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 | |
|---|---|---|---|---|---|---|
|
LOGM
2451
DELISTED
LogMein, Inc.
LOGM
| $6.86M | ﹤0.01% |
71,057
+22,462
| +46% | +$2.18M |
|
2452
Crawford & Co Class B
CRD.B
$507M
| $6.83M | ﹤0.01% |
544,162
+17,747
| +3% | +$220K |
|
2453
Willdan Group
WLDN
$1.02B
| $6.83M | ﹤0.01% |
302,315
+56,149
| +23% | +$1.14M |
|
2454
Gencor Industries
GENC
$212M
| $6.83M | ﹤0.01% |
434,720
+40,686
| +10% | +$552K |
|
2455
Travere Therapeutics
TVTX
$5.17B
| $6.82M | ﹤0.01% |
360,270
+75,221
| +26% | +$1.54M |
|
2456
Geospace Technologies
GEOS
$84M
| $6.81M | ﹤0.01% |
334,323
+9,337
| +3% | +$189K |
|
|
CBD
2457
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $6.77M | ﹤0.01% |
408,674
+79,499
| +24% | +$1.32M |
|
2458
Agnico Eagle Mines
AEM
$72.2B
| $6.76M | ﹤0.01% |
160,945
-16,985
| -10% | -$750K |
|
2459
Celestica
CLS
$37.8B
| $6.68M | ﹤0.01% |
563,955
+25,450
| +5% | +$298K |
|
|
TAHO
2460
DELISTED
Tahoe Resources Inc
TAHO
| $6.68M | ﹤0.01% |
708,983
+51,806
| +8% | +$540K |
|
|
USAP
2461
DELISTED
Universal Stainless & Alloy
USAP
| $6.68M | ﹤0.01% |
494,320
+598
| +0.1% | +$7.09K |
|
2462
Nomura Holdings
NMR
$28.3B
| $6.67M | ﹤0.01% |
1,130,957
-31,594
| -3% | -$168K |
|
2463
RCM Technologies
RCMT
$202M
| $6.67M | ﹤0.01% |
1,048,107
-5,467
| -0.5% | -$36.3K |
|
|
GOOD
2464
Gladstone Commercial Corp
GOOD
$623M
| $6.64M | ﹤0.01% |
330,272
+2,264
| +0.7% | +$41.7K |
|
2465
Workday
WDAY
$41.5B
| $6.63M | ﹤0.01% |
100,317
+4,177
| +4% | +$337K |
|
2466
Foster
FSTR
$421M
| $6.63M | ﹤0.01% |
487,413
-44,334
| -8% | -$575K |
|
|
RYZ
2467
Ryerson Holding Corp
RYZ
$1.49B
| $6.62M | ﹤0.01% |
495,562
+126,695
| +34% | +$1.55M |
|
2468
DexCom
DXCM
$29B
| $6.59M | ﹤0.01% |
441,168
+18,728
| +4% | +$332K |
|
|
KYO
2469
DELISTED
Kyocera Adr
KYO
| $6.58M | ﹤0.01% |
132,194
-4,594
| -3% | -$224K |
|
|
INDT
2470
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $6.57M | ﹤0.01% |
207,088
+97
| +0% | +$3.01K |
|
2471
Clearfield
CLFD
$401M
| $6.55M | ﹤0.01% |
316,643
-15,085
| -5% | -$287K |
|
|
RSYS
2472
DELISTED
Radisys Corp
RSYS
| $6.51M | ﹤0.01% |
1,469,263
+64,151
| +5% | +$293K |
|
|
SALM
2473
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $6.49M | ﹤0.01% |
1,038,800
+5,719
| +0.6% | +$33.9K |
|
|
SPLK
2474
DELISTED
Splunk Inc
SPLK
| $6.49M | ﹤0.01% |
126,859
+2,193
| +2% | +$126K |
|
|
CNBKA
2475
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $6.48M | ﹤0.01% |
107,972
+3,248
| +3% | +$169K |
|
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.