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 | |
|---|---|---|---|---|---|---|
2651
Aegon
AEG
$13.4B
| $3.48M | ﹤0.01% |
818,554
+9,749
| +1% | +$36.3K |
|
2652
Alamos Gold
AGI
$11.9B
| $3.46M | ﹤0.01% |
505,486
+8,285
| +2% | +$58.2K |
|
2653
RB Global
RBA
$21.5B
| $3.46M | ﹤0.01% |
101,679
+13,004
| +15% | +$473K |
|
2654
IRIDEX
IRIX
$15.5M
| $3.46M | ﹤0.01% |
245,833
-5,316
| -2% | -$75.5K |
|
2655
First United
FUNC
$293M
| $3.43M | ﹤0.01% |
215,193
+443
| +0.2% | +$5.7K |
|
2656
Nordic American Tanker
NAT
$1.35B
| $3.43M | ﹤0.01% |
411,620
-8,181
| -2% | -$72.7K |
|
|
KONA
2657
DELISTED
Kona Grill, Inc.
KONA
| $3.43M | ﹤0.01% |
273,144
+5,216
| +2% | +$61.7K |
|
2658
Magnite
MGNI
$2.84B
| $3.42M | ﹤0.01% |
460,659
+112,352
| +32% | +$875K |
|
2659
Fresenius Medical Care
FMS
$13.4B
| $3.41M | ﹤0.01% |
80,893
-7,094
| -8% | -$289K |
|
2660
PTC Therapeutics
PTCT
$6.22B
| $3.41M | ﹤0.01% |
312,460
-958
| -0.3% | -$10.1K |
|
2661
Simulations Plus
SLP
$372M
| $3.4M | ﹤0.01% |
351,832
+13,131
| +4% | +$119K |
|
|
FIT
2662
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $3.4M | ﹤0.01% |
463,847
-49,983
| -10% | -$512K |
|
|
PZN
2663
DELISTED
Pzena Investment Management, Inc. Class A
PZN
| $3.39M | ﹤0.01% |
305,503
+4,771
| +2% | +$42.9K |
|
2664
Value Line
VALU
$343M
| $3.39M | ﹤0.01% |
174,020
-1,758
| -1% | -$34.4K |
|
|
CCUR
2665
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $3.39M | ﹤0.01% |
633,528
-6,132
| -1% | -$34.6K |
|
2666
Pembina Pipeline
PBA
$29.3B
| $3.38M | ﹤0.01% |
107,905
+23,692
| +28% | +$716K |
|
|
ENT
2667
DELISTED
Global Eagle Entertainment Inc.
ENT
| $3.37M | ﹤0.01% |
20,848
+13,544
| +185% | +$2.55M |
|
2668
Chicago Rivet & Machine Co
CVR
$10M
| $3.36M | ﹤0.01% |
80,848
+561
| +0.7% | +$18.7K |
|
|
JKS
2669
JinkoSolar
JKS
$781M
| $3.36M | ﹤0.01% |
220,667
+209,867
| +1,943% | +$3.22M |
|
|
OTIC
2670
DELISTED
Otonomy, Inc.
OTIC
| $3.36M | ﹤0.01% |
211,110
+136,077
| +181% | +$2.28M |
|
2671
Canadian Pacific Kansas City
CP
$80.7B
| $3.34M | ﹤0.01% |
117,070
-280
| -0.2% | -$8.27K |
|
|
CTG
2672
DELISTED
Computer Task Group, Inc.
CTG
| $3.34M | ﹤0.01% |
793,655
-12,335
| -2% | -$54.3K |
|
|
VIA
2673
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
| $3.33M | ﹤0.01% |
43,990
+200
| +0.5% | +$13.4K |
|
2674
Turkcell
TKC
$4.73B
| $3.33M | ﹤0.01% |
482,737
-16,876
| -3% | -$123K |
|
|
STRP
2675
DELISTED
Straight Path Communications Inc.
STRP
| $3.33M | ﹤0.01% |
98,214
-47,823
| -33% | -$1.32M |
|
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.