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 | 21.29% |
| 2 | Industrials | 13.97% |
| 3 | Technology | 12.97% |
| 4 | Consumer Discretionary | 9.85% |
| 5 | Energy | 8.87% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
AFSI
1126
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $49.9M | 0.02% |
1,821,559
+143,936
| +9% | +$3.83M |
|
|
MEG
1127
DELISTED
Media General, Inc
MEG
| $49.9M | 0.02% |
2,648,218
-8,751
| -0.3% | -$158K |
|
|
CSFL
1128
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $49.8M | 0.02% |
1,977,792
+123,368
| +7% | +$2.62M |
|
1129
Cal-Maine
CALM
$3.47B
| $49.8M | 0.02% |
1,126,673
-9,875
| -0.9% | -$393K |
|
|
IPHS
1130
DELISTED
Innophos Holdings, Inc.
IPHS
| $49.6M | 0.02% |
949,140
-26,518
| -3% | -$1.29M |
|
1131
Amdocs
DOX
$6.41B
| $49.6M | 0.02% |
851,480
+46,455
| +6% | +$2.74M |
|
1132
DNOW Inc
DNOW
$2.82B
| $49.5M | 0.02% |
2,416,356
+810,118
| +50% | +$17.2M |
|
|
KND
1133
DELISTED
Kindred Healthcare
KND
| $49.4M | 0.02% |
6,297,510
-199,209
| -3% | -$1.64M |
|
1134
Boise Cascade
BCC
$2.63B
| $49.4M | 0.02% |
2,196,652
+274,861
| +14% | +$6.13M |
|
1135
Bio-Rad Laboratories Class A
BIO
$10.1B
| $49.4M | 0.02% |
271,115
-5,728
| -2% | -$977K |
|
1136
Paycom
PAYC
$10.3B
| $49.4M | 0.02% |
1,085,105
+7,395
| +0.7% | +$343K |
|
1137
Clorox
CLX
$10.3B
| $49.3M | 0.02% |
411,100
+2,566
| +0.6% | +$303K |
|
|
SONC
1138
DELISTED
Sonic Corp
SONC
| $49.3M | 0.02% |
1,858,134
-4,006
| -0.2% | -$104K |
|
|
PE
1139
DELISTED
PARSLEY ENERGY INC
PE
| $49.2M | 0.02% |
1,394,793
-796,554
| -36% | -$28.2M |
|
|
WOOF
1140
DELISTED
VCA Inc.
WOOF
| $49.1M | 0.02% |
715,229
-2,612
| -0.4% | -$171K |
|
1141
Yum! Brands
YUM
$37.6B
| $49.1M | 0.02% |
774,729
-322,293
| -29% | -$20.2M |
|
|
EGOV
1142
DELISTED
NIC Inc
EGOV
| $49.1M | 0.02% |
2,052,462
+7,373
| +0.4% | +$176K |
|
1143
Xylem
XYL
$25B
| $49M | 0.02% |
988,860
-31,685
| -3% | -$1.61M |
|
1144
ACI Worldwide
ACIW
$5.21B
| $49M | 0.02% |
2,697,951
+40,778
| +2% | +$763K |
|
1145
NCR Voyix
VYX
$982M
| $49M | 0.02% |
1,967,141
-260,743
| -12% | -$5.85M |
|
|
FRC
1146
DELISTED
First Republic Bank
FRC
| $48.9M | 0.02% |
530,960
+10,574
| +2% | +$863K |
|
1147
Charles River Laboratories
CRL
$13.1B
| $48.9M | 0.02% |
641,300
-35,729
| -5% | -$2.71M |
|
1148
OFG Bancorp
OFG
$2.22B
| $48.9M | 0.02% |
3,729,458
-2,713
| -0.1% | -$32.6K |
|
|
RPAI
1149
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $48.8M | 0.02% |
3,184,554
+17,836
| +0.6% | +$275K |
|
|
BRSL
1150
Brightstar Lottery PLC
BRSL
$1.92B
| $48.8M | 0.02% |
1,912,427
-15,188
| -0.8% | -$407K |
|
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 19% 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.