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 | |
|---|---|---|---|---|---|---|
|
PINC
2401
DELISTED
Premier
PINC
| $7.78M | ﹤0.01% |
256,139
+15,218
| +6% | +$469K |
|
|
SBY
2402
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $7.76M | ﹤0.01% |
452,500
+8,280
| +2% | +$142K |
|
2403
Napco Security Technologies
NSSC
$1.3B
| $7.72M | ﹤0.01% |
1,816,492
-9,566
| -0.5% | -$36.7K |
|
|
FBNK
2404
DELISTED
First Connecticut Bancorp, Inc
FBNK
| $7.71M | ﹤0.01% |
340,289
+17,420
| +5% | +$351K |
|
|
RNET
2405
DELISTED
RigNet, Inc.
RNET
| $7.7M | ﹤0.01% |
332,484
+13,974
| +4% | +$248K |
|
2406
Fortinet
FTNT
$112B
| $7.69M | ﹤0.01% |
1,276,965
+244,255
| +24% | +$1.53M |
|
2407
Destination XL Group
DXLG
$32.9M
| $7.68M | ﹤0.01% |
1,808,044
+2,774
| +0.2% | +$11.8K |
|
2408
Logitech
LOGI
$14.8B
| $7.64M | ﹤0.01% |
308,563
+20,255
| +7% | +$485K |
|
|
NVEE
2409
DELISTED
NV5 Global
NVEE
| $7.58M | ﹤0.01% |
908,108
+207,040
| +30% | +$1.7M |
|
|
WUBA
2410
DELISTED
58.com Inc
WUBA
| $7.53M | ﹤0.01% |
+268,765
| New | +$9.98M |
|
|
ASFI
2411
DELISTED
Asta Funding Inc
ASFI
| $7.51M | ﹤0.01% |
766,843
-1,628
| -0.2% | -$15.6K |
|
2412
Frequency Electronics
FEIM
$569M
| $7.51M | ﹤0.01% |
695,775
-401
| -0.1% | -$4.03K |
|
2413
Caesars Entertainment
CZR
$6.06B
| $7.51M | ﹤0.01% |
443,129
-10,993
| -2% | -$154K |
|
2414
Graham Corp
GHM
$1.03B
| $7.5M | ﹤0.01% |
338,749
+9,315
| +3% | +$191K |
|
2415
Compañía de Cervecerías Unidas
CCU
$2.14B
| $7.5M | ﹤0.01% |
357,372
+7,938
| +2% | +$163K |
|
2416
Greif Class B
GEF.B
$4.13B
| $7.49M | ﹤0.01% |
110,903
+5,381
| +5% | +$347K |
|
2417
Lennar Class B
LEN.B
$19.9B
| $7.48M | ﹤0.01% |
232,680
-2,795
| -1% | -$89K |
|
2418
V2X
VVX
$2.7B
| $7.44M | ﹤0.01% |
312,006
+7,714
| +3% | +$157K |
|
|
EDGW
2419
DELISTED
Edgewater Technology Inc
EDGW
| $7.4M | ﹤0.01% |
986,852
-1,615
| -0.2% | -$12.3K |
|
2420
Crawford & Co Class A
CRD.A
$542M
| $7.39M | ﹤0.01% |
780,674
+25,597
| +3% | +$245K |
|
2421
Jakks Pacific
JAKK
$303M
| $7.38M | ﹤0.01% |
143,301
-2,719
| -2% | -$188K |
|
2422
Rocky Brands
RCKY
$370M
| $7.38M | ﹤0.01% |
638,933
-1,996
| -0.3% | -$21.6K |
|
|
TBRG
2423
DELISTED
TruBridge
TBRG
| $7.37M | ﹤0.01% |
312,175
-12,898
| -4% | -$322K |
|
|
LEAF
2424
DELISTED
Leaf Group Ltd.
LEAF
| $7.36M | ﹤0.01% |
1,123,918
+20,138
| +2% | +$128K |
|
2425
Liquidity Services
LQDT
$1.2B
| $7.35M | ﹤0.01% |
753,862
+125,213
| +20% | +$1.2M |
|
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.