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 | |
|---|---|---|---|---|---|---|
|
NRCIB
2626
DELISTED
National Research Corp Class B
NRCIB
| $3.76M | ﹤0.01% |
90,159
-214
| -0.2% | -$8.23K |
|
|
AUTO
2627
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $3.74M | ﹤0.01% |
278,195
+11,775
| +4% | +$175K |
|
2628
Evolution Petroleum
EPM
$131M
| $3.73M | ﹤0.01% |
373,295
+113,015
| +43% | +$947K |
|
2629
Home Bancorp
HBCP
$563M
| $3.73M | ﹤0.01% |
96,582
+73
| +0.1% | +$2.34K |
|
2630
Yelp
YELP
$1.52B
| $3.73M | ﹤0.01% |
97,695
+12,259
| +14% | +$453K |
|
2631
Friedman Industries
FRD
$254M
| $3.71M | ﹤0.01% |
557,869
-7,211
| -1% | -$40.6K |
|
2632
Hallador Energy
HNRG
$653M
| $3.71M | ﹤0.01% |
408,532
+268,161
| +191% | +$2.36M |
|
|
PLPM
2633
DELISTED
Planet Payment, Inc
PLPM
| $3.7M | ﹤0.01% |
907,679
+38,832
| +4% | +$147K |
|
|
IMVP
2634
Invesco India ETF
IMVP
$125M
| $3.7M | ﹤0.01% |
192,000
| – | – |
|
|
DGICB
2635
Donegal Group Class B
DGICB
$775M
| $3.69M | ﹤0.01% |
228,880
| – | – |
|
|
SIFI
2636
DELISTED
SI Financial Group, Inc. NEW MD
SIFI
| $3.67M | ﹤0.01% |
238,458
+12,135
| +5% | +$170K |
|
|
WWE
2637
DELISTED
World Wrestling Entertainment
WWE
| $3.67M | ﹤0.01% |
199,266
+150,137
| +306% | +$2.84M |
|
2638
Independence Realty Trust
IRT
$3.94B
| $3.6M | ﹤0.01% |
403,300
+162,998
| +68% | +$1.41M |
|
|
FNBC
2639
DELISTED
First NBC Bank Holding Company
FNBC
| $3.58M | ﹤0.01% |
491,136
-71,887
| -13% | -$568K |
|
2640
GSI Technology
GSIT
$205M
| $3.56M | ﹤0.01% |
574,326
+27,512
| +5% | +$148K |
|
2641
Magnachip Semiconductor
MX
$115M
| $3.56M | ﹤0.01% |
573,532
+185,625
| +48% | +$1.26M |
|
2642
GoDaddy
GDDY
$13.6B
| $3.55M | ﹤0.01% |
101,620
+43,957
| +76% | +$1.54M |
|
2643
Marchex
MCHX
$78.4M
| $3.54M | ﹤0.01% |
1,335,015
-177,474
| -12% | -$469K |
|
|
NVTR
2644
DELISTED
Nuvectra Corporation Common Stock
NVTR
| $3.53M | ﹤0.01% |
702,472
-9,211
| -1% | -$51.9K |
|
|
KEYW
2645
DELISTED
The KEYW Holding Corporation
KEYW
| $3.53M | ﹤0.01% |
299,412
+131,840
| +79% | +$1.55M |
|
2646
McEwen Inc
MUX
$982M
| $3.52M | ﹤0.01% |
120,968
-1,479
| -1% | -$45.8K |
|
|
DCM
2647
DELISTED
NTT DOCOMO, Inc.
DCM
| $3.51M | ﹤0.01% |
154,152
-13,000
| -8% | -$307K |
|
2648
TransAlta
TAC
$3.92B
| $3.5M | ﹤0.01% |
636,825
| – | – |
|
2649
Shake Shack
SHAK
$2.51B
| $3.49M | ﹤0.01% |
97,555
+4,092
| +4% | +$144K |
|
2650
GoPro
GPRO
$121M
| $3.49M | ﹤0.01% |
400,308
-7,730
| -2% | -$88.7K |
|
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.