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 | |
|---|---|---|---|---|---|---|
2426
Pan American Silver
PAAS
$17.9B
| $7.3M | ﹤0.01% |
484,392
-43,527
| -8% | -$702K |
|
2427
Alico
ALCO
$280M
| $7.3M | ﹤0.01% |
268,844
+2,390
| +0.9% | +$65.3K |
|
|
ENOC
2428
DELISTED
EnerNOC, Inc.
ENOC
| $7.3M | ﹤0.01% |
1,216,481
-18,576
| -2% | -$108K |
|
|
FLIC
2429
DELISTED
First of Long Island Corp
FLIC
| $7.28M | ﹤0.01% |
254,803
+43,733
| +21% | +$1.08M |
|
|
MPX
2430
DELISTED
Marine Products Corp
MPX
| $7.27M | ﹤0.01% |
524,106
-380,609
| -42% | -$4.12M |
|
2431
Green Brick Partners
GRBK
$3.09B
| $7.25M | ﹤0.01% |
721,359
+55,597
| +8% | +$493K |
|
2432
QCR Holdings
QCRH
$1.68B
| $7.23M | ﹤0.01% |
167,018
+52,101
| +45% | +$1.91M |
|
2433
AstroNova
ALOT
$223M
| $7.23M | ﹤0.01% |
507,289
-292
| -0.1% | -$4.12K |
|
|
IVAC
2434
DELISTED
Intevac Inc
IVAC
| $7.19M | ﹤0.01% |
840,967
+8,069
| +1% | +$50.9K |
|
2435
ASE Group
ASX
$68.3B
| $7.18M | ﹤0.01% |
1,422,970
-10,775
| -0.8% | -$59.9K |
|
2436
InterContinental Hotels
IHG
$23.8B
| $7.17M | ﹤0.01% |
147,129
+41
| +0% | +$1.85K |
|
2437
Kopin
KOPN
$586M
| $7.09M | ﹤0.01% |
2,496,970
+85,876
| +4% | +$208K |
|
|
EVRI
2438
DELISTED
Everi Holdings
EVRI
| $7.09M | ﹤0.01% |
3,265,234
+281,429
| +9% | +$653K |
|
|
CDR
2439
DELISTED
Cedar Realty Trust, Inc
CDR
| $7.09M | ﹤0.01% |
164,422
+10,824
| +7% | +$469K |
|
2440
OneSpan
OSPN
$584M
| $7.08M | ﹤0.01% |
518,929
+42,890
| +9% | +$645K |
|
2441
Key Tronic
KTCC
$42.8M
| $7.08M | ﹤0.01% |
905,027
+450
| +0% | +$3.47K |
|
2442
Brown-Forman Class A
BF.A
$13.7B
| $7.07M | ﹤0.01% |
191,140
-521
| -0.3% | -$19.9K |
|
|
QHC
2443
DELISTED
Quorum Health Corporation
QHC
| $7.03M | ﹤0.01% |
967,565
+146,439
| +18% | +$882K |
|
2444
KT
KT
$8.74B
| $7.03M | ﹤0.01% |
499,074
+1,046
| +0.2% | +$15.7K |
|
|
PRMW
2445
DELISTED
Primo Water Corporation
PRMW
| $6.99M | ﹤0.01% |
569,039
+130,127
| +30% | +$1.67M |
|
2446
Eastern Company
EML
$145M
| $6.97M | ﹤0.01% |
333,628
-248
| -0.1% | -$4.97K |
|
|
PBPB
2447
DELISTED
Potbelly
PBPB
| $6.96M | ﹤0.01% |
539,602
+133,812
| +33% | +$1.79M |
|
|
VMW
2448
DELISTED
VMware, Inc
VMW
| $6.95M | ﹤0.01% |
88,248
+3,728
| +4% | +$289K |
|
|
CRZO
2449
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $6.94M | ﹤0.01% |
185,777
-763,767
| -80% | -$29.5M |
|
|
WG
2450
DELISTED
Willbros Group
WG
| $6.88M | ﹤0.01% |
2,124,820
-33,876
| -2% | -$78.3K |
|
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.