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 | |
|---|---|---|---|---|---|---|
1026
REX American Resources
REX
$1.4B
| $55.2M | 0.03% |
3,355,764
+714
| +0% | +$10.6K |
|
1027
Brown & Brown
BRO
$22B
| $55.2M | 0.03% |
2,462,060
-19,098
| -0.8% | -$388K |
|
1028
Walker & Dunlop
WD
$1.35B
| $55.2M | 0.03% |
1,769,880
+37,189
| +2% | +$1.04M |
|
1029
Teck Resources
TECK
$31.5B
| $55M | 0.03% |
2,747,276
+343,003
| +14% | +$7.42M |
|
1030
Idacorp
IDA
$7.68B
| $55M | 0.03% |
682,756
-49,049
| -7% | -$3.78M |
|
1031
Blackbaud
BLKB
$2.03B
| $54.9M | 0.03% |
858,333
+1,882
| +0.2% | +$120K |
|
1032
Bloomin' Brands
BLMN
$688M
| $54.7M | 0.03% |
3,034,726
-21,442
| -0.7% | -$388K |
|
1033
Deutsche Bank
DB
$72.1B
| $54.7M | 0.03% |
3,385,387
+704,324
| +26% | +$9.92M |
|
1034
California Water Service
CWT
$2.97B
| $54.6M | 0.03% |
1,610,522
-8,210
| -0.5% | -$272K |
|
1035
Generac Holdings
GNRC
$10.3B
| $54.4M | 0.03% |
1,336,317
+21,740
| +2% | +$861K |
|
1036
L3Harris
LHX
$46.7B
| $54.4M | 0.03% |
530,911
-2,435
| -0.5% | -$241K |
|
|
XXIA
1037
DELISTED
Ixia
XXIA
| $54.3M | 0.03% |
3,374,838
+237,995
| +8% | +$3.29M |
|
1038
Steven Madden
SHOO
$3.04B
| $54.2M | 0.03% |
2,275,559
+77,595
| +4% | +$1.89M |
|
1039
NorthWestern Energy
NWE
$4.22B
| $54.2M | 0.03% |
952,880
+6,130
| +0.6% | +$345K |
|
1040
Semtech
SMTC
$15.6B
| $54M | 0.03% |
1,712,327
-37,689
| -2% | -$1.06M |
|
1041
WSFS Financial
WSFS
$4.07B
| $53.9M | 0.03% |
1,162,149
+62,374
| +6% | +$2.51M |
|
|
VGR
1042
DELISTED
Vector Group Ltd.
VGR
| $53.6M | 0.03% |
3,849,139
+113,541
| +3% | +$1.47M |
|
1043
Teledyne Technologies
TDY
$27.9B
| $53.6M | 0.03% |
435,650
-111,769
| -20% | -$12.9M |
|
1044
Bread Financial
BFH
$4.14B
| $53.6M | 0.03% |
293,766
+19,041
| +7% | +$3.31M |
|
1045
Ovintiv
OVV
$17.4B
| $53.6M | 0.03% |
912,464
-101,148
| -10% | -$5.76M |
|
|
HAWK
1046
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $53.5M | 0.03% |
1,419,799
+245,015
| +21% | +$8.72M |
|
|
FTD
1047
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $53.5M | 0.03% |
2,243,375
-11,011
| -0.5% | -$243K |
|
|
HMSY
1048
DELISTED
HMS Holdings Corp.
HMSY
| $53.4M | 0.03% |
2,941,594
+221,642
| +8% | +$4.31M |
|
1049
Towne Bank
TOWN
$3.43B
| $53.3M | 0.03% |
1,603,741
+519,130
| +48% | +$15M |
|
1050
Nexstar Media Group
NXST
$5.04B
| $53.1M | 0.03% |
839,114
-74,618
| -8% | -$4.27M |
|
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.