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 | |
|---|---|---|---|---|---|---|
|
PBIP
2851
DELISTED
Prudential Bancorp, Inc.
PBIP
| $1.77M | ﹤0.01% |
103,688
+6,986
| +7% | +$109K |
|
|
RELY
2852
DELISTED
Real Industry, Inc.
RELY
| $1.76M | ﹤0.01% |
288,086
+24,537
| +9% | +$142K |
|
|
JAX
2853
DELISTED
J. Alexander's Holdings, Inc.
JAX
| $1.75M | ﹤0.01% |
162,902
+22,168
| +16% | +$220K |
|
|
STRR
2854
Star Equity Holdings
STRR
$39.8M
| $1.75M | ﹤0.01% |
128,684
-4,991
| -4% | -$74.2K |
|
|
BOCH
2855
DELISTED
Bank of Commerce Holdings (CA)
BOCH
| $1.75M | ﹤0.01% |
183,958
+9,988
| +6% | +$79.8K |
|
2856
Gray Media Inc
GTN.A
$670M
| $1.74M | ﹤0.01% |
166,807
| – | – |
|
|
GPIC
2857
DELISTED
Gaming Partners International Corporation
GPIC
| $1.72M | ﹤0.01% |
145,659
-835
| -0.6% | -$9.43K |
|
2858
LGI Homes
LGIH
$1.43B
| $1.72M | ﹤0.01% |
59,751
+7,168
| +14% | +$226K |
|
|
TRQ
2859
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $1.71M | ﹤0.01% |
52,894
| – | – |
|
2860
Applied Optoelectronics
AAOI
$7.07B
| $1.7M | ﹤0.01% |
72,533
+36,802
| +103% | +$853K |
|
|
GST
2861
DELISTED
Gastar Exploration Inc.
GST
| $1.69M | ﹤0.01% |
1,092,213
-338,501
| -24% | -$409K |
|
|
OSG
2862
DELISTED
Overseas Shipholding Group Inc.
OSG
| $1.69M | ﹤0.01% |
440,134
+91,841
| +26% | +$670K |
|
2863
Clarus
CLAR
$128M
| $1.68M | ﹤0.01% |
315,084
-12,347
| -4% | -$68.8K |
|
|
NOAH
2864
Noah Holdings
NOAH
$594M
| $1.68M | ﹤0.01% |
+76,470
| New | +$1.84M |
|
|
ACHN
2865
DELISTED
Achillion Pharmaceuticals
ACHN
| $1.68M | ﹤0.01% |
405,802
+280,620
| +224% | +$1.49M |
|
2866
Amtech Systems
ASYS
$257M
| $1.67M | ﹤0.01% |
392,352
-15,422
| -4% | -$69.9K |
|
2867
Option Care Health
OPCH
$3.53B
| $1.67M | ﹤0.01% |
400,637
-73,614
| -16% | -$565K |
|
|
ALTA
2868
DELISTED
Altabancorp
ALTA
| $1.65M | ﹤0.01% |
61,445
+40,356
| +191% | +$902K |
|
|
IPAS
2869
DELISTED
Ipass Inc Common Stock
IPAS
| $1.65M | ﹤0.01% |
99,764
| – | – |
|
2870
Optical Cable Corp
OCC
$121M
| $1.62M | ﹤0.01% |
505,697
-3,795
| -0.7% | -$11K |
|
|
IPHI
2871
DELISTED
INPHI CORPORATION
IPHI
| $1.61M | ﹤0.01% |
+35,987
| New | +$1.54M |
|
|
IO
2872
DELISTED
ION Geophysical Corporation
IO
| $1.6M | ﹤0.01% |
267,254
+1,508
| +0.6% | +$10.3K |
|
|
CWBC
2873
Community West Bancshares
CWBC
$693M
| $1.58M | ﹤0.01% |
79,098
+39,419
| +99% | +$657K |
|
|
ATCO
2874
DELISTED
Atlas Corp.
ATCO
| $1.57M | ﹤0.01% |
+172,165
| New | +$1.82M |
|
2875
Transact Technologies
TACT
$50.5M
| $1.57M | ﹤0.01% |
238,076
-2,921
| -1% | -$19.6K |
|
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.