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 | |
|---|---|---|---|---|---|---|
|
TVRD
2801
Tvardi Therapeutics
TVRD
$22.9M
| $2.13M | ﹤0.01% |
6,379
+1,737
| +37% | +$557K |
|
|
UCP
2802
DELISTED
UCP, Inc.
UCP
| $2.13M | ﹤0.01% |
176,648
+31,122
| +21% | +$311K |
|
2803
Boot Barn
BOOT
$4.81B
| $2.13M | ﹤0.01% |
169,975
-14,366
| -8% | -$193K |
|
2804
Climb Global Solutions
CLMB
$524M
| $2.12M | ﹤0.01% |
454,124
+10,848
| +2% | +$47.8K |
|
2805
Virco
VIRC
$94.7M
| $2.11M | ﹤0.01% |
491,169
-3,643
| -0.7% | -$15.3K |
|
2806
International Seaways
INSW
$4.63B
| $2.1M | ﹤0.01% |
+149,358
| New | +$2.01M |
|
2807
Citizens Community Bancorp
CZWI
$207M
| $2.07M | ﹤0.01% |
166,756
-981
| -0.6% | -$11.2K |
|
2808
Melco Resorts & Entertainment
MLCO
$2.19B
| $2.07M | ﹤0.01% |
130,363
-4,370
| -3% | -$75K |
|
2809
CarParts.com
PRTS
$42.4M
| $2.06M | ﹤0.01% |
58,581
+1,366
| +2% | +$42.2K |
|
|
TNGO
2810
DELISTED
Tangoe, Inc.
TNGO
| $2.06M | ﹤0.01% |
261,593
-8,568
| -3% | -$70.6K |
|
2811
Lands' End
LE
$389M
| $2.06M | ﹤0.01% |
135,810
+2,745
| +2% | +$44.9K |
|
|
QADB
2812
DELISTED
QAD Inc. Class B
QADB
| $2.06M | ﹤0.01% |
80,519
-234
| -0.3% | -$5.38K |
|
|
NAME
2813
DELISTED
Rightside Group, Ltd.
NAME
| $2.05M | ﹤0.01% |
247,776
+29,760
| +14% | +$245K |
|
|
QGENF
2814
DELISTED
QIAGEN NV
QGENF
| $2.04M | ﹤0.01% |
72,909
+26,838
| +58% | +$752K |
|
|
FDC
2815
DELISTED
First Data Corporation
FDC
| $2.04M | ﹤0.01% |
+143,417
| New | +$2.04M |
|
2816
Precigen
PGEN
$1.97B
| $2.03M | ﹤0.01% |
84,266
+73,329
| +670% | +$2.04M |
|
2817
Universal Technical Institute
UTI
$2.15B
| $2.02M | ﹤0.01% |
695,491
-56,717
| -8% | -$131K |
|
|
BBRG
2818
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $2.02M | ﹤0.01% |
532,717
-4,052
| -0.8% | -$17.2K |
|
2819
Southern Missouri Bancorp
SMBC
$868M
| $2.02M | ﹤0.01% |
57,172
+4,748
| +9% | +$135K |
|
|
SPAN
2820
DELISTED
Span-America Medical Systems I
SPAN
| $2.02M | ﹤0.01% |
110,684
| – | – |
|
|
SNAK
2821
DELISTED
Inventure Foods, Inc.
SNAK
| $2.01M | ﹤0.01% |
203,682
-33,566
| -14% | -$305K |
|
2822
Northern Technologies International Corp
NTIC
$76.4M
| $2M | ﹤0.01% |
290,592
-400
| -0.1% | -$2.69K |
|
2823
SIFCO Industries
SIF
$167M
| $1.99M | ﹤0.01% |
259,944
-1,339
| -0.5% | -$12.6K |
|
|
MN
2824
DELISTED
MANNING & NAPIER, INC.
MN
| $1.98M | ﹤0.01% |
262,804
-4,027
| -2% | -$29.8K |
|
|
LNW
2825
DELISTED
Light & Wonder
LNW
| $1.98M | ﹤0.01% |
+141,157
| New | +$1.93M |
|
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.