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 | |
|---|---|---|---|---|---|---|
1151
BancFirst
BANF
$3.68B
| $48.7M | 0.02% |
1,047,392
+28,982
| +3% | +$1.16M |
|
1152
Autoliv
ALV
$8.49B
| $48.7M | 0.02% |
597,637
+13,483
| +2% | +$1M |
|
1153
CBRE Group
CBRE
$40.1B
| $48.7M | 0.02% |
1,547,180
+7,067
| +0.5% | +$205K |
|
1154
Sherwin-Williams
SHW
$78B
| $48.7M | 0.02% |
543,411
+9,288
| +2% | +$821K |
|
|
EVER
1155
DELISTED
Everbank Financial Corp
EVER
| $48.7M | 0.02% |
2,501,793
-801,064
| -24% | -$15.5M |
|
|
AMWD
1156
DELISTED
American Woodmark
AMWD
| $48.6M | 0.02% |
645,816
+23,562
| +4% | +$1.82M |
|
1157
Markel Group
MKL
$22.1B
| $48.6M | 0.02% |
53,717
-3,223
| -6% | -$2.87M |
|
1158
Televisa
TV
$1.15B
| $48.5M | 0.02% |
2,321,802
-30,684
| -1% | -$705K |
|
|
PLKI
1159
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $48.5M | 0.02% |
801,728
-1,117
| -0.1% | -$63.9K |
|
|
DCOM
1160
DELISTED
Dime Community Bancshares
DCOM
| $48.5M | 0.02% |
2,412,079
+135,093
| +6% | +$2.45M |
|
1161
Casey's General Stores
CASY
$21.8B
| $48.5M | 0.02% |
407,813
+34,243
| +9% | +$4.07M |
|
1162
Fortive
FTV
$16.7B
| $48.5M | 0.02% |
1,432,858
+12,537
| +0.9% | +$415K |
|
1163
Genworth Financial
GNW
$3.81B
| $48.5M | 0.02% |
12,717,442
+3,328,178
| +35% | +$14.7M |
|
|
GRMN
1164
Garmin
GRMN
$53.4B
| $48.4M | 0.02% |
997,802
+2,612
| +0.3% | +$130K |
|
|
BOBE
1165
DELISTED
Bob Evans Farms, Inc.
BOBE
| $48.4M | 0.02% |
908,890
-33,361
| -4% | -$1.5M |
|
1166
BWX Technologies
BWXT
$13.3B
| $48.3M | 0.02% |
1,217,850
-95,847
| -7% | -$3.73M |
|
|
AIMC
1167
DELISTED
Altra Industrial Motion Corp
AIMC
| $48.3M | 0.02% |
1,309,863
-64,743
| -5% | -$2.15M |
|
1168
Tompkins Financial
TMP
$1.4B
| $48.3M | 0.02% |
510,843
+4,589
| +0.9% | +$384K |
|
1169
Cavco Industries
CVCO
$4.13B
| $48.3M | 0.02% |
483,484
+23,861
| +5% | +$2.3M |
|
1170
United Parks & Resorts
PRKS
$1.64B
| $48.2M | 0.02% |
2,546,406
-3,067
| -0.1% | -$50.3K |
|
1171
Resources Connection
RGP
$139M
| $48.1M | 0.02% |
2,499,367
+146,188
| +6% | +$2.34M |
|
|
VSI
1172
DELISTED
Vitamin Shoppe Inc.
VSI
| $48.1M | 0.02% |
2,024,819
-20,165
| -1% | -$517K |
|
|
PHH
1173
DELISTED
PHH Corporation
PHH
| $47.9M | 0.02% |
3,160,414
+4,319
| +0.1% | +$63.8K |
|
1174
Franklin Templeton
BEN
$16.6B
| $47.9M | 0.02% |
1,210,421
+4,464
| +0.4% | +$167K |
|
|
ACET
1175
DELISTED
Aceto Corp
ACET
| $47.8M | 0.02% |
2,177,457
+125,913
| +6% | +$2.47M |
|
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.