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 | |
|---|---|---|---|---|---|---|
|
ENDP
1851
DELISTED
Endo International plc
ENDP
| $23.7M | 0.01% |
1,437,373
+888,035
| +162% | +$15.6M |
|
1852
Tenet Healthcare
THC
$21.1B
| $23.7M | 0.01% |
1,593,881
+24,668
| +2% | +$443K |
|
1853
SEI Investments
SEIC
$12.6B
| $23.6M | 0.01% |
478,891
-941
| -0.2% | -$44K |
|
|
NUTR
1854
DELISTED
Nutraceutical International Co
NUTR
| $23.6M | 0.01% |
674,438
+19,724
| +3% | +$625K |
|
1855
Polaris
PII
$3.17B
| $23.6M | 0.01% |
285,885
+74,829
| +35% | +$6.1M |
|
1856
CenterPoint Energy
CNP
$25.4B
| $23.5M | 0.01% |
955,659
+49,808
| +5% | +$1.16M |
|
|
DNB
1857
DELISTED
Dun & Bradstreet
DNB
| $23.5M | 0.01% |
193,817
+4,436
| +2% | +$546K |
|
1858
Citi Trends
CTRN
$488M
| $23.5M | 0.01% |
1,245,996
+76,845
| +7% | +$1.5M |
|
|
BELFB
1859
Bel Fuse Inc Class B
BELFB
$3.44B
| $23.5M | 0.01% |
759,247
+25,771
| +4% | +$717K |
|
1860
Calix
CALX
$2.21B
| $23.4M | 0.01% |
3,038,526
+154,050
| +5% | +$1.12M |
|
1861
Cass Information Systems
CASS
$710M
| $23.4M | 0.01% |
419,443
+9,974
| +2% | +$481K |
|
1862
Axcelis
ACLS
$3.23B
| $23.3M | 0.01% |
1,602,993
+82,443
| +5% | +$1.12M |
|
|
LTC
1863
LTC Properties
LTC
$2.34B
| $23.3M | 0.01% |
496,381
+21,966
| +5% | +$1.04M |
|
1864
Preferred Bank
PFBC
$1.25B
| $23.3M | 0.01% |
443,763
+37,377
| +9% | +$1.58M |
|
1865
Perrigo
PRGO
$1.87B
| $23.3M | 0.01% |
279,474
+26,321
| +10% | +$2.28M |
|
1866
TriNet
TNET
$3.11B
| $23.2M | 0.01% |
906,647
+74,584
| +9% | +$1.69M |
|
1867
MDU Resources
MDU
$3.94B
| $23.1M | 0.01% |
2,110,007
-99,283
| -4% | -$1.03M |
|
|
OMN
1868
DELISTED
OMNOVA Solutions Inc.
OMN
| $23.1M | 0.01% |
2,308,168
+97,284
| +4% | +$859K |
|
1869
Quad
QUAD
$494M
| $23.1M | 0.01% |
858,620
-80,987
| -9% | -$2.1M |
|
|
NEWS
1870
DELISTED
NewStar Financial, Inc.
NEWS
| $23M | 0.01% |
2,491,388
+26,103
| +1% | +$245K |
|
|
LEXEA
1871
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
| $23M | 0.01% |
+580,746
| New | +$24.6M |
|
1872
Equinor
EQNR
$105B
| $23M | 0.01% |
1,262,836
-318,427
| -20% | -$5.44M |
|
1873
Banco Santander Chile
BSAC
$16.2B
| $23M | 0.01% |
1,052,636
-24,602
| -2% | -$538K |
|
1874
LeMaitre Vascular
LMAT
$1.82B
| $23M | 0.01% |
908,337
+58,080
| +7% | +$1.29M |
|
1875
JD.com
JD
$36B
| $23M | 0.01% |
+903,774
| New | +$23.6M |
|
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.