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 | |
|---|---|---|---|---|---|---|
1451
Church & Dwight Co
CHD
$22.5B
| $37.4M | 0.02% |
845,647
+4,682
| +0.6% | +$213K |
|
1452
Synopsys
SNPS
$73B
| $37.3M | 0.02% |
634,276
+19,830
| +3% | +$1.18M |
|
|
EBSB
1453
DELISTED
Meridian Bancorp, Inc.
EBSB
| $37.3M | 0.02% |
1,975,270
+98,928
| +5% | +$1.69M |
|
1454
Greenlight Captial
GLRE
$491M
| $37.3M | 0.02% |
1,635,474
+105,305
| +7% | +$2.3M |
|
1455
Hooker Furnishings Corp
HOFT
$140M
| $37.1M | 0.02% |
978,752
+3,798
| +0.4% | +$109K |
|
1456
BJ's Restaurants
BJRI
$1.27B
| $37.1M | 0.02% |
944,888
-8,275
| -0.9% | -$308K |
|
|
WP
1457
DELISTED
Worldpay, Inc.
WP
| $37.1M | 0.02% |
622,590
-4,064
| -0.6% | -$235K |
|
1458
AptarGroup
ATR
$7.98B
| $37.1M | 0.02% |
505,144
+6,977
| +1% | +$519K |
|
1459
Kratos Defense & Security Solutions
KTOS
$8.95B
| $37M | 0.02% |
5,005,546
+274,833
| +6% | +$1.85M |
|
1460
National Health Investors
NHI
$3.4B
| $37M | 0.02% |
498,955
+22,689
| +5% | +$1.67M |
|
|
DYN
1461
DELISTED
Dynegy, Inc.
DYN
| $36.9M | 0.02% |
4,365,550
-617,874
| -12% | -$6.09M |
|
1462
Credit Acceptance
CACC
$6.13B
| $36.9M | 0.02% |
169,781
-3,279
| -2% | -$636K |
|
1463
Titan International
TWI
$461M
| $36.8M | 0.02% |
3,281,067
+527,385
| +19% | +$5.77M |
|
|
SEE
1464
DELISTED
Sealed Air
SEE
| $36.8M | 0.02% |
810,922
-5,303
| -0.6% | -$244K |
|
1465
Mattel
MAT
$3.8B
| $36.8M | 0.02% |
1,334,445
-4,663
| -0.3% | -$142K |
|
1466
Magna International
MGA
$17.3B
| $36.6M | 0.02% |
843,758
+274,985
| +48% | +$11.6M |
|
1467
VF Corp
VFC
$5.08B
| $36.6M | 0.02% |
728,704
+11,081
| +2% | +$575K |
|
1468
Encore Capital Group
ECPG
$2.12B
| $36.6M | 0.02% |
1,276,186
-14,333
| -1% | -$351K |
|
|
EQY
1469
DELISTED
Equity One
EQY
| $36.5M | 0.02% |
1,190,180
+12,531
| +1% | +$367K |
|
|
VRNT
1470
DELISTED
Verint Systems
VRNT
| $36.5M | 0.02% |
2,033,758
+369,584
| +22% | +$6.87M |
|
|
YDKN
1471
DELISTED
Yadkin Financial Corporation
YDKN
| $36.5M | 0.02% |
1,064,464
-10,272
| -1% | -$312K |
|
1472
Mettler-Toledo International
MTD
$28.3B
| $36.5M | 0.02% |
87,081
+1,250
| +1% | +$520K |
|
|
HEES
1473
DELISTED
H&E Equipment Services
HEES
| $36.4M | 0.02% |
1,566,481
-168,323
| -10% | -$3.08M |
|
1474
Lattice Semiconductor
LSCC
$15.4B
| $36.3M | 0.02% |
4,933,997
-298,866
| -6% | -$2.08M |
|
1475
National Healthcare
NHC
$3.52B
| $36.2M | 0.02% |
478,279
+25,592
| +6% | +$1.77M |
|
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.