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 | |
|---|---|---|---|---|---|---|
1776
Gorman-Rupp
GRC
$1.9B
| $26.3M | 0.01% |
848,951
+67,706
| +9% | +$1.91M |
|
1777
Factset
FDS
$9.92B
| $26.2M | 0.01% |
160,512
-102
| -0.1% | -$16.3K |
|
|
VAR
1778
DELISTED
Varian Medical Systems, Inc.
VAR
| $26.2M | 0.01% |
332,891
-2,007
| -0.6% | -$162K |
|
|
TVPT
1779
DELISTED
Travelport Worldwide Limited
TVPT
| $26.2M | 0.01% |
1,856,444
+337,904
| +22% | +$4.7M |
|
1780
Babcock & Wilcox
BW
$1.09B
| $26.2M | 0.01% |
157,669
+9,649
| +7% | +$1.54M |
|
1781
Park-Ohio Holdings
PKOH
$669M
| $26.1M | 0.01% |
613,774
+24,396
| +4% | +$936K |
|
1782
Core Laboratories
CLB
$523M
| $26.1M | 0.01% |
217,670
+6,962
| +3% | +$771K |
|
1783
Cadence Design Systems
CDNS
$77.3B
| $26.1M | 0.01% |
1,035,352
+1,857
| +0.2% | +$47.8K |
|
1784
Kite Realty
KRG
$5.09B
| $26M | 0.01% |
1,108,546
+801
| +0.1% | +$19.8K |
|
|
SHYF
1785
DELISTED
The Shyft Group
SHYF
| $26M | 0.01% |
2,812,248
+139,467
| +5% | +$1.25M |
|
1786
Covenant Logistics
CVLG
$863M
| $26M | 0.01% |
2,688,722
-32,052
| -1% | -$300K |
|
1787
EPAM Systems
EPAM
$6.04B
| $26M | 0.01% |
403,559
-45,860
| -10% | -$2.94M |
|
|
WPG
1788
DELISTED
Washington Prime Group Inc.
WPG
| $26M | 0.01% |
276,990
-1,338
| -0.5% | -$128K |
|
|
CHK
1789
DELISTED
Chesapeake Energy Corporation
CHK
| $25.7M | 0.01% |
18,331
+2,653
| +17% | +$3.47M |
|
|
APOL
1790
DELISTED
Apollo Education Group Inc Class A
APOL
| $25.7M | 0.01% |
2,593,435
-6,604
| -0.3% | -$60.2K |
|
|
TAST
1791
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $25.6M | 0.01% |
1,676,459
+84,875
| +5% | +$1.12M |
|
|
SGI
1792
Somnigroup International
SGI
$13.7B
| $25.5M | 0.01% |
1,495,600
-11,136
| -0.7% | -$166K |
|
1793
American Public Education
APEI
$811M
| $25.5M | 0.01% |
1,039,127
+38,511
| +4% | +$861K |
|
|
DNKN
1794
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $25.5M | 0.01% |
486,107
+12,344
| +3% | +$635K |
|
|
AFI
1795
DELISTED
Armstrong Flooring, Inc.
AFI
| $25.5M | 0.01% |
1,280,023
+441,976
| +53% | +$8.14M |
|
1796
1-800-Flowers.com
FLWS
$167M
| $25.4M | 0.01% |
2,377,560
+46,993
| +2% | +$473K |
|
1797
Miller Industries
MLR
$630M
| $25.4M | 0.01% |
961,420
-1,500
| -0.2% | -$36.6K |
|
1798
Medifast
MED
$134M
| $25.4M | 0.01% |
610,364
+39,961
| +7% | +$1.61M |
|
1799
Upbound Group
UPBD
$1.03B
| $25.3M | 0.01% |
2,252,624
-814,760
| -27% | -$9.07M |
|
|
BRSS
1800
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $25.3M | 0.01% |
737,329
+40,388
| +6% | +$1.22M |
|
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.