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 | |
|---|---|---|---|---|---|---|
1226
Five Below
FIVE
$13B
| $45.6M | 0.02% |
1,141,397
+15,672
| +1% | +$617K |
|
|
HR
1227
DELISTED
Healthcare Realty Trust Incorporated
HR
| $45.5M | 0.02% |
1,502,215
+98,909
| +7% | +$3.01M |
|
|
OKSB
1228
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $45.5M | 0.02% |
1,569,665
+5,819
| +0.4% | +$128K |
|
1229
Live Nation Entertainment
LYV
$39.5B
| $45.5M | 0.02% |
1,711,121
-1,582
| -0.1% | -$43.5K |
|
1230
Corpay
CPAY
$26.6B
| $45.4M | 0.02% |
321,103
-15,114
| -4% | -$2.37M |
|
|
POLY
1231
DELISTED
Plantronics, Inc.
POLY
| $45.4M | 0.02% |
829,655
-12,170
| -1% | -$637K |
|
1232
Travel + Leisure Co
TNL
$3.95B
| $45.4M | 0.02% |
1,317,453
-234,930
| -15% | -$7.55M |
|
1233
G-III Apparel Group
GIII
$1.2B
| $45.4M | 0.02% |
1,536,084
+122,505
| +9% | +$3.56M |
|
1234
Otter Tail
OTTR
$3.76B
| $45.3M | 0.02% |
1,110,534
+3,535
| +0.3% | +$131K |
|
1235
America Movil
AMX
$68.7B
| $45.3M | 0.02% |
3,601,723
-3,700
| -0.1% | -$44.8K |
|
1236
Nu Skin
NUS
$226M
| $45.3M | 0.02% |
947,226
+39,926
| +4% | +$2.24M |
|
1237
Cencora
COR
$59.8B
| $45.3M | 0.02% |
578,759
+164,877
| +40% | +$12.9M |
|
|
CCC
1238
DELISTED
Calgon Carbon Corp
CCC
| $45.2M | 0.02% |
2,661,661
+28,374
| +1% | +$474K |
|
1239
Central Pacific Financial
CPF
$967M
| $45.2M | 0.02% |
1,437,662
+52,888
| +4% | +$1.49M |
|
1240
Virtus Investment Partners
VRTS
$873M
| $45.2M | 0.02% |
382,500
+50,624
| +15% | +$5.53M |
|
|
LSXMK
1241
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $45.1M | 0.02% |
1,746,046
-58,064
| -3% | -$1.51M |
|
1242
Douglas Dynamics
PLOW
$916M
| $45.1M | 0.02% |
1,339,678
+7,642
| +0.6% | +$243K |
|
|
INWK
1243
DELISTED
InnerWorkings, Inc.
INWK
| $45.1M | 0.02% |
4,576,619
-35,115
| -0.8% | -$325K |
|
|
GPT
1244
DELISTED
Gramercy Property Trust
GPT
| $45M | 0.02% |
1,635,811
+385,927
| +31% | +$10.3M |
|
1245
Sunstone Hotel Investors
SHO
$2.06B
| $45M | 0.02% |
2,948,996
-1,109
| -0% | -$15.5K |
|
|
SE
1246
DELISTED
Spectra Energy Corp Wi
SE
| $44.9M | 0.02% |
1,093,117
-8,246
| -0.7% | -$342K |
|
|
GNCMA
1247
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
| $44.9M | 0.02% |
2,308,248
-180,092
| -7% | -$2.98M |
|
1248
Barnes & Noble Education
BNED
$371M
| $44.9M | 0.02% |
39,109
-147
| -0.4% | -$155K |
|
|
EE
1249
DELISTED
El Paso Electric Company
EE
| $44.9M | 0.02% |
964,699
-26,839
| -3% | -$1.22M |
|
|
TGI
1250
DELISTED
Triumph Group
TGI
| $44.8M | 0.02% |
1,689,328
-579,136
| -26% | -$15.4M |
|
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.