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 | |
|---|---|---|---|---|---|---|
|
IPG
1276
DELISTED
Interpublic Group of Companies
IPG
| $43.7M | 0.02% |
1,866,748
+27,354
| +1% | +$632K |
|
1277
Vail Resorts
MTN
$4.95B
| $43.6M | 0.02% |
270,427
-28,693
| -10% | -$4.56M |
|
|
DFT
1278
DELISTED
DuPont Fabros Technology Inc.
DFT
| $43.6M | 0.02% |
992,552
+54,890
| +6% | +$2.26M |
|
|
MSGN
1279
DELISTED
MSG Networks Inc.
MSGN
| $43.5M | 0.02% |
2,024,472
+40,679
| +2% | +$810K |
|
1280
Insteel Industries
IIIN
$588M
| $43.5M | 0.02% |
1,220,964
+66,821
| +6% | +$2.26M |
|
1281
Neogen
NEOG
$2.81B
| $43.5M | 0.02% |
1,757,997
-16,699
| -0.9% | -$371K |
|
1282
Interface
TILE
$2.01B
| $43.5M | 0.02% |
2,345,015
+26,955
| +1% | +$465K |
|
|
KBAL
1283
DELISTED
Kimball International
KBAL
| $43.5M | 0.02% |
2,477,112
-4,412
| -0.2% | -$64.8K |
|
|
TRST
1284
Trustco Bank Corp NY
TRST
$968M
| $43.5M | 0.02% |
993,813
+30,744
| +3% | +$1.2M |
|
1285
Telkom Indonesia
TLK
$14.1B
| $43.5M | 0.02% |
1,491,481
-14,025
| -0.9% | -$424K |
|
|
LLTC
1286
DELISTED
Linear Technology Corp
LLTC
| $43.5M | 0.02% |
697,184
-23,754
| -3% | -$1.45M |
|
|
SHOE
1287
Shoe Station Group
SHOE
$353M
| $43.5M | 0.02% |
3,221,310
-202,870
| -6% | -$2.78M |
|
1288
The Ensign Group
ENSG
$10.2B
| $43.5M | 0.02% |
2,091,425
+84,321
| +4% | +$1.64M |
|
1289
Consolidated Edison
ED
$39.4B
| $43.4M | 0.02% |
589,512
-1,065
| -0.2% | -$77K |
|
1290
First Industrial Realty Trust
FR
$8.25B
| $43.4M | 0.02% |
1,547,073
+9,661
| +0.6% | +$257K |
|
1291
Tennant Co
TNC
$1.16B
| $43.3M | 0.02% |
608,630
+4,754
| +0.8% | +$327K |
|
|
ISCA
1292
DELISTED
International Speedway Corp
ISCA
| $43.3M | 0.02% |
1,177,430
-67,585
| -5% | -$2.37M |
|
|
CONE
1293
DELISTED
CyrusOne Inc Common Stock
CONE
| $43.3M | 0.02% |
967,035
+34,733
| +4% | +$1.54M |
|
1294
Pathward Financial
CASH
$1.62B
| $43.3M | 0.02% |
1,260,993
+101,172
| +9% | +$2.83M |
|
|
CLR
1295
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $43.2M | 0.02% |
838,724
-111,539
| -12% | -$5.77M |
|
1296
ScottsMiracle-Gro
SMG
$3.16B
| $43.2M | 0.02% |
452,194
-2,318
| -0.5% | -$208K |
|
|
GCI
1297
DELISTED
Gannett Co., Inc
GCI
| $43.2M | 0.02% |
4,448,688
+91,241
| +2% | +$893K |
|
1298
Aramark
ARMK
$15.2B
| $43.2M | 0.02% |
1,673,863
+34,276
| +2% | +$896K |
|
|
HF
1299
DELISTED
HFF Inc.
HF
| $43.1M | 0.02% |
1,425,987
+8,763
| +0.6% | +$250K |
|
1300
AMC Entertainment Holdings
AMC
$2.44B
| $42.9M | 0.02% |
127,628
+38,819
| +44% | +$12.8M |
|
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.