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 | |
|---|---|---|---|---|---|---|
1626
Robert Half
RHI
$3.81B
| $30.9M | 0.02% |
632,930
+139,908
| +28% | +$5.99M |
|
1627
Spok Holdings
SPOK
$218M
| $30.8M | 0.02% |
1,486,593
+39,235
| +3% | +$728K |
|
1628
Cooper Companies
COO
$10.2B
| $30.8M | 0.02% |
704,296
+25,792
| +4% | +$1.13M |
|
|
MTSC
1629
DELISTED
MTS Systems Corp
MTSC
| $30.8M | 0.02% |
542,980
+15,791
| +3% | +$804K |
|
1630
Unilever
UL
$134B
| $30.7M | 0.02% |
671,294
+11,898
| +2% | +$555K |
|
1631
MGIC Investment
MTG
$6.09B
| $30.7M | 0.02% |
3,013,130
+268,983
| +10% | +$2.43M |
|
|
RMAX
1632
DELISTED
RE/MAX Holdings
RMAX
| $30.7M | 0.02% |
548,099
+83,433
| +18% | +$4.04M |
|
|
ATRI
1633
DELISTED
Atrion Corp
ATRI
| $30.7M | 0.02% |
60,501
+1,059
| +2% | +$492K |
|
|
SKX
1634
DELISTED
Skechers
SKX
| $30.7M | 0.02% |
1,248,351
+75,014
| +6% | +$1.73M |
|
1635
Expeditors International
EXPD
$24.6B
| $30.7M | 0.02% |
579,351
+8,068
| +1% | +$421K |
|
|
COBZ
1636
DELISTED
CoBiz Financial,Inc
COBZ
| $30.7M | 0.02% |
1,815,165
+14,750
| +0.8% | +$216K |
|
1637
Domino's
DPZ
$9.85B
| $30.6M | 0.02% |
192,434
-3,677
| -2% | -$598K |
|
|
PSTB
1638
DELISTED
Park Sterling Corp.
PSTB
| $30.6M | 0.02% |
2,837,654
+218,820
| +8% | +$2.04M |
|
|
PNRA
1639
DELISTED
Panera Bread Co
PNRA
| $30.5M | 0.02% |
148,744
+20
| +0% | +$4.05K |
|
|
PEGI
1640
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $30.4M | 0.02% |
1,601,216
+33,720
| +2% | +$693K |
|
1641
Steris
STE
$20.3B
| $30.4M | 0.02% |
450,870
+16,595
| +4% | +$1.13M |
|
1642
LendingTree
TREE
$365M
| $30.4M | 0.02% |
299,584
+166
| +0.1% | +$15.8K |
|
1643
Encompass Health
EHC
$12.1B
| $30.4M | 0.02% |
925,126
+6,323
| +0.7% | +$205K |
|
1644
UBS Group
UBS
$155B
| $30.3M | 0.02% |
1,935,006
+4,351
| +0.2% | +$65.5K |
|
|
CERN
1645
DELISTED
Cerner Corp
CERN
| $30.3M | 0.02% |
639,729
+61,928
| +11% | +$3.29M |
|
1646
Hershey
HSY
$33.8B
| $30.3M | 0.02% |
292,776
+4,337
| +2% | +$428K |
|
1647
Digi International
DGII
$2.76B
| $30.2M | 0.02% |
2,198,644
-674
| -0% | -$8.26K |
|
|
AKS
1648
DELISTED
AK Steel Holding Corp
AKS
| $30.2M | 0.02% |
2,953,066
+784,025
| +36% | +$5.96M |
|
1649
Hackett Group
HCKT
$268M
| $30.1M | 0.02% |
1,703,916
-114,409
| -6% | -$1.94M |
|
1650
Columbus McKinnon
CMCO
$454M
| $30.1M | 0.02% |
1,112,644
+82,837
| +8% | +$1.86M |
|
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.