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 | |
|---|---|---|---|---|---|---|
|
TESS
2501
DELISTED
Tessco Technologies Inc
TESS
| $5.82M | ﹤0.01% |
447,689
-63
| -0% | -$764 |
|
|
NSA
2502
DELISTED
National Storage Affiliates Trust
NSA
| $5.78M | ﹤0.01% |
262,006
+113,617
| +77% | +$2.31M |
|
2503
Ring Energy
REI
$310M
| $5.78M | ﹤0.01% |
444,867
+158,775
| +55% | +$1.84M |
|
2504
TIM SA
TIMB
$9.13B
| $5.78M | ﹤0.01% |
488,547
-21,680
| -4% | -$271K |
|
|
NWY
2505
DELISTED
New York & Co Inc
NWY
| $5.76M | ﹤0.01% |
2,537,691
+7,999
| +0.3% | +$17.4K |
|
|
LSBG
2506
DELISTED
Lake Sunapee Bank Group
LSBG
| $5.74M | ﹤0.01% |
243,430
-679
| -0.3% | -$13.9K |
|
|
PWOD
2507
DELISTED
Penns Woods Bancorp
PWOD
| $5.74M | ﹤0.01% |
170,489
-244
| -0.1% | -$7.51K |
|
|
NTT
2508
DELISTED
Nippon Telegraph & Telephone
NTT
| $5.73M | ﹤0.01% |
136,169
-12,000
| -8% | -$509K |
|
|
SDRL
2509
DELISTED
Seadrill Limited Common Stock
SDRL
| $5.69M | ﹤0.01% |
6,229
+172
| +3% | +$126K |
|
|
KIN
2510
DELISTED
Kindred Biosciences, Inc.
KIN
| $5.67M | ﹤0.01% |
1,334,953
+1,310,155
| +5,283% | +$6.34M |
|
2511
Natural Alternatives International
NAII
$14.6M
| $5.61M | ﹤0.01% |
496,841
+32,277
| +7% | +$404K |
|
2512
Independent Bank Corp
IBCP
$799M
| $5.58M | ﹤0.01% |
257,094
-29,692
| -10% | -$548K |
|
|
TGH
2513
DELISTED
Textainer Group Holdings limited
TGH
| $5.58M | ﹤0.01% |
748,540
+46,913
| +7% | +$390K |
|
|
PRMW
2514
DELISTED
Primo Water Corporation
PRMW
| $5.57M | ﹤0.01% |
491,756
+16,072
| +3% | +$199K |
|
2515
ANI Pharmaceuticals
ANIP
$1.85B
| $5.55M | ﹤0.01% |
91,514
+43,534
| +91% | +$2.66M |
|
|
WSR
2516
DELISTED
Whitestone REIT
WSR
| $5.51M | ﹤0.01% |
383,292
+7,527
| +2% | +$101K |
|
2517
Nokia
NOK
$47.7B
| $5.5M | ﹤0.01% |
1,143,692
-16,486
| -1% | -$77.7K |
|
|
BHR
2518
Braemar Hotels & Resorts
BHR
$166M
| $5.5M | ﹤0.01% |
406,958
+3,913
| +1% | +$51.9K |
|
2519
STMicroelectronics
STM
$44.8B
| $5.47M | ﹤0.01% |
482,255
-4,680
| -1% | -$44.3K |
|
2520
Beazer Homes USA
BZH
$891M
| $5.47M | ﹤0.01% |
411,170
+22,158
| +6% | +$274K |
|
|
VSM
2521
DELISTED
Versum Materials, Inc.
VSM
| $5.44M | ﹤0.01% |
+193,823
| New | +$4.83M |
|
|
CPL
2522
DELISTED
CPFL Energia S.A.
CPL
| $5.41M | ﹤0.01% |
350,870
-256
| -0.1% | -$3.79K |
|
2523
Acacia Research
ACTG
$436M
| $5.41M | ﹤0.01% |
831,637
+17,122
| +2% | +$111K |
|
|
HCOM
2524
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
| $5.35M | ﹤0.01% |
215,788
+6,401
| +3% | +$145K |
|
|
EPE
2525
DELISTED
EP Energy Corporation
EPE
| $5.34M | ﹤0.01% |
815,750
+23,203
| +3% | +$113K |
|
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.