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 | |
|---|---|---|---|---|---|---|
2576
Malibu Boats
MBUU
$546M
| $4.6M | ﹤0.01% |
241,270
+60,220
| +33% | +$1.01M |
|
|
SEAC
2577
DELISTED
Seachange International Inc
SEAC
| $4.6M | ﹤0.01% |
100,040
-1,995
| -2% | -$104K |
|
|
PPIH
2578
Perma-Pipe International
PPIH
$194M
| $4.59M | ﹤0.01% |
566,126
-300
| -0.1% | -$2.41K |
|
|
PFSW
2579
DELISTED
PFSweb, Inc.
PFSW
| $4.53M | ﹤0.01% |
533,266
-7,991
| -1% | -$65.7K |
|
|
MXWL
2580
DELISTED
Maxwell Technologies Inc
MXWL
| $4.5M | ﹤0.01% |
879,031
+160
| +0% | +$801 |
|
2581
Tidewater
TDW
$3.6B
| $4.49M | ﹤0.01% |
40,828
-4,178
| -9% | -$368K |
|
|
ERF
2582
DELISTED
Enerplus Corporation
ERF
| $4.48M | ﹤0.01% |
472,234
| – | – |
|
2583
Escalade
ESCA
$271M
| $4.47M | ﹤0.01% |
338,572
+7,546
| +2% | +$98.2K |
|
2584
Monarch Casino & Resort
MCRI
$2.19B
| $4.46M | ﹤0.01% |
172,903
-13,196
| -7% | -$327K |
|
2585
The RMR Group
RMR
$337M
| $4.44M | ﹤0.01% |
112,471
+50,624
| +82% | +$1.96M |
|
|
MSL
2586
DELISTED
Midsouth Bancorp, Inc.
MSL
| $4.44M | ﹤0.01% |
326,313
+4,933
| +2% | +$56.9K |
|
2587
Bank of Marin Bancorp
BMRC
$468M
| $4.36M | ﹤0.01% |
125,106
+18,416
| +17% | +$551K |
|
|
RENX
2588
DELISTED
RELX N.V.
RENX
| $4.36M | ﹤0.01% |
260,304
-2,774
| -1% | -$45.5K |
|
|
PRCP
2589
DELISTED
Perceptron Inc
PRCP
| $4.36M | ﹤0.01% |
656,254
+1,030
| +0.2% | +$6.62K |
|
2590
Ambarella
AMBA
$2.95B
| $4.35M | ﹤0.01% |
80,366
-3,155
| -4% | -$190K |
|
2591
Ameresco
AMRC
$986M
| $4.35M | ﹤0.01% |
790,272
+40,042
| +5% | +$223K |
|
2592
PAR Technology
PAR
$725M
| $4.34M | ﹤0.01% |
778,491
+978
| +0.1% | +$5.18K |
|
|
MR
2593
DELISTED
Montage Resources Corporation Common Stock
MR
| $4.33M | ﹤0.01% |
108,005
+51,682
| +92% | +$2.3M |
|
|
DGAS
2594
DELISTED
Delta Natural Gas Co Inc
DGAS
| $4.33M | ﹤0.01% |
147,498
+659
| +0.4% | +$16.7K |
|
2595
Lakeland Industries
LAKE
$105M
| $4.3M | ﹤0.01% |
413,627
+14,670
| +4% | +$155K |
|
2596
Champion Homes
SKY
$4.43B
| $4.29M | ﹤0.01% |
277,645
+8,823
| +3% | +$116K |
|
2597
Ascent Industries
ACNT
$139M
| $4.29M | ﹤0.01% |
391,908
+9,091
| +2% | +$93.3K |
|
|
FRP
2598
DELISTED
Fairpoint Communications, Inc.
FRP
| $4.29M | ﹤0.01% |
229,160
+62,200
| +37% | +$1.05M |
|
|
CSW
2599
CSW Industrials
CSW
$4.53B
| $4.24M | ﹤0.01% |
115,158
+71,884
| +166% | +$2.44M |
|
2600
Franco-Nevada
FNV
$40.3B
| $4.24M | ﹤0.01% |
70,957
| – | – |
|
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.