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 | |
|---|---|---|---|---|---|---|
|
BT
2301
DELISTED
BT Group plc (ADR)
BT
| $10.1M | 0.01% |
437,381
-250
| -0.1% | -$5.78K |
|
2302
Aware
AWRE
$24M
| $10.1M | 0.01% |
1,649,925
+34,813
| +2% | +$192K |
|
2303
DMC Global
BOOM
$111M
| $10.1M | 0.01% |
634,130
+41,009
| +7% | +$550K |
|
2304
Alto Ingredients
ALTO
$338M
| $10M | 0.01% |
1,054,204
+559,890
| +113% | +$4.5M |
|
|
SYNT
2305
DELISTED
Syntel Inc
SYNT
| $10M | 0.01% |
506,048
+20,926
| +4% | +$451K |
|
|
JOYY
2306
JOYY Inc
JOYY
$3.73B
| $10M | 0.01% |
+253,649
| New | +$11.9M |
|
|
LUB
2307
DELISTED
Luby's Inc.
LUB
| $10M | 0.01% |
2,338,227
-8,881
| -0.4% | -$37.6K |
|
2308
Ericsson
ERIC
$32.1B
| $10M | 0.01% |
1,716,282
-35,209
| -2% | -$194K |
|
2309
Methanex
MEOH
$4.23B
| $9.99M | 0.01% |
228,016
-66,323
| -23% | -$2.65M |
|
|
SNR
2310
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $9.95M | 0.01% |
1,016,695
+88,067
| +9% | +$888K |
|
|
MORE
2311
DELISTED
Monogram Residential Trust, Inc.
MORE
| $9.94M | 0.01% |
918,718
+303,791
| +49% | +$3.2M |
|
2312
RH
RH
$3.33B
| $9.93M | 0.01% |
323,295
+1,106
| +0.3% | +$35.7K |
|
|
SSI
2313
DELISTED
Stage Stores Inc
SSI
| $9.92M | 0.01% |
2,269,640
-106,288
| -4% | -$526K |
|
|
CTO
2314
CTO Realty Growth
CTO
$756M
| $9.91M | 0.01% |
683,784
-3,709
| -0.5% | -$52.7K |
|
2315
Vicor
VICR
$8.33B
| $9.85M | ﹤0.01% |
652,294
-5,216
| -0.8% | -$72.1K |
|
2316
Under Armour Class C
UA
$2.95B
| $9.8M | ﹤0.01% |
389,375
-10,209
| -3% | -$283K |
|
|
PFBI
2317
DELISTED
Premier Financial Bancorp
PFBI
| $9.78M | ﹤0.01% |
608,408
+8,889
| +1% | +$124K |
|
2318
Shutterstock
SSTK
$209M
| $9.74M | ﹤0.01% |
204,981
+35,272
| +21% | +$1.88M |
|
2319
Dime Commercial Bancshares
DCOM
$1.79B
| $9.63M | ﹤0.01% |
254,097
+41,451
| +19% | +$1.32M |
|
|
CLDT
2320
Chatham Lodging
CLDT
$632M
| $9.61M | ﹤0.01% |
467,578
+46,529
| +11% | +$894K |
|
|
ISLE
2321
DELISTED
Isle of Capri Casinos Inc
ISLE
| $9.56M | ﹤0.01% |
387,224
-5,183
| -1% | -$117K |
|
2322
SAP
SAP
$215B
| $9.54M | ﹤0.01% |
110,360
-4,107
| -4% | -$353K |
|
|
TPHS
2323
DELISTED
Trinity Place Holdings Inc.com
TPHS
| $9.48M | ﹤0.01% |
1,022,850
-4,055
| -0.4% | -$39.2K |
|
|
MGI
2324
DELISTED
MoneyGram International, Inc. New
MGI
| $9.48M | ﹤0.01% |
802,709
+193,429
| +32% | +$1.81M |
|
|
GTY
2325
Getty Realty Corp
GTY
$2.16B
| $9.46M | ﹤0.01% |
371,004
+1,321
| +0.4% | +$31K |
|
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.