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 | |
|---|---|---|---|---|---|---|
2726
QuinStreet
QNST
$922M
| $2.78M | ﹤0.01% |
740,205
+18,936
| +3% | +$61.5K |
|
2727
Ark Restaurants
ARKR
$20.7M
| $2.78M | ﹤0.01% |
114,684
-1,639
| -1% | -$35.7K |
|
|
BWL.A
2728
DELISTED
Bowl America Incorporated
BWL.A
| $2.75M | ﹤0.01% |
159,218
-2,551
| -2% | -$37.4K |
|
|
SUNE
2729
SUNation Energy
SUNE
$8.74M
| $2.75M | ﹤0.01% |
1
| – | – |
|
|
RP
2730
DELISTED
RealPage, Inc.
RP
| $2.74M | ﹤0.01% |
91,307
+77,246
| +549% | +$2.16M |
|
2731
Farmers National Banc Corp
FMNB
$948M
| $2.73M | ﹤0.01% |
192,196
+63,897
| +50% | +$773K |
|
|
CVLY
2732
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $2.73M | ﹤0.01% |
110,374
+2,065
| +2% | +$41.9K |
|
2733
Atlanticus Holdings
ATLC
$1.58B
| $2.72M | ﹤0.01% |
953,244
-7,354
| -0.8% | -$22.3K |
|
2734
Moog Inc Class B
MOG.B
| $2.71M | ﹤0.01% |
40,954
-4
| -0% | -$256 |
|
2735
El Pollo Loco
LOCO
$505M
| $2.7M | ﹤0.01% |
219,418
+16,684
| +8% | +$206K |
|
2736
BCE
BCE
$20.7B
| $2.69M | ﹤0.01% |
62,105
+246
| +0.4% | +$10.9K |
|
2737
Grupo Aval
AVAL
$5.84B
| $2.68M | ﹤0.01% |
337,290
-8,343
| -2% | -$66.7K |
|
|
PVG
2738
DELISTED
PRETIUM RESOURCES INC.
PVG
| $2.68M | ﹤0.01% |
325,217
| – | – |
|
2739
NVE Corp
NVEC
$555M
| $2.67M | ﹤0.01% |
37,341
+3,134
| +9% | +$198K |
|
2740
Atlanta Braves Holdings Series B
BATRK
$3.26B
| $2.66M | ﹤0.01% |
129,076
-3,497
| -3% | -$65.2K |
|
2741
UFP Technologies
UFPT
$1.97B
| $2.64M | ﹤0.01% |
103,814
+23,351
| +29% | +$603K |
|
2742
Peoples Bancorp of North Carolina
PEBK
$232M
| $2.64M | ﹤0.01% |
115,709
+682
| +0.6% | +$13.7K |
|
|
HBP
2743
DELISTED
Huttig Building Products, Inc.
HBP
| $2.64M | ﹤0.01% |
398,875
+2,543
| +0.6% | +$14.7K |
|
|
ZGNX
2744
DELISTED
Zogenix, Inc.
ZGNX
| $2.63M | ﹤0.01% |
216,814
+109,134
| +101% | +$1.2M |
|
2745
Radiant Logistics
RLGT
$404M
| $2.63M | ﹤0.01% |
675,118
+23,827
| +4% | +$76.9K |
|
2746
Aviat Networks
AVNW
$253M
| $2.63M | ﹤0.01% |
379,086
-10,390
| -3% | -$57.2K |
|
|
PHLT
2747
DELISTED
Performant Healthcare Inc
PHLT
| $2.61M | ﹤0.01% |
1,108,790
+3,750
| +0.3% | +$12K |
|
2748
Tower Semiconductor
TSEM
$21.4B
| $2.6M | ﹤0.01% |
136,547
+57,011
| +72% | +$983K |
|
|
SREV
2749
DELISTED
ServiceSource International, Inc.
SREV
| $2.6M | ﹤0.01% |
456,960
-24,326
| -5% | -$130K |
|
2750
CAE Inc. Common Shares
CAE
$8.36B
| $2.59M | ﹤0.01% |
185,560
+7,531
| +4% | +$108K |
|
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.