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 | 20.55% |
| 2 | Industrials | 13.59% |
| 3 | Technology | 12.45% |
| 4 | Consumer Discretionary | 9.36% |
| 5 | Healthcare | 8.4% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
MBTF
2226
DELISTED
MBT Financial Corporation
MBTF
| $11.9M | 0.01% |
1,051,685
+40,498
| +4% | +$394K |
|
|
MNR
2227
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $11.9M | 0.01% |
782,461
+28,883
| +4% | +$399K |
|
2228
NLI Holdings
NL
$289M
| $11.9M | 0.01% |
1,461,487
+9,833
| +0.7% | +$53.8K |
|
|
UNVR
2229
DELISTED
Univar Solutions Inc.
UNVR
| $11.9M | 0.01% |
419,637
+203,800
| +94% | +$4.92M |
|
2230
Sabesp
SBS
$18.4B
| $11.9M | 0.01% |
7,060,357
-23,663
| -0.3% | -$41.6K |
|
2231
Community Health Systems
CYH
$382M
| $11.9M | 0.01% |
2,121,686
-8,564
| -0.4% | -$59.4K |
|
|
BFS
2232
Saul Centers
BFS
$858M
| $11.8M | 0.01% |
176,888
+2,424
| +1% | +$155K |
|
2233
Weyco Group
WEYS
$377M
| $11.7M | 0.01% |
372,905
+8,476
| +2% | +$238K |
|
|
MIK
2234
DELISTED
Michaels Stores, Inc
MIK
| $11.7M | 0.01% |
570,431
+16,209
| +3% | +$376K |
|
2235
Under Armour
UAA
$3.01B
| $11.6M | 0.01% |
397,639
-7,650
| -2% | -$251K |
|
|
SNBC
2236
DELISTED
Sun Bancorp Inc
SNBC
| $11.5M | 0.01% |
442,845
-5,288
| -1% | -$127K |
|
2237
Global Industrial
GIC
$1.38B
| $11.5M | 0.01% |
1,310,844
-1,678
| -0.1% | -$14.1K |
|
|
HDNG
2238
DELISTED
Hardinge Inc
HDNG
| $11.5M | 0.01% |
1,036,953
+1,043
| +0.1% | +$11K |
|
2239
Old Second Bancorp
OSBC
$1.29B
| $11.4M | 0.01% |
1,034,054
+180
| +0% | +$1.63K |
|
|
AHT
2240
Ashford Hospitality Trust
AHT
$20.8M
| $11.4M | 0.01% |
1,485
-3
| -0.2% | -$19.6K |
|
2241
ENI
E
$78.1B
| $11.4M | 0.01% |
352,605
-4,236
| -1% | -$124K |
|
|
LAYN
2242
DELISTED
Layne Christensen Co
LAYN
| $11.3M | 0.01% |
1,038,708
+3,606
| +0.3% | +$34.9K |
|
|
MCF
2243
DELISTED
Contango Oil & Gas Co.
MCF
| $11.3M | 0.01% |
1,207,056
-138,530
| -10% | -$1.31M |
|
2244
Utah Medical Products
UTMD
$226M
| $11.3M | 0.01% |
154,885
-2,393
| -2% | -$156K |
|
2245
Core Molding Technologies
CMT
$201M
| $11.3M | 0.01% |
657,658
-1,390
| -0.2% | -$23.8K |
|
|
FFKT
2246
DELISTED
Farmers Capital Bank Corp
FFKT
| $11.2M | 0.01% |
267,450
+30,009
| +13% | +$1.05M |
|
|
ZAYO
2247
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $11.2M | 0.01% |
342,031
+106,349
| +45% | +$3.48M |
|
2248
Chefs' Warehouse
CHEF
$4.31B
| $11.2M | 0.01% |
709,592
+10,550
| +2% | +$139K |
|
2249
Dawson Geophysical
DWSN
$130M
| $11.2M | 0.01% |
1,458,912
+32,515
| +2% | +$234K |
|
2250
Clean Energy Fuels
CLNE
$416M
| $11.2M | 0.01% |
3,904,211
+1,030,510
| +36% | +$3.89M |
|
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 18% 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.