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 | |
|---|---|---|---|---|---|---|
2351
RadNet
RDNT
$4.98B
| $8.87M | ﹤0.01% |
1,375,696
+103,885
| +8% | +$701K |
|
|
BBBY
2352
Bed Bath & Beyond
BBBY
$479M
| $8.82M | ﹤0.01% |
670,658
+40,644
| +6% | +$500K |
|
|
SMRT
2353
DELISTED
Stein Mart Inc
SMRT
| $8.81M | ﹤0.01% |
1,606,984
-19,126
| -1% | -$111K |
|
|
PAMT
2354
PAMT Corp
PAMT
$360M
| $8.75M | ﹤0.01% |
1,347,748
+19,580
| +1% | +$113K |
|
2355
PLDT
PHI
$4.31B
| $8.75M | ﹤0.01% |
317,463
+22,184
| +8% | +$654K |
|
|
SPPI
2356
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $8.73M | ﹤0.01% |
1,970,631
+181,018
| +10% | +$759K |
|
2357
Urban One Class D
UONEK
$22.4M
| $8.73M | ﹤0.01% |
300,922
-17,357
| -5% | -$482K |
|
|
HDSN
2358
Hudson Technologies
HDSN
$246M
| $8.65M | ﹤0.01% |
1,079,572
+366,756
| +51% | +$2.59M |
|
|
CARB
2359
DELISTED
Carbonite Inc
CARB
| $8.58M | ﹤0.01% |
523,424
+417,166
| +393% | +$7.11M |
|
|
ESSA
2360
DELISTED
ESSA Bancorp
ESSA
| $8.58M | ﹤0.01% |
545,854
-672
| -0.1% | -$9.9K |
|
2361
Bar Harbor Bankshares
BHB
$665M
| $8.57M | ﹤0.01% |
271,679
+6,368
| +2% | +$176K |
|
2362
Hingham Institution for Saving
HIFS
$624M
| $8.55M | ﹤0.01% |
43,440
-1,811
| -4% | -$292K |
|
2363
New Oriental
EDU
$9.32B
| $8.53M | ﹤0.01% |
+202,346
| New | +$9.53M |
|
2364
Four Corners Property Trust
FCPT
$2.89B
| $8.52M | ﹤0.01% |
415,398
+134,521
| +48% | +$2.65M |
|
|
KSPN
2365
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
| $8.51M | ﹤0.01% |
128,900
-178
| -0.1% | -$12.7K |
|
2366
Dorian LPG
LPG
$1.96B
| $8.48M | ﹤0.01% |
1,032,415
+75,733
| +8% | +$542K |
|
|
VOXX
2367
DELISTED
VOXX International Corporation Class A
VOXX
| $8.41M | ﹤0.01% |
1,788,998
+36,060
| +2% | +$157K |
|
|
EMKR
2368
DELISTED
Emcore Corp
EMKR
| $8.41M | ﹤0.01% |
96,639
-1,583
| -2% | -$109K |
|
|
TEF
2369
DELISTED
Telefonica
TEF
| $8.38M | ﹤0.01% |
1,127,280
-10,685
| -0.9% | -$78.2K |
|
2370
Bausch Health
BHC
$1.75B
| $8.37M | ﹤0.01% |
576,634
+268,116
| +87% | +$4.92M |
|
|
CWEN.A
2371
DELISTED
Clearway Energy Class A
CWEN.A
| $8.34M | ﹤0.01% |
542,982
+107,758
| +25% | +$1.62M |
|
2372
Twin Disc
TWIN
$321M
| $8.29M | ﹤0.01% |
567,441
+12,975
| +2% | +$168K |
|
2373
CNB Financial Corp
CCNE
$1.05B
| $8.28M | ﹤0.01% |
309,677
+19,107
| +7% | +$438K |
|
|
INVN
2374
DELISTED
Invensense Inc
INVN
| $8.27M | ﹤0.01% |
646,773
+404,758
| +167% | +$3.46M |
|
|
UBA
2375
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $8.26M | ﹤0.01% |
342,755
+9,146
| +3% | +$204K |
|
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.