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 | |
|---|---|---|---|---|---|---|
|
BLUE
2601
DELISTED
bluebird bio
BLUE
| $4.21M | ﹤0.01% |
5,267
+42
| +0.8% | +$33.4K |
|
|
IIP
2602
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $4.2M | ﹤0.01% |
2,729,685
-299,690
| -10% | -$462K |
|
|
NCIT
2603
DELISTED
NCI, Inc.
NCIT
| $4.2M | ﹤0.01% |
300,695
+5,301
| +2% | +$66.9K |
|
2604
Alnylam Pharmaceuticals
ALNY
$38.5B
| $4.17M | ﹤0.01% |
111,350
+695
| +0.6% | +$29.1K |
|
|
HNP
2605
DELISTED
Huaneng Power Intl, Inc.
HNP
| $4.16M | ﹤0.01% |
159,597
-5,738
| -3% | -$142K |
|
2606
Embotelladora Andina Series B
AKO.B
$4.66B
| $4.14M | ﹤0.01% |
184,277
-3,393
| -2% | -$77.7K |
|
2607
Unity Bancorp
UNTY
$592M
| $4.12M | ﹤0.01% |
262,571
+3,833
| +1% | +$52.1K |
|
|
ELP
2608
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $4.12M | ﹤0.01% |
1,214,713
-19,075
| -2% | -$73K |
|
2609
Planet Fitness
PLNT
$4.43B
| $4.09M | ﹤0.01% |
+203,571
| New | +$4.22M |
|
|
PRGX
2610
DELISTED
PRGX Global, Inc.
PRGX
| $4.06M | ﹤0.01% |
687,686
-2,951
| -0.4% | -$15.2K |
|
|
BSQR
2611
DELISTED
BSQUARE Corporation
BSQR
| $4.03M | ﹤0.01% |
688,915
+15,343
| +2% | +$78.3K |
|
2612
TAL Education Group
TAL
$6.06B
| $3.97M | ﹤0.01% |
+339,132
| New | +$4.15M |
|
2613
MIND Technology
MIND
$44.2M
| $3.97M | ﹤0.01% |
95,592
-900
| -0.9% | -$32K |
|
2614
Tandy Leather Factory
TLF
$19.5M
| $3.97M | ﹤0.01% |
489,612
-372
| -0.1% | -$2.79K |
|
|
DXYN
2615
DELISTED
Dixie Group Inc
DXYN
| $3.93M | ﹤0.01% |
1,091,102
+12,572
| +1% | +$48.9K |
|
|
GV
2616
DELISTED
Goldfield Corporation
GV
| $3.9M | ﹤0.01% |
765,120
+126,912
| +20% | +$449K |
|
2617
iShares S&P India Nifty 50 Index Fund
INDY
$558M
| $3.89M | ﹤0.01% |
142,300
| – | – |
|
2618
Lifeway Foods
LWAY
$482M
| $3.89M | ﹤0.01% |
337,891
+18,560
| +6% | +$261K |
|
|
MOCO
2619
DELISTED
Mocon Inc
MOCO
| $3.88M | ﹤0.01% |
198,853
-249
| -0.1% | -$4.19K |
|
2620
Ultralife
ULBI
$89.1M
| $3.85M | ﹤0.01% |
778,546
-1,000
| -0.1% | -$4.49K |
|
|
STAY
2621
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $3.85M | ﹤0.01% |
238,639
+101,268
| +74% | +$1.52M |
|
|
GBL
2622
DELISTED
GAMCO Investors, Inc.
GBL
| $3.83M | ﹤0.01% |
124,144
-1,806
| -1% | -$54.9K |
|
|
DPLO
2623
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $3.83M | ﹤0.01% |
303,696
+11,902
| +4% | +$222K |
|
|
STZ.B
2624
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $3.79M | ﹤0.01% |
24,729
| – | – |
|
2625
C&F Financial
CFFI
$270M
| $3.77M | ﹤0.01% |
75,649
+4,554
| +6% | +$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.