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 | |
|---|---|---|---|---|---|---|
|
STRR
2526
DELISTED
Star Equity Holdings
STRR
| $5.33M | ﹤0.01% |
21,304
+281
| +1% | +$66.2K |
|
|
AAMI
2527
Acadian Asset Management
AAMI
$2.84B
| $5.31M | ﹤0.01% |
366,499
+96,258
| +36% | +$1.37M |
|
2528
Stratasys
SSYS
$666M
| $5.27M | ﹤0.01% |
318,658
+95,943
| +43% | +$1.88M |
|
|
GOLD
2529
Gold.com Inc
GOLD
$1.16B
| $5.27M | ﹤0.01% |
540,432
-29,810
| -5% | -$248K |
|
|
INSY
2530
DELISTED
Insys Therapeutics, Inc.
INSY
| $5.27M | ﹤0.01% |
572,664
-5,291
| -0.9% | -$59.8K |
|
|
NRE
2531
DELISTED
NorthStar Realty Europe Corp.
NRE
| $5.24M | ﹤0.01% |
417,057
+160,600
| +63% | +$1.76M |
|
2532
Sportsman's Warehouse
SPWH
$45.7M
| $5.23M | ﹤0.01% |
556,542
+107,006
| +24% | +$1.01M |
|
2533
Vermilion Energy
VET
$1.65B
| $5.2M | ﹤0.01% |
123,329
-1,900
| -2% | -$77.6K |
|
2534
PennyMac Financial
PFSI
$4.47B
| $5.15M | ﹤0.01% |
309,176
+107,928
| +54% | +$1.84M |
|
|
CUNB
2535
DELISTED
CU Bancorp
CUNB
| $5.13M | ﹤0.01% |
143,318
+33,249
| +30% | +$907K |
|
|
HCCI
2536
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $5.12M | ﹤0.01% |
326,168
+45,048
| +16% | +$650K |
|
|
CAJ
2537
DELISTED
Canon, Inc.
CAJ
| $5.09M | ﹤0.01% |
180,908
-4,834
| -3% | -$139K |
|
|
DATA
2538
DELISTED
Tableau Software, Inc.
DATA
| $5.08M | ﹤0.01% |
120,655
-333
| -0.3% | -$15.5K |
|
|
PARAA
2539
DELISTED
Paramount Global Class A
PARAA
| $5.08M | ﹤0.01% |
78,511
-1,295
| -2% | -$77.8K |
|
2540
Rogers Communications
RCI
$18.9B
| $5.03M | ﹤0.01% |
130,349
+4,442
| +4% | +$175K |
|
|
CLCT
2541
DELISTED
Collectors Universe
CLCT
| $5.02M | ﹤0.01% |
236,317
+6,684
| +3% | +$133K |
|
2542
Nature's Sunshine
NATR
$361M
| $4.97M | ﹤0.01% |
331,666
+9,912
| +3% | +$145K |
|
|
AMRB
2543
DELISTED
American River Bankshares
AMRB
| $4.97M | ﹤0.01% |
329,174
-202
| -0.1% | -$2.63K |
|
2544
Kewaunee Scientific
KEQU
$101M
| $4.96M | ﹤0.01% |
202,801
+1,793
| +0.9% | +$42.3K |
|
|
ORAN
2545
DELISTED
Orange
ORAN
| $4.96M | ﹤0.01% |
327,351
-7,562
| -2% | -$113K |
|
2546
Nice
NICE
$6.13B
| $4.95M | ﹤0.01% |
72,041
-1,155
| -2% | -$77.1K |
|
2547
Harvard Bioscience
HBIO
$27.5M
| $4.91M | ﹤0.01% |
161,085
+160
| +0.1% | +$4.07K |
|
|
LTS
2548
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
| $4.88M | ﹤0.01% |
2,001,861
-23,052
| -1% | -$53.6K |
|
2549
Liberty Media Series A
FWONA
$23.5B
| $4.87M | ﹤0.01% |
162,081
-2,514
| -2% | -$71.9K |
|
2550
Teekay
TK
$991M
| $4.83M | ﹤0.01% |
601,686
-35,069
| -6% | -$270K |
|
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.