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 | |
|---|---|---|---|---|---|---|
1176
Asbury Automotive
ABG
$3.5B
| $47.8M | 0.02% |
774,953
+17,185
| +2% | +$981K |
|
|
FCE.A
1177
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $47.8M | 0.02% |
2,294,559
+660,747
| +40% | +$13.4M |
|
1178
Ametek
AME
$53.2B
| $47.8M | 0.02% |
983,617
-5,911
| -0.6% | -$280K |
|
|
OPLN
1179
Openlane
OPLN
$4.28B
| $47.8M | 0.02% |
2,961,825
-41,566
| -1% | -$663K |
|
1180
Cintas
CTAS
$79.8B
| $47.7M | 0.02% |
1,651,372
+6,536
| +0.4% | +$184K |
|
|
ORIT
1181
DELISTED
Oritani Financial Corp. New
ORIT
| $47.6M | 0.02% |
2,537,932
+88,210
| +4% | +$1.49M |
|
|
FLG
1182
Flagstar Bank National Association
FLG
$5.22B
| $47.6M | 0.02% |
996,998
+56,604
| +6% | +$2.59M |
|
1183
Tanger
SKT
$4.11B
| $47.5M | 0.02% |
1,327,331
+7,400
| +0.6% | +$261K |
|
|
NTUS
1184
DELISTED
Natus Medical Inc
NTUS
| $47.4M | 0.02% |
1,363,441
+29,472
| +2% | +$1.16M |
|
1185
Campbell Soup
CPB
$6.38B
| $47.4M | 0.02% |
784,188
+23,340
| +3% | +$1.31M |
|
|
AZPN
1186
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $47.4M | 0.02% |
867,138
-221,555
| -20% | -$12.1M |
|
1187
Jefferies Financial Group
JEF
$10.9B
| $47.4M | 0.02% |
2,278,208
-28,153
| -1% | -$526K |
|
1188
Modine Manufacturing
MOD
$9.62B
| $47.4M | 0.02% |
3,181,913
+162,923
| +5% | +$2.04M |
|
|
OME
1189
DELISTED
Omega Protein
OME
| $47.3M | 0.02% |
1,889,648
+1,868
| +0.1% | +$44.1K |
|
|
LHO
1190
DELISTED
LaSalle Hotel Properties
LHO
| $47.3M | 0.02% |
1,553,088
+5,059
| +0.3% | +$136K |
|
1191
Red Robin
RRGB
$138M
| $47.3M | 0.02% |
838,025
+103,768
| +14% | +$5.2M |
|
1192
Pool Corp
POOL
$6.1B
| $47.3M | 0.02% |
452,848
-246,492
| -35% | -$24.3M |
|
|
VG
1193
DELISTED
Vonage Holdings Corporation
VG
| $47.2M | 0.02% |
6,895,997
+83,343
| +1% | +$551K |
|
1194
Synaptics
SYNA
$3.54B
| $47.2M | 0.02% |
880,112
+73,041
| +9% | +$4.22M |
|
|
FOE
1195
DELISTED
Ferro Corporation
FOE
| $47.2M | 0.02% |
3,290,592
+8,073
| +0.2% | +$115K |
|
|
TFCF
1196
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $47.1M | 0.02% |
1,729,112
+574
| +0% | +$15.4K |
|
|
TUP
1197
DELISTED
Tupperware Brands Corporation
TUP
| $47.1M | 0.02% |
894,637
-27,944
| -3% | -$1.64M |
|
1198
Lakeland Financial Corp
LKFN
$1.49B
| $47M | 0.02% |
992,020
+38,327
| +4% | +$1.56M |
|
|
FCB
1199
DELISTED
FCB Financial Holdings, Inc.
FCB
| $47M | 0.02% |
984,917
+175,646
| +22% | +$7.27M |
|
1200
Salesforce
CRM
$206B
| $47M | 0.02% |
686,065
+12,512
| +2% | +$908K |
|
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.