1% | +$175K |
|
2134
Mesa Laboratories
MLAB
$701M
| $14.6M | 0.01% |
119,228
+5,426
| +5% | +$677K |
|
|
CYBE
2135
DELISTED
Cyberoptics Corp
CYBE
| $14.6M | 0.01% |
560,023
-13,276
| -2% | -$347K |
|
2136
RCI Hospitality Holdings
RICK
$214M
| $14.6M | 0.01% |
853,590
-4,716
| -0.5% | -$61K |
|
|
TBHC
2137
DELISTED
The Brand House Collective
TBHC
| $14.6M | 0.01% |
938,949
+20,259
| +2% | +$284K |
|
|
CAVM
2138
DELISTED
Cavium, Inc.
CAVM
| $14.6M | 0.01% |
233,105
-58,014
| -20% | -$3.35M |
|
2139
Capital City Bank Group
CCBG
$858M
| $14.5M | 0.01% |
708,245
+6,366
| +0.9% | +$112K |
|
2140
Village Super Market
VLGEA
$654M
| $14.5M | 0.01% |
469,352
+80,272
| +21% | +$2.61M |
|
|
BUFF
2141
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $14.5M | 0.01% |
603,176
+242,844
| +67% | +$5.88M |
|
2142
Oil-Dri
ODC
$1.27B
| $14.5M | 0.01% |
758,806
+6,306
| +0.8% | +$117K |
|
|
CACB
2143
DELISTED
Cascade Bancorp
CACB
| $14.5M | 0.01% |
1,785,092
-6,889
| -0.4% | -$47.8K |
|
2144
Distribution Solutions Group
DSGR
$1.61B
| $14.5M | 0.01% |
1,216,858
-38,064
| -3% | -$408K |
|
2145
AMC Global Media
AMCX
$501M
| $14.4M | 0.01% |
275,966
+783
| +0.3% | +$40.6K |
|
2146
KRONOS Worldwide
KRO
$936M
| $14.4M | 0.01% |
1,203,662
-102,250
| -8% | -$1.04M |
|
|
RLH
2147
DELISTED
Red Lions Hotel Corporation
RLH
| $14.4M | 0.01% |
1,720,050
+21,211
| +1% | +$183K |
|
|
ESIO
2148
DELISTED
Electro Scientific Industries
ESIO
| $14.3M | 0.01% |
2,421,873
-11,044
| -0.5% | -$60.4K |
|
|
FCH
2149
DELISTED
Felcor Lodging Trust
FCH
| $14.3M | 0.01% |
1,785,976
-12,479
| -0.7% | -$88.4K |
|
2150
FRP Holdings
FRPH
$407M
| $14.3M | 0.01% |
756,762
+93,292
| +14% | +$1.66M |
|
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.