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 | |
|---|---|---|---|---|---|---|
2476
Universal Logistics Holdings
ULH
$395M
| $6.46M | ﹤0.01% |
394,809
+5,587
| +1% | +$78.1K |
|
2477
Neurocrine Biosciences
NBIX
$18.3B
| $6.42M | ﹤0.01% |
165,953
+4,428
| +3% | +$200K |
|
2478
Commercial Vehicle Group
CVGI
$151M
| $6.41M | ﹤0.01% |
1,159,305
+186,080
| +19% | +$987K |
|
2479
Southern First Bancshares
SFST
$584M
| $6.41M | ﹤0.01% |
177,934
-6,571
| -4% | -$198K |
|
|
PRTY
2480
DELISTED
Party City Holdco Inc.
PRTY
| $6.33M | ﹤0.01% |
445,995
+330,996
| +288% | +$5.38M |
|
|
HWCC
2481
DELISTED
Houston Wire & Cable Company
HWCC
| $6.3M | ﹤0.01% |
969,769
+10,179
| +1% | +$61.3K |
|
2482
eHealth
EHTH
$42.5M
| $6.27M | ﹤0.01% |
588,665
+19,629
| +3% | +$200K |
|
|
SFS
2483
DELISTED
Smart & Final Stores, Inc.
SFS
| $6.24M | ﹤0.01% |
442,587
+120,835
| +38% | +$1.59M |
|
|
SUM
2484
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $6.22M | ﹤0.01% |
+269,841
| New | +$5.66M |
|
|
GFA
2485
DELISTED
Gafisa S.A.
GFA
| $6.19M | ﹤0.01% |
413,761
-5,754
| -1% | -$107K |
|
|
USAK
2486
DELISTED
USA Truck Inc
USAK
| $6.19M | ﹤0.01% |
710,675
-78,553
| -10% | -$707K |
|
2487
Richardson Electronics
RELL
$249M
| $6.16M | ﹤0.01% |
977,113
-14,971
| -2% | -$92K |
|
|
MOFG
2488
DELISTED
MidWestOne Financial Group
MOFG
| $6.14M | ﹤0.01% |
163,289
+14,101
| +9% | +$470K |
|
2489
Artesian Resources
ARTNA
$358M
| $6.14M | ﹤0.01% |
192,170
+7,779
| +4% | +$234K |
|
2490
Consolidated Water Co
CWCO
$472M
| $6.12M | ﹤0.01% |
564,148
-1,459
| -0.3% | -$16.1K |
|
2491
Enanta Pharmaceuticals
ENTA
$366M
| $6.02M | ﹤0.01% |
179,824
+152,511
| +558% | +$4.37M |
|
|
HMNF
2492
DELISTED
HMN Financial Inc
HMNF
| $6.01M | ﹤0.01% |
343,690
-3,030
| -0.9% | -$47.1K |
|
2493
Harte-Hanks
HHS
$16.2M
| $5.98M | ﹤0.01% |
396,192
-30,421
| -7% | -$461K |
|
2494
Liberty Global Class A
LBTYA
$3.57B
| $5.97M | ﹤0.01% |
195,025
-257
| -0.1% | -$8.12K |
|
|
CHUBK
2495
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
| $5.92M | ﹤0.01% |
393,659
-46,471
| -11% | -$697K |
|
2496
Expro Ltd
XPRO
$1.7B
| $5.9M | ﹤0.01% |
79,922
+2,454
| +3% | +$180K |
|
|
LGF.A
2497
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $5.9M | ﹤0.01% |
+219,146
| New | +$5.93M |
|
2498
SiriusPoint
SPNT
$3.04B
| $5.89M | ﹤0.01% |
509,680
+418,767
| +461% | +$5.05M |
|
2499
AmeriServ Financial
ASRV
$75.2M
| $5.88M | ﹤0.01% |
1,587,979
-10,852
| -0.7% | -$37.6K |
|
|
LMIA
2500
DELISTED
LMI Aerospace Inc
LMIA
| $5.86M | ﹤0.01% |
679,768
+1,223
| +0.2% | +$9.75K |
|
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.