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 | |
|---|---|---|---|---|---|---|
|
DOOR
2926
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $1.23M | ﹤0.01% |
+18,752
| New | +$1.18M |
|
|
JONE
2927
DELISTED
Jones Energy, Inc.
JONE
| $1.22M | ﹤0.01% |
13,213
+600
| +5% | +$48.6K |
|
|
NEFF
2928
DELISTED
Neff Corporation
NEFF
| $1.21M | ﹤0.01% |
85,796
+24,221
| +39% | +$280K |
|
|
LUX
2929
DELISTED
Luxottica Group
LUX
| $1.19M | ﹤0.01% |
22,172
-500
| -2% | -$25.3K |
|
|
ALSK
2930
DELISTED
Alaska Communications Systems
ALSK
| $1.18M | ﹤0.01% |
718,351
-12,500
| -2% | -$20.4K |
|
2931
Bio-Rad Laboratories Class B
BIO.B
| $1.17M | ﹤0.01% |
6,429
| – | – |
|
2932
AdvanSix
ASIX
$551M
| $1.17M | ﹤0.01% |
+52,970
| New | +$952K |
|
|
CWBC
2933
DELISTED
Community West BanCshares
CWBC
| $1.17M | ﹤0.01% |
125,883
-646
| -0.5% | -$5.65K |
|
2934
RGC Resources
RGCO
$239M
| $1.15M | ﹤0.01% |
68,591
-150
| -0.2% | -$2.46K |
|
|
AXIA.PR
2935
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
| $1.15M | ﹤0.01% |
+145,778
| New | +$1.16M |
|
2936
SB Financial Group
SBFG
$167M
| $1.15M | ﹤0.01% |
75,187
| – | – |
|
2937
Innoviva
INVA
$1.61B
| $1.14M | ﹤0.01% |
106,722
+53,731
| +101% | +$564K |
|
|
AXIA
2938
AXIA Energia
AXIA
$23.2B
| $1.14M | ﹤0.01% |
+207,153
| New | +$1.13M |
|
2939
Silvercrest Asset Management
SAMG
$80.6M
| $1.14M | ﹤0.01% |
86,296
-3,234
| -4% | -$40.3K |
|
2940
James Hardie Industries
JHX
$15.6B
| $1.13M | ﹤0.01% |
70,915
-3,240
| -4% | -$49.9K |
|
2941
Magyar Bancorp
MGYR
$123M
| $1.13M | ﹤0.01% |
114,538
-245
| -0.2% | -$2.16K |
|
|
SSRI
2942
DELISTED
Silver Standard Resources
SSRI
| $1.13M | ﹤0.01% |
126,089
+24,634
| +24% | +$249K |
|
2943
Canterbury Park Holding Corp
CPHC
$80.2M
| $1.12M | ﹤0.01% |
107,690
-500
| -0.5% | -$5.25K |
|
|
AT
2944
DELISTED
Atlantic Power Corporation
AT
| $1.1M | ﹤0.01% |
438,916
-29,719
| -6% | -$73.8K |
|
|
HGG
2945
DELISTED
hhgregg Inc.
HGG
| $1.07M | ﹤0.01% |
748,461
-54,981
| -7% | -$88.4K |
|
2946
IAMGOLD
IAG
$8.24B
| $1.07M | ﹤0.01% |
277,266
| – | – |
|
|
TST
2947
DELISTED
TheStreet, Inc.
TST
| $1.07M | ﹤0.01% |
125,401
-31,153
| -20% | -$293K |
|
|
CMCM
2948
Cheetah Mobile
CMCM
$90.6M
| $1.06M | ﹤0.01% |
+22,267
| New | +$1.18M |
|
|
SLCT
2949
DELISTED
Select Bancorp, Inc.
SLCT
| $1.06M | ﹤0.01% |
107,396
+6,969
| +7% | +$62.3K |
|
|
VCO
2950
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
| $1.05M | ﹤0.01% |
32,561
-713
| -2% | -$24K |
|
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.