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 | |
|---|---|---|---|---|---|---|
1301
News Corp Class A
NWSA
$16.2B
| $42.9M | 0.02% |
3,741,551
+1,254,745
| +50% | +$15.5M |
|
1302
Seagate
STX
$182B
| $42.8M | 0.02% |
1,122,226
+37,835
| +3% | +$1.41M |
|
|
KW
1303
DELISTED
Kennedy-Wilson Holdings
KW
| $42.7M | 0.02% |
2,084,994
+237,370
| +13% | +$5.07M |
|
|
MTOR
1304
DELISTED
MERITOR, Inc.
MTOR
| $42.7M | 0.02% |
3,441,351
+178,682
| +5% | +$2.1M |
|
|
TSS
1305
DELISTED
Total System Services, Inc.
TSS
| $42.7M | 0.02% |
870,889
+12,926
| +2% | +$635K |
|
1306
Prudential
PUK
$33B
| $42.6M | 0.02% |
1,104,818
-7,973
| -0.7% | -$286K |
|
1307
Westamerica Bancorp
WABC
$1.4B
| $42.6M | 0.02% |
677,497
-1,857
| -0.3% | -$105K |
|
1308
Perdoceo Education
PRDO
$2.07B
| $42.6M | 0.02% |
4,221,993
+312,165
| +8% | +$2.72M |
|
|
AXON
1309
Axon Enterprise
AXON
$36.7B
| $42.5M | 0.02% |
1,754,451
-7,512
| -0.4% | -$185K |
|
1310
Fidelity National Financial
FNF
$11.8B
| $42.4M | 0.02% |
1,797,099
-215,399
| -11% | -$5.17M |
|
1311
Stride
LRN
$3.39B
| $42.4M | 0.02% |
2,468,360
+268,503
| +12% | +$3.88M |
|
|
CBF
1312
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $42.4M | 0.02% |
1,079,105
+68,574
| +7% | +$2.4M |
|
|
COL
1313
DELISTED
Rockwell Collins
COL
| $42.3M | 0.02% |
455,685
+755
| +0.2% | +$66.5K |
|
1314
Community Trust Bancorp
CTBI
$1.39B
| $42.2M | 0.02% |
851,451
+32,789
| +4% | +$1.34M |
|
|
HTLF
1315
DELISTED
Heartland Financial USA, Inc.
HTLF
| $42.2M | 0.02% |
879,018
+66,526
| +8% | +$2.76M |
|
1316
Cinemark Holdings
CNK
$3.98B
| $42.2M | 0.02% |
1,099,830
+59,348
| +6% | +$2.36M |
|
1317
TotalEnergies
TTE
$202B
| $42.2M | 0.02% |
827,268
-9,231
| -1% | -$444K |
|
|
FPRX
1318
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $42.1M | 0.02% |
841,072
+93,211
| +12% | +$4.9M |
|
1319
MarineMax
HZO
$1.16B
| $42.1M | 0.02% |
2,177,944
-8,919
| -0.4% | -$172K |
|
1320
TTEC Holdings
TTEC
$61.1M
| $42.1M | 0.02% |
1,380,203
+9,762
| +0.7% | +$281K |
|
|
GTS
1321
DELISTED
Triple-S Management Corporation
GTS
| $42.1M | 0.02% |
2,135,977
-9,080
| -0.4% | -$189K |
|
1322
RLJ Lodging Trust
RLJ
$1.68B
| $42M | 0.02% |
1,716,718
-9,238
| -0.5% | -$204K |
|
1323
Xcel Energy
XEL
$45.9B
| $42M | 0.02% |
1,032,807
+1,623
| +0.2% | +$64.9K |
|
1324
Usana Health Sciences
USNA
$268M
| $42M | 0.02% |
685,877
+12,883
| +2% | +$839K |
|
|
HZNP
1325
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $41.9M | 0.02% |
2,591,605
+626,300
| +32% | +$11.4M |
|
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.