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 | |
|---|---|---|---|---|---|---|
2876
AMREP Corp
AXR
$121M
| $1.57M | ﹤0.01% |
211,656
-240
| -0.1% | -$1.77K |
|
|
GVP
2877
DELISTED
GSE Systems, Inc.
GVP
| $1.57M | ﹤0.01% |
44,839
-1,721
| -4% | -$51.9K |
|
|
GOLD
2878
DELISTED
Randgold Resources Ltd
GOLD
| $1.56M | ﹤0.01% |
20,464
-270
| -1% | -$21.4K |
|
2879
Hovnanian Enterprises
HOV
$800M
| $1.55M | ﹤0.01% |
+22,748
| New | +$1.14M |
|
|
XBKS
2880
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
| $1.54M | ﹤0.01% |
54,567
+48,328
| +775% | +$1.2M |
|
|
UBP
2881
DELISTED
Urstadt Biddle Properties Inc.
UBP
| $1.53M | ﹤0.01% |
77,867
-1,079
| -1% | -$19.5K |
|
|
SWIR
2882
DELISTED
Sierra Wireless
SWIR
| $1.51M | ﹤0.01% |
96,258
+10,541
| +12% | +$157K |
|
2883
BK Technologies
BKTI
$300M
| $1.5M | ﹤0.01% |
63,370
-307
| -0.5% | -$7.83K |
|
2884
Coca-Cola Europacific Partners
CCEP
$49.2B
| $1.5M | ﹤0.01% |
47,840
+6,985
| +17% | +$246K |
|
2885
Flanigan's Enterprises
BDL
$73.2M
| $1.5M | ﹤0.01% |
60,540
-547
| -0.9% | -$12.8K |
|
2886
Inseego
INSG
$111M
| $1.49M | ﹤0.01% |
60,857
-10,528
| -15% | -$278K |
|
2887
Hawthorn Bancshares
HWBK
$268M
| $1.48M | ﹤0.01% |
110,629
+838
| +0.8% | +$9.89K |
|
|
STKL
2888
DELISTED
SunOpta
STKL
| $1.47M | ﹤0.01% |
207,764
+2,097
| +1% | +$14.6K |
|
|
SOHU
2889
Sohu.com
SOHU
$346M
| $1.46M | ﹤0.01% |
+43,029
| New | +$1.61M |
|
|
ENG
2890
DELISTED
ENGlobal Corp
ENG
| $1.46M | ﹤0.01% |
76,366
-367
| -0.5% | -$4.52K |
|
2891
INNOVATE Corp
VATE
$106M
| $1.44M | ﹤0.01% |
24,322
+8,906
| +58% | +$441K |
|
|
EEI
2892
DELISTED
Ecology and Environment
EEI
| $1.44M | ﹤0.01% |
136,724
| – | – |
|
2893
Natural Health Trends
NHTC
$15.6M
| $1.44M | ﹤0.01% |
57,815
-300
| -0.5% | -$7.55K |
|
|
FOLD
2894
DELISTED
Amicus Therapeutics
FOLD
| $1.43M | ﹤0.01% |
287,474
-162,602
| -36% | -$1.13M |
|
|
TAX
2895
DELISTED
Liberty Tax, Inc. Class A
TAX
| $1.41M | ﹤0.01% |
105,306
+38,620
| +58% | +$494K |
|
2896
Colony Bankcorp
CBAN
$471M
| $1.41M | ﹤0.01% |
106,799
-153
| -0.1% | -$1.67K |
|
|
WTT
2897
DELISTED
Wireless Telecom Group, Inc.
WTT
| $1.4M | ﹤0.01% |
730,632
| – | – |
|
|
NWHM
2898
DELISTED
THE NEW HOME COMPANY INC.
NWHM
| $1.4M | ﹤0.01% |
119,135
+55,568
| +87% | +$616K |
|
2899
Mannatech
MTEX
$8.91M
| $1.39M | ﹤0.01% |
68,655
-117
| -0.2% | -$2.09K |
|
|
INFO
2900
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $1.39M | ﹤0.01% |
39,356
-63,912
| -62% | -$2.3M |
|
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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.