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 | |
|---|---|---|---|---|---|---|
2751
3D Systems Corp
DDD
$412M
| $2.59M | ﹤0.01% |
195,000
-6,927
| -3% | -$102K |
|
2752
Travelzoo
TZOO
$77.8M
| $2.59M | ﹤0.01% |
275,552
+14,816
| +6% | +$164K |
|
|
SPIL
2753
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $2.59M | ﹤0.01% |
354,544
-109
| -0% | -$804 |
|
|
AENZ
2754
DELISTED
Aenza S.A.A.
AENZ
| $2.58M | ﹤0.01% |
119,980
+4,641
| +4% | +$107K |
|
|
FGL
2755
DELISTED
Fidelity & Guaranty Life
FGL
| $2.57M | ﹤0.01% |
108,605
-3,339
| -3% | -$77.7K |
|
|
GIG
2756
DELISTED
GigPeak, Inc.
GIG
| $2.57M | ﹤0.01% |
1,018,626
+440,595
| +76% | +$1.13M |
|
|
ONIT
2757
Onity Group
ONIT
$341M
| $2.53M | ﹤0.01% |
31,346
+2,534
| +9% | +$179K |
|
2758
Outfront Media
OUT
$5.72B
| $2.53M | ﹤0.01% |
103,323
-2,492
| -2% | -$57.2K |
|
|
INTX
2759
DELISTED
Intersections, Inc.
INTX
| $2.51M | ﹤0.01% |
628,747
-64,300
| -9% | -$164K |
|
2760
Atlantic American Corp
AAME
$32.6M
| $2.51M | ﹤0.01% |
611,508
-2,260
| -0.4% | -$8.64K |
|
|
SHI
2761
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
| $2.5M | ﹤0.01% |
46,169
-40
| -0.1% | -$2.08K |
|
|
PATI
2762
DELISTED
Patriot Transportation Holding, Inc. Common Stock
PATI
| $2.49M | ﹤0.01% |
106,779
-183
| -0.2% | -$4.11K |
|
2763
Beasley Broadcasting Group
BBGI
$37.6M
| $2.48M | ﹤0.01% |
19,991
-15
| -0.1% | -$1.69K |
|
|
GNBC
2764
DELISTED
Green Bancorp, Inc
GNBC
| $2.46M | ﹤0.01% |
161,870
+113,696
| +236% | +$1.4M |
|
|
VIA
2765
DELISTED
Viacom Inc. Class A
VIA
| $2.46M | ﹤0.01% |
63,893
+13,356
| +26% | +$548K |
|
|
SRG
2766
Seritage Growth Properties
SRG
$129M
| $2.46M | ﹤0.01% |
57,563
+4,056
| +8% | +$189K |
|
2767
Angi Inc
ANGI
$252M
| $2.46M | ﹤0.01% |
29,851
+4,248
| +17% | +$362K |
|
2768
Karyopharm Therapeutics
KPTI
$161M
| $2.45M | ﹤0.01% |
17,404
+13,515
| +348% | +$1.83M |
|
2769
Stantec
STN
$8.19B
| $2.45M | ﹤0.01% |
97,105
+3,899
| +4% | +$96.3K |
|
|
MNDT
2770
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $2.45M | ﹤0.01% |
205,886
-6,230
| -3% | -$80.8K |
|
|
KTEC
2771
DELISTED
Key Technology Inc
KTEC
| $2.45M | ﹤0.01% |
209,906
-757
| -0.4% | -$8.35K |
|
2772
Limoneira
LMNR
$245M
| $2.44M | ﹤0.01% |
113,628
+42,500
| +60% | +$823K |
|
|
GEN
2773
DELISTED
Genesis Healthcare, Inc.
GEN
| $2.42M | ﹤0.01% |
568,706
+47,744
| +9% | +$157K |
|
2774
Tenaris
TS
$28.1B
| $2.39M | ﹤0.01% |
67,044
-5,726
| -8% | -$179K |
|
2775
Aptevo Therapeutics
APVO
$5.25M
| – | – |
0
| – | – |
|
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.