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 | |
|---|---|---|---|---|---|---|
|
STOR
1426
DELISTED
STORE Capital Corporation
STOR
| $38.2M | 0.02% |
1,544,303
+755,643
| +96% | +$19.5M |
|
|
RPXC
1427
DELISTED
RPX Corporation
RPXC
| $38.1M | 0.02% |
3,529,538
+235,346
| +7% | +$2.47M |
|
1428
MSC Industrial Direct
MSM
$6.8B
| $38.1M | 0.02% |
412,520
-3,437
| -0.8% | -$283K |
|
1429
Lincoln Electric
LECO
$14B
| $38.1M | 0.02% |
496,677
+9,410
| +2% | +$674K |
|
|
HRG
1430
DELISTED
HRG Group, Inc.
HRG
| $38.1M | 0.02% |
2,447,177
+210,172
| +9% | +$3.21M |
|
|
PDCO
1431
DELISTED
Patterson Companies, Inc.
PDCO
| $38M | 0.02% |
926,706
+83,978
| +10% | +$3.62M |
|
|
NTRI
1432
DELISTED
NutriSystem, Inc.
NTRI
| $38M | 0.02% |
1,095,389
+6,945
| +0.6% | +$235K |
|
|
CVGW
1433
DELISTED
Calavo Growers
CVGW
| $37.9M | 0.02% |
617,618
+6,977
| +1% | +$424K |
|
1434
Ennis
EBF
$541M
| $37.9M | 0.02% |
2,184,006
+56
| +0% | +$912 |
|
|
WEB
1435
DELISTED
Web.com Group, Inc.
WEB
| $37.8M | 0.02% |
1,787,981
-9,067
| -0.5% | -$154K |
|
1436
Ezcorp Inc
EZPW
$1.94B
| $37.8M | 0.02% |
3,545,649
+498,539
| +16% | +$5.37M |
|
1437
Hexcel
HXL
$6.66B
| $37.7M | 0.02% |
733,523
+63,772
| +10% | +$3.07M |
|
1438
Public Service Enterprise Group
PEG
$35.4B
| $37.7M | 0.02% |
859,582
+6,962
| +0.8% | +$290K |
|
|
PPL
1439
PPL Corp
PPL
$25.3B
| $37.7M | 0.02% |
1,107,677
+24,334
| +2% | +$816K |
|
|
LVNTA
1440
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $37.7M | 0.02% |
1,022,781
-691,576
| -40% | -$27.2M |
|
|
PES
1441
DELISTED
Pioneer Energy Services Corp.
PES
| $37.7M | 0.02% |
5,504,778
+11,542
| +0.2% | +$56.2K |
|
|
ALXN
1442
DELISTED
Alexion Pharmaceuticals
ALXN
| $37.7M | 0.02% |
307,780
+1,385
| +0.5% | +$169K |
|
1443
Voya Financial
VOYA
$9.02B
| $37.6M | 0.02% |
959,816
+81,956
| +9% | +$2.89M |
|
1444
Edgewell Personal Care
EPC
$1.26B
| $37.6M | 0.02% |
515,598
+35,077
| +7% | +$2.71M |
|
1445
HCA Healthcare
HCA
$92.9B
| $37.6M | 0.02% |
508,083
+4,903
| +1% | +$367K |
|
1446
Acuity Brands
AYI
$8.97B
| $37.6M | 0.02% |
162,721
+3,115
| +2% | +$756K |
|
1447
Diamondback Energy
FANG
$55.1B
| $37.4M | 0.02% |
370,522
-32,192
| -8% | -$3.21M |
|
|
JOY
1448
DELISTED
Joy Global Inc
JOY
| $37.4M | 0.02% |
1,336,238
-506,021
| -27% | -$14.1M |
|
1449
Silgan Holdings
SLGN
$4.02B
| $37.4M | 0.02% |
1,461,810
+45,048
| +3% | +$1.13M |
|
|
AD
1450
Array Digital Infrastructure
AD
$3.19B
| $37.4M | 0.02% |
855,589
-5,115
| -0.6% | -$194K |
|
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.