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 | |
|---|---|---|---|---|---|---|
2951
John Wiley & Sons Class B
WLYB
$2.63B
| $1.05M | ﹤0.01% |
19,158
+647
| +3% | +$35.4K |
|
|
BOJA
2952
DELISTED
Bojangles', Inc. Common Stock
BOJA
| $1.04M | ﹤0.01% |
+55,700
| New | +$971K |
|
|
BLMT
2953
DELISTED
BSB Bancorp, Inc.
BLMT
| $1.03M | ﹤0.01% |
35,643
+8,007
| +29% | +$209K |
|
2954
Global Net Lease
GNL
$1.86B
| $1.03M | ﹤0.01% |
43,665
+11,242
| +35% | +$257K |
|
2955
Norwood Financial Corp
NWFL
$371M
| $1.03M | ﹤0.01% |
46,451
+2,142
| +5% | +$44.3K |
|
2956
Eldorado Gold
EGO
$8.4B
| $1.02M | ﹤0.01% |
63,566
-40,268
| -39% | -$633K |
|
|
AXAS
2957
DELISTED
Abraxas Petroleum Corp
AXAS
| $1.01M | ﹤0.01% |
19,719
-22,843
| -54% | -$900K |
|
2958
NXP Semiconductors
NXPI
$65.4B
| $1.01M | ﹤0.01% |
10,273
+460
| +5% | +$45.7K |
|
2959
Baytex Energy
BTE
$2.86B
| $1M | ﹤0.01% |
205,391
| – | – |
|
2960
Elbit Systems
ESLT
$38.4B
| $1M | ﹤0.01% |
9,831
-605
| -6% | -$60.4K |
|
|
WFBI
2961
DELISTED
WashingtonFirst Bankshares Inc
WFBI
| $996K | ﹤0.01% |
34,375
+4,978
| +17% | +$125K |
|
2962
Orion Energy Systems
OESX
$41.8M
| $995K | ﹤0.01% |
45,855
-1,189
| -3% | -$20.7K |
|
2963
Haverty Furniture Companies Class A
HVT.A
| $993K | ﹤0.01% |
42,097
| – | – |
|
2964
Maui Land & Pineapple Co
MLP
$343M
| $992K | ﹤0.01% |
136,861
-7,705
| -5% | -$52.4K |
|
2965
Northeast Bank
NBN
$1.08B
| $989K | ﹤0.01% |
75,496
+15,303
| +25% | +$177K |
|
|
TSG
2966
DELISTED
The Stars Group Inc.
TSG
| $988K | ﹤0.01% |
69,854
| – | – |
|
2967
Woori Financial
WF
$15.9B
| $984K | ﹤0.01% |
30,729
-240
| -0.8% | -$7.75K |
|
|
MRVC
2968
DELISTED
MRV Communications Inc
MRVC
| $977K | ﹤0.01% |
119,816
-2,082
| -2% | -$19.6K |
|
2969
Larimar Therapeutics
LRMR
$398M
| $975K | ﹤0.01% |
25,539
+7,484
| +41% | +$304K |
|
|
CYOU
2970
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $969K | ﹤0.01% |
+45,671
| New | +$1.16M |
|
2971
Sypris Solutions
SYPR
$44.4M
| $963K | ﹤0.01% |
1,094,158
-49,833
| -4% | -$48.1K |
|
|
IMN
2972
DELISTED
Imation
IMN
| $963K | ﹤0.01% |
1,173,922
-1,134,098
| -49% | -$849K |
|
2973
Etsy
ETSY
$8.21B
| $957K | ﹤0.01% |
+81,266
| New | +$1.05M |
|
2974
Lipocine
LPCN
$17.6M
| $954K | ﹤0.01% |
15,247
-1,777
| -10% | -$112K |
|
|
LKM
2975
DELISTED
Link Motion Inc.
LKM
| $951K | ﹤0.01% |
+295,419
| New | +$1.03M |
|
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.