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 | |
|---|---|---|---|---|---|---|
|
DEA
2676
Easterly Government Properties
DEA
$1.18B
| $3.29M | ﹤0.01% |
65,830
+33,580
| +104% | +$1.6M |
|
2677
Immersion
IMMR
$253M
| $3.29M | ﹤0.01% |
309,638
-100
| -0% | -$943 |
|
|
DDC
2678
DELISTED
Dominion Diamond Corporation
DDC
| $3.26M | ﹤0.01% |
336,581
+5,837
| +2% | +$53.3K |
|
|
CBR
2679
DELISTED
CIBER Inc.
CBR
| $3.26M | ﹤0.01% |
5,154,439
-413,625
| -7% | -$356K |
|
|
FFWM
2680
DELISTED
First Foundation Inc
FFWM
| $3.25M | ﹤0.01% |
227,838
+148,950
| +189% | +$1.98M |
|
|
PDS
2681
Precision Drilling
PDS
$949M
| $3.25M | ﹤0.01% |
29,788
-9
| -0% | -$885 |
|
|
CQH
2682
DELISTED
Cheniere Energy Partners LP Holdings LLC
CQH
| $3.22M | ﹤0.01% |
143,948
-1,459
| -1% | -$31K |
|
2683
CSP Inc
CSPI
$81.6M
| $3.21M | ﹤0.01% |
606,178
+6,754
| +1% | +$36.2K |
|
2684
Shore Bancshares
SHBI
$816M
| $3.19M | ﹤0.01% |
209,436
+18,568
| +10% | +$256K |
|
|
CNCE
2685
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $3.18M | ﹤0.01% |
309,361
-14,363
| -4% | -$131K |
|
|
AFH
2686
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
| $3.17M | ﹤0.01% |
175,553
+36,821
| +27% | +$626K |
|
2687
Transcat
TRNS
$768M
| $3.16M | ﹤0.01% |
292,879
-244
| -0.1% | -$2.56K |
|
2688
Santander
BSBR
$38.9B
| $3.15M | ﹤0.01% |
370,166
-55,706
| -13% | -$418K |
|
2689
CEMIG Preferred Shares
CIG
$6.21B
| $3.15M | ﹤0.01% |
2,704,142
-223,383
| -8% | -$283K |
|
|
CNCO
2690
DELISTED
Cencosud S.A.
CNCO
| $3.14M | ﹤0.01% |
373,143
-23,850
| -6% | -$215K |
|
|
YZC
2691
DELISTED
Yanzhou Coal Mining
YZC
| $3.13M | ﹤0.01% |
468,164
-13,880
| -3% | -$102K |
|
|
RST
2692
DELISTED
ROSETTA STONE INC
RST
| $3.12M | ﹤0.01% |
350,107
-32,443
| -8% | -$260K |
|
2693
Mizuho Financial
MFG
$121B
| $3.11M | ﹤0.01% |
865,092
-36,881
| -4% | -$129K |
|
2694
Vitamin Cottage Natural Grocers
NGVC
$755M
| $3.1M | ﹤0.01% |
260,642
+7,034
| +3% | +$83.5K |
|
|
CHUBA
2695
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
| $3.1M | ﹤0.01% |
206,450
-12,737
| -6% | -$192K |
|
2696
Accuray
ARAY
$28.7M
| $3.09M | ﹤0.01% |
672,494
+25,075
| +4% | +$130K |
|
|
PMBC
2697
DELISTED
Pacific Mercantile Bancorp
PMBC
| $3.08M | ﹤0.01% |
421,853
-7,649
| -2% | -$51.5K |
|
2698
Kodak
KODK
$818M
| $3.08M | ﹤0.01% |
198,625
+68,713
| +53% | +$1.05M |
|
2699
BCB Bancorp
BCBP
$185M
| $3.07M | ﹤0.01% |
236,327
+8,295
| +4% | +$100K |
|
|
HFBC
2700
DELISTED
HopFed Bancorp Inc
HFBC
| $3.06M | ﹤0.01% |
227,685
+3,852
| +2% | +$47.1K |
|
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.