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 | |
|---|---|---|---|---|---|---|
1726
Myriad Genetics
MYGN
$396M
| $27.6M | 0.01% |
1,654,854
+204,049
| +14% | +$3.69M |
|
1727
TETRA Technologies
TTI
$911M
| $27.5M | 0.01% |
5,479,878
-714,830
| -12% | -$3.87M |
|
1728
Chunghwa Telecom
CHT
$35.5B
| $27.5M | 0.01% |
870,898
+7,617
| +0.9% | +$256K |
|
1729
Waters Corp
WAT
$42.2B
| $27.5M | 0.01% |
204,446
-1,603
| -0.8% | -$229K |
|
1730
Orthofix Medical
OFIX
$352M
| $27.5M | 0.01% |
759,298
+26,114
| +4% | +$991K |
|
1731
Cboe Global Markets
CBOE
$27.8B
| $27.5M | 0.01% |
371,747
-4,491
| -1% | -$309K |
|
1732
Booz Allen Hamilton
BAH
$9.49B
| $27.5M | 0.01% |
761,083
+17,446
| +2% | +$592K |
|
1733
Ameren
AEE
$28.8B
| $27.4M | 0.01% |
522,565
+12,576
| +2% | +$623K |
|
1734
Middleby
MIDD
$5.04B
| $27.4M | 0.01% |
212,654
+2,435
| +1% | +$306K |
|
1735
Addus HomeCare
ADUS
$2.2B
| $27.4M | 0.01% |
781,406
+51,556
| +7% | +$1.59M |
|
|
FDML
1736
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $27.3M | 0.01% |
2,647,261
-13,137
| -0.5% | -$128K |
|
1737
Stoneridge
SRI
$205M
| $27.3M | 0.01% |
1,542,745
-16,514
| -1% | -$279K |
|
1738
Ligand Pharmaceuticals
LGND
$5.68B
| $27.3M | 0.01% |
430,138
-877
| -0.2% | -$55.3K |
|
|
CCP
1739
DELISTED
Care Capital Properties, Inc.
CCP
| $27.3M | 0.01% |
1,090,548
+1,791
| +0.2% | +$44.9K |
|
|
DEL
1740
DELISTED
Deltic Timber
DEL
| $27.2M | 0.01% |
352,973
+8,339
| +2% | +$569K |
|
|
NVO
1741
Novo Nordisk
NVO
$191B
| $27.2M | 0.01% |
1,515,960
-12,672
| -0.8% | -$230K |
|
1742
Waterstone Financial
WSBF
$371M
| $27.1M | 0.01% |
1,474,812
+98,051
| +7% | +$1.73M |
|
|
PKD
1743
DELISTED
Parker Drilling Company
PKD
| $27.1M | 0.01% |
694,277
-10,360
| -1% | -$354K |
|
|
CSRA
1744
DELISTED
CSRA Inc.
CSRA
| $27.1M | 0.01% |
850,004
+61,568
| +8% | +$1.8M |
|
1745
FMC
FMC
$1.28B
| $27.1M | 0.01% |
551,618
+3,973
| +0.7% | +$181K |
|
|
RHT
1746
DELISTED
Red Hat Inc
RHT
| $27M | 0.01% |
387,626
-4,360
| -1% | -$336K |
|
1747
Rush Enterprises Class B
RUSHB
$6.65B
| $27M | 0.01% |
2,950,496
-135,165
| -4% | -$1.07M |
|
|
LION
1748
DELISTED
Fidelity Southern Corporation
LION
| $26.9M | 0.01% |
1,137,639
+108,355
| +11% | +$2.29M |
|
|
ANSS
1749
DELISTED
Ansys
ANSS
| $26.9M | 0.01% |
290,925
-2,084
| -0.7% | -$192K |
|
1750
Coca-Cola Femsa
KOF
$23.6B
| $26.9M | 0.01% |
423,177
-28,000
| -6% | -$1.96M |
|
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.