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 | |
|---|---|---|---|---|---|---|
2701
Citizens & Northern Corp
CZNC
$450M
| $3.04M | ﹤0.01% |
115,854
+10,088
| +10% | +$237K |
|
|
STCN
2702
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $3M | ﹤0.01% |
220,330
-12,577
| -5% | -$168K |
|
2703
FirstService
FSV
$6.58B
| $3M | ﹤0.01% |
63,150
+4,812
| +8% | +$211K |
|
|
SENEB
2704
Seneca Foods Class B
SENEB
$1.11B
| $2.99M | ﹤0.01% |
72,107
-292
| -0.4% | -$11.4K |
|
2705
Bridgford Foods
BRID
$58.6M
| $2.98M | ﹤0.01% |
262,238
-3,128
| -1% | -$38K |
|
2706
Goldgroup Mining Inc.
GORO
$152M
| $2.97M | ﹤0.01% |
682,749
+134,351
| +24% | +$663K |
|
2707
Northern Oil and Gas
NOG
$2.16B
| $2.95M | ﹤0.01% |
107,408
-29,253
| -21% | -$696K |
|
2708
Bel Fuse Inc Class A
BELFA
$2.99B
| $2.94M | ﹤0.01% |
115,972
-1,967
| -2% | -$44.7K |
|
2709
Civeo
CVEO
$376M
| $2.94M | ﹤0.01% |
111,164
-609
| -0.5% | -$12.4K |
|
2710
Comp X International
CIX
$346M
| $2.93M | ﹤0.01% |
181,857
-164
| -0.1% | -$2K |
|
|
FRBK
2711
DELISTED
Republic First Bancorp Inc
FRBK
| $2.92M | ﹤0.01% |
349,776
-20,849
| -6% | -$115K |
|
|
NSM
2712
DELISTED
Nationstar Mortgage Holdings
NSM
| $2.91M | ﹤0.01% |
161,293
+16,174
| +11% | +$267K |
|
|
OLBK
2713
DELISTED
Old Line Bancshares, Inc.
OLBK
| $2.91M | ﹤0.01% |
121,444
+10,051
| +9% | +$216K |
|
2714
Landmark Bancorp
LARK
$195M
| $2.91M | ﹤0.01% |
161,107
+2,552
| +2% | +$43.2K |
|
2715
Thomson Reuters
TRI
$45.1B
| $2.9M | ﹤0.01% |
57,021
-447
| -0.8% | -$21.8K |
|
|
APEX
2716
DELISTED
Apex Global Brands Inc. Common Stock
APEX
| $2.88M | ﹤0.01% |
9,150
+3
| +0% | +$940 |
|
|
UBFO
2717
DELISTED
United Security Bancshares
UBFO
| $2.87M | ﹤0.01% |
373,896
+6,884
| +2% | +$45.2K |
|
|
ARTX
2718
DELISTED
Arotech Corporation
ARTX
| $2.86M | ﹤0.01% |
818,338
+274,857
| +51% | +$914K |
|
|
NXRT
2719
NexPoint Residential Trust
NXRT
$686M
| $2.86M | ﹤0.01% |
128,082
+47,359
| +59% | +$930K |
|
|
BSF
2720
DELISTED
Bear State Financial, Inc.
BSF
| $2.85M | ﹤0.01% |
280,748
-16,888
| -6% | -$162K |
|
2721
Rigel Pharmaceuticals
RIGL
$712M
| $2.83M | ﹤0.01% |
118,844
-24,388
| -17% | -$699K |
|
|
TERP
2722
DELISTED
TerraForm Power, Inc
TERP
| $2.83M | ﹤0.01% |
220,699
-270
| -0.1% | -$3.51K |
|
|
GFED
2723
DELISTED
Guaranty Federal Bancshares In
GFED
| $2.81M | ﹤0.01% |
132,711
| – | – |
|
2724
Espey Mfg & Electronics Corp
ESP
$174M
| $2.81M | ﹤0.01% |
107,980
| – | – |
|
2725
Acme United Corp
ACU
$227M
| $2.8M | ﹤0.01% |
109,353
+1,156
| +1% | +$25.1K |
|
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.