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 | |
|---|---|---|---|---|---|---|
2151
Omega Flex
OFLX
$265M
| $14.2M | 0.01% |
254,738
-4,113
| -2% | -$180K |
|
2152
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
| $14.2M | 0.01% |
2,134,008
+19,336
| +0.9% | +$125K |
|
2153
Horizon Bancorp
HBNC
$1B
| $14.2M | 0.01% |
759,426
+76,855
| +11% | +$1.15M |
|
2154
Liberty Global Class C
LBTYK
$3.42B
| $14.2M | 0.01% |
476,560
-1,278
| -0.3% | -$39.3K |
|
|
AMAG
2155
DELISTED
AMAG Pharmaceuticals
AMAG
| $14.1M | 0.01% |
406,303
+6,507
| +2% | +$194K |
|
2156
Willis Lease Finance
WLFC
$1.17B
| $14.1M | 0.01% |
1,648,887
-299,997
| -15% | -$2.59M |
|
2157
Banco de Chile
BCH
$20.8B
| $14M | 0.01% |
623,527
+3,230
| +0.5% | +$71K |
|
2158
Pitney Bowes
PBI
$2.37B
| $13.9M | 0.01% |
917,286
-19,417
| -2% | -$309K |
|
|
LBRDA
2159
DELISTED
Liberty Broadband Class A
LBRDA
| $13.9M | 0.01% |
192,067
+1,831
| +1% | +$126K |
|
|
DHIL
2160
DELISTED
Diamond Hill
DHIL
| $13.9M | 0.01% |
65,860
+28,216
| +75% | +$5.5M |
|
2161
Reading International Class A
RDI
$46.9M
| $13.9M | 0.01% |
834,675
+33,140
| +4% | +$485K |
|
|
HT
2162
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $13.9M | 0.01% |
644,342
-7,098
| -1% | -$138K |
|
2163
Vipshop
VIPS
$5.82B
| $13.8M | 0.01% |
+1,255,941
| New | +$16.2M |
|
|
GBNK
2164
DELISTED
Guaranty Bancorp
GBNK
| $13.8M | 0.01% |
571,115
+70,127
| +14% | +$1.43M |
|
|
MCBC
2165
DELISTED
Macatawa Bank Corp
MCBC
| $13.8M | 0.01% |
1,321,486
-2,643
| -0.2% | -$23.7K |
|
2166
ASML
ASML
$615B
| $13.7M | 0.01% |
122,392
+1,633
| +1% | +$171K |
|
2167
Pilgrim's Pride
PPC
$7.06B
| $13.7M | 0.01% |
721,529
+5,381
| +0.8% | +$105K |
|
|
ASCMA
2168
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
| $13.6M | 0.01% |
838,838
+51,428
| +7% | +$1.02M |
|
|
ENV
2169
DELISTED
ENVESTNET, INC.
ENV
| $13.6M | 0.01% |
385,955
-43,134
| -10% | -$1.55M |
|
|
CGI
2170
DELISTED
Celadon Group Inc
CGI
| $13.6M | 0.01% |
1,902,398
+53,408
| +3% | +$402K |
|
|
AE
2171
DELISTED
Adams Resources & Energy Inc
AE
| $13.6M | 0.01% |
342,651
+1,235
| +0.4% | +$48.5K |
|
|
LIOX
2172
DELISTED
Lionbridge Technologies
LIOX
| $13.6M | 0.01% |
2,336,853
+134,803
| +6% | +$690K |
|
2173
York Water
YORW
$535M
| $13.5M | 0.01% |
354,397
+12,008
| +4% | +$406K |
|
|
ULTI
2174
DELISTED
Ultimate Software Group Inc
ULTI
| $13.5M | 0.01% |
74,184
-541
| -0.7% | -$108K |
|
2175
Stellantis
STLA
$14.3B
| $13.5M | 0.01% |
1,487,810
+1,191,944
| +403% | +$8.92M |
|
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.