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 | |
|---|---|---|---|---|---|---|
1476
Howard Hughes
HHH
$3.68B
| $36.2M | 0.02% |
333,039
+25,186
| +8% | +$2.67M |
|
|
MJN
1477
DELISTED
Mead Johnson Nutrition Company
MJN
| $36.2M | 0.02% |
511,665
-11,461
| -2% | -$854K |
|
1478
Heritage Financial
HFWA
$1.15B
| $36.2M | 0.02% |
1,405,295
+93,629
| +7% | +$2M |
|
1479
Enterprise Financial Services Corp
EFSC
$2.25B
| $36.2M | 0.02% |
840,787
+59,371
| +8% | +$2.17M |
|
|
SWN
1480
DELISTED
Southwestern Energy Company
SWN
| $36.1M | 0.02% |
3,337,374
-860,670
| -21% | -$9.85M |
|
1481
Arthur J. Gallagher & Co
AJG
$61.9B
| $36.1M | 0.02% |
694,208
+5,312
| +0.8% | +$267K |
|
1482
AeroVironment
AVAV
$8.3B
| $35.9M | 0.02% |
1,338,616
+82,838
| +7% | +$2.15M |
|
1483
Urban Edge Properties
UE
$2.54B
| $35.9M | 0.02% |
1,305,016
+9,569
| +0.7% | +$254K |
|
|
ENLC
1484
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $35.9M | 0.02% |
1,884,476
+276,379
| +17% | +$4.74M |
|
1485
Donaldson
DCI
$9.97B
| $35.9M | 0.02% |
853,019
-16,010
| -2% | -$635K |
|
1486
RPM International
RPM
$12.7B
| $35.9M | 0.02% |
666,654
+33,570
| +5% | +$1.72M |
|
1487
Metallus
MTUS
$804M
| $35.9M | 0.02% |
2,316,922
+502,885
| +28% | +$6.73M |
|
1488
Stock Yards Bancorp
SYBT
$2.48B
| $35.9M | 0.02% |
763,793
+37,898
| +5% | +$1.49M |
|
1489
Anika Therapeutics
ANIK
$281M
| $35.8M | 0.02% |
731,679
+1,755
| +0.2% | +$81.1K |
|
|
WBMD
1490
DELISTED
WebMD Health Corp.
WBMD
| $35.8M | 0.02% |
722,202
-59,651
| -8% | -$3.08M |
|
1491
Knowles
KN
$3.03B
| $35.8M | 0.02% |
2,140,962
+749,385
| +54% | +$11.7M |
|
1492
Cato Corp
CATO
$47.4M
| $35.7M | 0.02% |
1,188,298
+8,037
| +0.7% | +$247K |
|
1493
Jack Henry & Associates
JKHY
$11B
| $35.7M | 0.02% |
402,101
+565
| +0.1% | +$48.2K |
|
|
WLH
1494
DELISTED
WILLIAM LYON HOMES
WLH
| $35.7M | 0.02% |
1,875,555
+447,805
| +31% | +$8.49M |
|
1495
Tractor Supply
TSCO
$17.1B
| $35.7M | 0.02% |
2,353,850
-22,920
| -1% | -$325K |
|
|
DBD
1496
DELISTED
Diebold Nixdorf Incorporated
DBD
| $35.7M | 0.02% |
1,418,721
+50,302
| +4% | +$1.19M |
|
|
VISN
1497
Vistance Networks Inc
VISN
$1.49B
| $35.6M | 0.02% |
957,231
-66,899
| -7% | -$2.28M |
|
|
PAY
1498
DELISTED
Verifone Systems Inc
PAY
| $35.6M | 0.02% |
2,007,940
+193,927
| +11% | +$3.22M |
|
1499
Broadridge
BR
$18.7B
| $35.5M | 0.02% |
535,791
-2,416
| -0.4% | -$157K |
|
1500
Fox Factory Holding Corp
FOXF
$815M
| $35.5M | 0.02% |
1,278,943
+31,772
| +3% | +$758K |
|
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.