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 | |
|---|---|---|---|---|---|---|
|
DLA
2176
DELISTED
Delta Apparel Inc.
DLA
| $13.5M | 0.01% |
650,974
-4,104
| -0.6% | -$74.4K |
|
|
ACAT
2177
DELISTED
Arctic Cat Inc
ACAT
| $13.5M | 0.01% |
897,475
+93,173
| +12% | +$1.43M |
|
2178
Zillow
ZG
$7.2B
| $13.5M | 0.01% |
369,497
-15,752
| -4% | -$551K |
|
|
TLRD
2179
DELISTED
Tailored Brands, Inc.
TLRD
| $13.4M | 0.01% |
525,782
-411,229
| -44% | -$7.95M |
|
2180
Terreno Realty
TRNO
$7.15B
| $13.4M | 0.01% |
471,475
+37,993
| +9% | +$1.02M |
|
|
AVHI
2181
DELISTED
A V Homes, Inc.
AVHI
| $13.4M | 0.01% |
848,091
+78,446
| +10% | +$1.27M |
|
|
QADA
2182
DELISTED
QAD Inc.
QADA
| $13.3M | 0.01% |
438,918
-8,249
| -2% | -$217K |
|
2183
VEON
VEON
$4.72B
| $13.3M | 0.01% |
138,634
+7,404
| +6% | +$640K |
|
|
PHX
2184
DELISTED
PHX Minerals
PHX
| $13.3M | 0.01% |
565,358
-16,293
| -3% | -$346K |
|
2185
TripAdvisor
TRIP
$1.05B
| $13.3M | 0.01% |
285,895
-2,346
| -0.8% | -$129K |
|
|
TSC
2186
DELISTED
TriState Capital Holdings, Inc.
TSC
| $13.2M | 0.01% |
598,939
+90,375
| +18% | +$1.71M |
|
|
VTLE
2187
DELISTED
Vital Energy
VTLE
| $13.2M | 0.01% |
46,746
+8,600
| +23% | +$2.36M |
|
|
PKY
2188
DELISTED
Parkway, Inc.
PKY
| $13.2M | 0.01% |
594,000
-536,230
| -47% | -$10.1M |
|
2189
LSB Industries
LXU
$796M
| $13.2M | 0.01% |
2,038,305
-21,269
| -1% | -$123K |
|
2190
St. Joe Company
JOE
$3.66B
| $13.2M | 0.01% |
694,061
+116,453
| +20% | +$2.23M |
|
2191
CoStar Group
CSGP
$12.3B
| $13.2M | 0.01% |
698,260
+16,400
| +2% | +$322K |
|
|
GIFI
2192
DELISTED
Gulf Island Fabrication
GIFI
| $13.1M | 0.01% |
1,102,232
+26,057
| +2% | +$283K |
|
|
TBNK
2193
DELISTED
Territorial Bancorp Inc.
TBNK
| $13.1M | 0.01% |
398,978
+11,645
| +3% | +$356K |
|
|
ENZ
2194
DELISTED
Enzo Biochem, Inc.
ENZ
| $13.1M | 0.01% |
1,886,532
-6,310
| -0.3% | -$40.3K |
|
2195
Provident Financial
PROV
$115M
| $13M | 0.01% |
642,623
+7,449
| +1% | +$147K |
|
2196
IES Holdings
IESC
$13B
| $12.9M | 0.01% |
1,352,314
+318,686
| +31% | +$2.84M |
|
|
GCAP
2197
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $12.9M | 0.01% |
1,954,947
+129,257
| +7% | +$778K |
|
|
TMH
2198
DELISTED
Team Health Holdings Inc
TMH
| $12.9M | 0.01% |
296,009
-5,242
| -2% | -$217K |
|
|
RFP
2199
DELISTED
Resolute Forest Products Inc.
RFP
| $12.8M | 0.01% |
2,392,604
+25,457
| +1% | +$116K |
|
|
MBVT
2200
DELISTED
Merchants Bancshares Inc
MBVT
| $12.8M | 0.01% |
235,864
-1,098
| -0.5% | -$49.4K |
|
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.