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 | |
|---|---|---|---|---|---|---|
|
LTM
1251
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $44.7M | 0.02% |
5,469,004
-197,155
| -3% | -$1.75M |
|
|
VEDL
1252
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $44.7M | 0.02% |
3,599,790
-104,826
| -3% | -$1.32M |
|
1253
AutoZone
AZO
$46.8B
| $44.7M | 0.02% |
56,575
+367
| +0.7% | +$282K |
|
1254
Norwegian Cruise Line
NCLH
$6.65B
| $44.7M | 0.02% |
1,050,047
+94,240
| +10% | +$3.77M |
|
1255
KLA
KLAC
$219B
| $44.6M | 0.02% |
5,666,380
-126,000
| -2% | -$962K |
|
1256
Allison Transmission
ALSN
$9.98B
| $44.5M | 0.02% |
1,321,702
-85,970
| -6% | -$2.68M |
|
|
MIC
1257
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $44.5M | 0.02% |
545,012
+38,894
| +8% | +$3.19M |
|
1258
Ball Corp
BALL
$16.2B
| $44.5M | 0.02% |
1,185,912
-70,110
| -6% | -$2.71M |
|
1259
Expedia Group
EXPE
$33.8B
| $44.5M | 0.02% |
392,672
-23,621
| -6% | -$2.88M |
|
1260
CDW
CDW
$18.7B
| $44.4M | 0.02% |
853,242
-2,440
| -0.3% | -$119K |
|
1261
Healthcare Services Group
HCSG
$1.5B
| $44.4M | 0.02% |
1,134,480
+19,333
| +2% | +$739K |
|
1262
Dick's Sporting Goods
DKS
$11B
| $44.4M | 0.02% |
836,188
-10,015
| -1% | -$575K |
|
1263
Enel Chile
ENIC
$5.98B
| $44.4M | 0.02% |
9,750,536
-423,347
| -4% | -$2.03M |
|
1264
Oceaneering
OII
$4.63B
| $44.3M | 0.02% |
1,571,814
+49,223
| +3% | +$1.33M |
|
1265
Globus Medical
GMED
$10.1B
| $44.3M | 0.02% |
1,786,939
+168,849
| +10% | +$3.84M |
|
|
PIR
1266
DELISTED
Pier 1 Imports, Inc.
PIR
| $44.3M | 0.02% |
259,506
+42,003
| +19% | +$4.87M |
|
|
NFX
1267
DELISTED
Newfield Exploration
NFX
| $44.3M | 0.02% |
1,093,039
-311,951
| -22% | -$13.3M |
|
|
FLIR
1268
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $44.2M | 0.02% |
1,222,156
+33,727
| +3% | +$1.14M |
|
1269
Keysight
KEYS
$57.3B
| $44.1M | 0.02% |
1,207,232
-38,531
| -3% | -$1.33M |
|
1270
Interparfums
IPAR
$3.56B
| $44.1M | 0.02% |
1,345,953
+48,111
| +4% | +$1.59M |
|
|
CPE
1271
DELISTED
Callon Petroleum Company
CPE
| $44M | 0.02% |
286,279
-214,703
| -43% | -$32.8M |
|
|
PDM
1272
Piedmont Realty Trust
PDM
$1.17B
| $44M | 0.02% |
2,103,779
+11,911
| +0.6% | +$240K |
|
1273
CNA Financial
CNA
$13B
| $43.9M | 0.02% |
1,056,620
-47,764
| -4% | -$1.82M |
|
1274
American Vanguard Corp
AVD
$64.6M
| $43.8M | 0.02% |
2,285,883
+91,978
| +4% | +$1.57M |
|
1275
Brunswick
BC
$4.46B
| $43.8M | 0.02% |
802,212
+7,537
| +0.9% | +$373K |
|
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.