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 | |
|---|---|---|---|---|---|---|
|
VIAB
701
DELISTED
Viacom Inc. Class B
VIAB
| $74.5M | 0.04% |
2,123,825
+145,257
| +7% | +$5.34M |
|
702
Sensient Technologies
SXT
$5.3B
| $74.5M | 0.04% |
948,107
-35,070
| -4% | -$2.68M |
|
|
KRA
703
DELISTED
Kraton Corporation
KRA
| $74.5M | 0.04% |
2,615,690
-3,792
| -0.1% | -$117K |
|
|
PRSU
704
Pursuit Attractions and Hospitality Inc
PRSU
$1.48B
| $74.2M | 0.04% |
1,683,256
-23,801
| -1% | -$984K |
|
705
SM Energy
SM
$7.11B
| $74.1M | 0.04% |
2,147,569
+91,109
| +4% | +$3.29M |
|
706
Becton Dickinson
BDX
$45.8B
| $73.9M | 0.04% |
457,748
+30,111
| +7% | +$5M |
|
707
Mitsubishi UFJ Financial
MUFG
$253B
| $73.9M | 0.04% |
11,999,860
-76,500
| -0.6% | -$435K |
|
|
MSCC
708
DELISTED
Microsemi Corp
MSCC
| $73.9M | 0.04% |
1,369,351
-96,047
| -7% | -$4.69M |
|
709
Qorvo
QRVO
$8.09B
| $73.8M | 0.04% |
1,399,885
+275,154
| +24% | +$15M |
|
710
Alamo Group
ALG
$2B
| $73.8M | 0.04% |
969,863
-3,237
| -0.3% | -$227K |
|
711
Dell
DELL
$253B
| $73.8M | 0.04% |
4,782,393
-63,497
| -1% | -$910K |
|
712
Gentex
GNTX
$5.12B
| $73.5M | 0.04% |
3,734,680
+286,623
| +8% | +$5.22M |
|
713
Simpson Manufacturing
SSD
$8.16B
| $73.5M | 0.04% |
1,679,486
+73,078
| +5% | +$3.27M |
|
714
Wabash National
WNC
$541M
| $73.4M | 0.04% |
4,640,475
+536,235
| +13% | +$7.31M |
|
715
Integra LifeSciences
IART
$1.54B
| $73.3M | 0.04% |
1,709,198
-72,212
| -4% | -$2.94M |
|
|
CBM
716
DELISTED
Cambrex Corporation
CBM
| $73.2M | 0.04% |
1,356,171
+84
| +0% | +$4.03K |
|
717
Cheesecake Factory
CAKE
$4.42B
| $73M | 0.04% |
1,219,685
-18,234
| -1% | -$1.03M |
|
|
FBC
718
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $73M | 0.04% |
2,709,855
+215,450
| +9% | +$5.93M |
|
719
Ormat Technologies
ORA
$6.05B
| $72.9M | 0.04% |
1,359,586
+60,868
| +5% | +$2.96M |
|
720
Timken Company
TKR
$9.72B
| $72.9M | 0.04% |
1,835,876
+15,378
| +0.8% | +$571K |
|
|
JBTM
721
JBT Marel
JBTM
$7.59B
| $72.8M | 0.04% |
847,312
-87,840
| -9% | -$7.17M |
|
|
NUVA
722
DELISTED
NuVasive, Inc.
NUVA
| $72.8M | 0.04% |
1,080,807
-3,573
| -0.3% | -$230K |
|
|
HOLX
723
DELISTED
Hologic
HOLX
| $72.8M | 0.04% |
1,813,359
-469,429
| -21% | -$18.1M |
|
724
Mercury Insurance
MCY
$6.07B
| $72.8M | 0.04% |
1,208,263
+24,666
| +2% | +$1.4M |
|
725
Skyworks Solutions
SWKS
$9.73B
| $72.7M | 0.04% |
973,532
+93,760
| +11% | +$7.22M |
|
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.