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 | |
|---|---|---|---|---|---|---|
|
SUP
926
DELISTED
Superior Industries International
SUP
| $59.6M | 0.03% |
2,261,130
-7,022
| -0.3% | -$185K |
|
|
LTRPA
927
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $59.6M | 0.03% |
3,958,581
+92,174
| +2% | +$1.7M |
|
928
S&T Bancorp
STBA
$1.9B
| $59.4M | 0.03% |
1,522,617
+115,394
| +8% | +$3.85M |
|
929
Black Hills Corp
BKH
$5.57B
| $59.3M | 0.03% |
966,665
+729
| +0.1% | +$43.5K |
|
930
Cardinal Health
CAH
$54B
| $59.3M | 0.03% |
823,609
+21,749
| +3% | +$1.57M |
|
|
CALY
931
Callaway Golf Company
CALY
$3.29B
| $59.3M | 0.03% |
5,407,802
+286,326
| +6% | +$3.25M |
|
932
Huron Consulting
HURN
$2.75B
| $59.3M | 0.03% |
1,169,958
+56,164
| +5% | +$3M |
|
|
AMED
933
DELISTED
Amedisys
AMED
| $59.2M | 0.03% |
1,388,003
-187,778
| -12% | -$7.98M |
|
|
NP
934
DELISTED
Neenah, Inc. Common Stock
NP
| $59.1M | 0.03% |
693,422
+9,196
| +1% | +$762K |
|
935
FormFactor
FORM
$6.8B
| $59.1M | 0.03% |
5,274,906
+301,607
| +6% | +$3.22M |
|
|
CIR
936
DELISTED
CIRCOR International, Inc
CIR
| $59M | 0.03% |
910,010
-63,335
| -7% | -$3.77M |
|
937
Akamai
AKAM
$16B
| $59M | 0.03% |
884,726
+66,088
| +8% | +$4.21M |
|
|
AUO
938
DELISTED
AU Optronics Corp
AUO
| $59M | 0.03% |
16,654,109
-561,942
| -3% | -$2.08M |
|
939
T. Rowe Price
TROW
$25.7B
| $58.9M | 0.03% |
782,845
-14,196
| -2% | -$1.01M |
|
940
Watts Water Technologies
WTS
$11.3B
| $58.9M | 0.03% |
902,921
-63,084
| -7% | -$4.13M |
|
941
ITT
ITT
$17.3B
| $58.8M | 0.03% |
1,524,124
+64,851
| +4% | +$2.44M |
|
|
UBNK
942
DELISTED
United Financial Bancorp, Inc.
UBNK
| $58.7M | 0.03% |
3,234,173
+148,478
| +5% | +$2.38M |
|
943
Paychex
PAYX
$43.7B
| $58.7M | 0.03% |
964,615
-6,972
| -0.7% | -$402K |
|
944
Sonoco
SON
$5.8B
| $58.7M | 0.03% |
1,113,576
-209,875
| -16% | -$11M |
|
945
Federated Hermes
FHI
$4.62B
| $58.7M | 0.03% |
2,075,356
+252,406
| +14% | +$6.99M |
|
946
Mine Safety
MSA
$6.81B
| $58.7M | 0.03% |
846,124
+3,574
| +0.4% | +$221K |
|
947
ONE Gas
OGS
$5.01B
| $58.6M | 0.03% |
916,948
-3,801
| -0.4% | -$231K |
|
948
J&J Snack Foods
JJSF
$1.5B
| $58.6M | 0.03% |
439,146
+4,838
| +1% | +$597K |
|
|
XEC
949
DELISTED
CIMAREX ENERGY CO
XEC
| $58.6M | 0.03% |
430,916
-46,430
| -10% | -$6.22M |
|
950
BGC Group
BGC
$5.69B
| $58.6M | 0.03% |
8,901,036
+732,657
| +9% | +$4.44M |
|
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.