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 | |
|---|---|---|---|---|---|---|
|
GNC
2326
DELISTED
GNC Holdings, Inc.
GNC
| $9.46M | ﹤0.01% |
856,530
-33,067
| -4% | -$517K |
|
|
SHLO
2327
DELISTED
Shiloh Industries Inc
SHLO
| $9.43M | ﹤0.01% |
1,364,603
+3,778
| +0.3% | +$26.4K |
|
|
EOCC
2328
DELISTED
Enel Generacion Chile S.A.
EOCC
| $9.37M | ﹤0.01% |
482,084
+6,212
| +1% | +$123K |
|
|
ATHN
2329
DELISTED
Athenahealth, Inc.
ATHN
| $9.32M | ﹤0.01% |
88,589
-401
| -0.5% | -$43.1K |
|
|
SGBK
2330
DELISTED
Stonegate Bank
SGBK
| $9.31M | ﹤0.01% |
223,219
+63,881
| +40% | +$2.42M |
|
|
SPWR
2331
DELISTED
SunPower Corporation Common Stock
SPWR
| $9.3M | ﹤0.01% |
2,148,691
-135,528
| -6% | -$663K |
|
|
DALN
2332
DELISTED
DallasNews
DALN
| $9.29M | ﹤0.01% |
365,610
+7,415
| +2% | +$193K |
|
|
AMNB
2333
DELISTED
American National Bankshares Inc
AMNB
| $9.28M | ﹤0.01% |
266,584
+10,599
| +4% | +$323K |
|
|
AGR
2334
DELISTED
Avangrid, Inc.
AGR
| $9.27M | ﹤0.01% |
244,789
-6,026
| -2% | -$230K |
|
|
TTSH
2335
DELISTED
Tile Shop Holdings
TTSH
| $9.26M | ﹤0.01% |
473,489
+124,327
| +36% | +$2.32M |
|
|
ZIXI
2336
DELISTED
Zix Corporation
ZIXI
| $9.19M | ﹤0.01% |
1,860,427
+72,327
| +4% | +$319K |
|
2337
Ampco-Pittsburgh
AP
$163M
| $9.13M | ﹤0.01% |
544,897
+3,523
| +0.7% | +$48.5K |
|
2338
Weyerhaeuser
WY
$17.6B
| $9.12M | ﹤0.01% |
302,962
+7,182
| +2% | +$221K |
|
|
TNAV
2339
DELISTED
Telenav Inc.
TNAV
| $9.12M | ﹤0.01% |
1,292,912
+25,948
| +2% | +$158K |
|
|
EGIO
2340
DELISTED
Edgio, Inc. Common Stock
EGIO
| $9.1M | ﹤0.01% |
90,236
+1,253
| +1% | +$106K |
|
|
HIL
2341
DELISTED
Hill International, Inc. Common Stock
HIL
| $9.1M | ﹤0.01% |
2,090,809
+10,201
| +0.5% | +$40.6K |
|
2342
Oppenheimer Holdings
OPY
$1.18B
| $9.08M | ﹤0.01% |
488,396
+17,710
| +4% | +$292K |
|
|
BHBK
2343
DELISTED
Blue Hills Bancorp, Inc.
BHBK
| $9.08M | ﹤0.01% |
484,224
+90,855
| +23% | +$1.52M |
|
|
PDLI
2344
DELISTED
PDL BioPharma, Inc.
PDLI
| $9.08M | ﹤0.01% |
4,282,180
+582,265
| +16% | +$1.62M |
|
|
TREC
2345
DELISTED
Trecora Resources
TREC
| $9.07M | ﹤0.01% |
654,958
+11,127
| +2% | +$132K |
|
|
FPO
2346
DELISTED
First Potomac Realty Trust
FPO
| $9.06M | ﹤0.01% |
825,939
+7,945
| +1% | +$75.2K |
|
2347
Southern Copper
SCCO
$138B
| $9.05M | ﹤0.01% |
305,596
-4,281
| -1% | -$121K |
|
|
IBA
2348
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $8.98M | ﹤0.01% |
183,092
-164
| -0.1% | -$8.12K |
|
2349
Heritage Insurance Holdings
HRTG
$903M
| $8.96M | ﹤0.01% |
571,800
+143,922
| +34% | +$2M |
|
|
LGTY
2350
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $8.92M | ﹤0.01% |
863,403
+33,713
| +4% | +$360K |
|
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.