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 | |
|---|---|---|---|---|---|---|
|
VOLT
2376
DELISTED
Volt Information Sciences, Inc.
VOLT
| $8.25M | ﹤0.01% |
1,204,193
-17,810
| -1% | -$112K |
|
2377
Riverview Bancorp
RVSB
$107M
| $8.24M | ﹤0.01% |
1,176,688
+23,815
| +2% | +$143K |
|
|
PNK
2378
DELISTED
Pinnacle Entertainment Inc.
PNK
| $8.23M | ﹤0.01% |
567,747
-1,485
| -0.3% | -$19.8K |
|
2379
Enbridge
ENB
$120B
| $8.21M | ﹤0.01% |
195,023
+7,196
| +4% | +$307K |
|
2380
James River Group Holdings
JRVR
$219M
| $8.21M | ﹤0.01% |
197,699
+107,153
| +118% | +$4.16M |
|
|
PCTI
2381
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $8.14M | ﹤0.01% |
1,513,334
-8,123
| -0.5% | -$42.3K |
|
|
ABCD
2382
DELISTED
Cambium Learning Group, Inc.
ABCD
| $8.13M | ﹤0.01% |
1,628,456
-9,121
| -0.6% | -$45.9K |
|
2383
CGI
GIB
$15.6B
| $8.08M | ﹤0.01% |
168,146
-2,782
| -2% | -$132K |
|
|
CFNB
2384
DELISTED
California First National Banc
CFNB
| $8.05M | ﹤0.01% |
514,110
-5,853
| -1% | -$87K |
|
2385
TransUnion
TRU
$16B
| $8M | ﹤0.01% |
258,758
+157,122
| +155% | +$4.94M |
|
|
ANCX
2386
DELISTED
Access National Corp
ANCX
| $7.98M | ﹤0.01% |
287,497
+19,255
| +7% | +$504K |
|
|
ESV
2387
DELISTED
Ensco Rowan plc
ESV
| $7.96M | ﹤0.01% |
204,787
+57,797
| +39% | +$2.07M |
|
|
HAPN
2388
Happen Inc
HAPN
$2.14B
| $7.95M | ﹤0.01% |
302,733
+290,631
| +2,402% | +$7.98M |
|
|
VLRS
2389
Controladora Vuela Compania de Aviacion
VLRS
$869M
| $7.93M | ﹤0.01% |
527,137
+91,667
| +21% | +$1.52M |
|
2390
Exelixis
EXEL
$13.9B
| $7.92M | ﹤0.01% |
531,353
+491,877
| +1,246% | +$7.1M |
|
|
NAV
2391
DELISTED
Navistar International
NAV
| $7.89M | ﹤0.01% |
251,663
+138,236
| +122% | +$3.74M |
|
2392
Biglari Holdings Class B
BH
$1.2B
| $7.88M | ﹤0.01% |
24,989
+2,577
| +11% | +$781K |
|
|
CLMS
2393
DELISTED
Calamos Asset Management, Inc.
CLMS
| $7.88M | ﹤0.01% |
921,695
+1,198
| +0.1% | +$8.31K |
|
2394
Donnelley Financial Solutions
DFIN
$1.28B
| $7.88M | ﹤0.01% |
+342,714
| New | +$7.26M |
|
2395
Telefônica Brasil
VIV
$20.4B
| $7.84M | ﹤0.01% |
585,307
-1,129
| -0.2% | -$15.1K |
|
2396
Boyd Gaming
BYD
$6.75B
| $7.84M | ﹤0.01% |
388,560
-1,000
| -0.3% | -$19.3K |
|
|
FGH
2397
DELISTED
FG Group Holdings Inc.
FGH
| $7.81M | ﹤0.01% |
976,473
+15,302
| +2% | +$108K |
|
|
SRT
2398
DELISTED
Startek Inc.
SRT
| $7.81M | ﹤0.01% |
924,504
-6,983
| -0.7% | -$53.3K |
|
2399
Smith & Nephew
SNN
$13.7B
| $7.78M | ﹤0.01% |
258,583
-1,030
| -0.4% | -$30.3K |
|
2400
Allient
ALNT
$1.34B
| $7.78M | ﹤0.01% |
545,361
+17,514
| +3% | +$244K |
|
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.