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 | |
|---|---|---|---|---|---|---|
|
WFT
1551
DELISTED
Weatherford International plc
WFT
| $33.4M | 0.02% |
6,691,592
-302,447
| -4% | -$1.58M |
|
1552
McCormick & Company Non-Voting
MKC
$13.4B
| $33.4M | 0.02% |
714,734
+14,410
| +2% | +$672K |
|
1553
SFL Corp
SFL
$1.91B
| $33.2M | 0.02% |
2,238,721
-636
| -0% | -$8.92K |
|
|
AVP
1554
DELISTED
Avon Products, Inc.
AVP
| $33.2M | 0.02% |
6,582,658
+1,442,984
| +28% | +$8.39M |
|
1555
C.H. Robinson
CHRW
$18B
| $33.1M | 0.02% |
451,238
+8,385
| +2% | +$607K |
|
1556
Harmonic Inc
HLIT
$1.2B
| $33M | 0.02% |
6,602,463
-25,506
| -0.4% | -$131K |
|
|
ECHO
1557
DELISTED
Echo Global Logistics, Inc.
ECHO
| $33M | 0.02% |
1,316,383
+130,084
| +11% | +$3.17M |
|
|
PERY
1558
DELISTED
Perry Ellis International Inc
PERY
| $33M | 0.02% |
1,323,754
-7,376
| -0.6% | -$165K |
|
|
CXP
1559
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $32.9M | 0.02% |
1,524,197
+123,530
| +9% | +$2.63M |
|
1560
Central Garden & Pet Co
CENT
$2.53B
| $32.9M | 0.02% |
1,241,498
-37,851
| -3% | -$862K |
|
1561
Acadia Realty Trust
AKR
$2.65B
| $32.9M | 0.02% |
1,005,653
+70,100
| +7% | +$2.34M |
|
|
PPBI
1562
DELISTED
Pacific Premier Bancorp
PPBI
| $32.9M | 0.02% |
929,402
+74,173
| +9% | +$2.23M |
|
1563
Illumina
ILMN
$37B
| $32.8M | 0.02% |
263,073
+2,321
| +0.9% | +$313K |
|
1564
Moody's
MCO
$80B
| $32.8M | 0.02% |
347,435
-1,588
| -0.5% | -$160K |
|
1565
Zebra Technologies
ZBRA
$16.5B
| $32.7M | 0.02% |
380,883
+102,007
| +37% | +$7.56M |
|
1566
Watsco Inc
WSO
$12.6B
| $32.6M | 0.02% |
220,082
+10,002
| +5% | +$1.45M |
|
1567
HEICO Corp Class A
HEI.A
$30.9B
| $32.6M | 0.02% |
1,171,318
-161,587
| -12% | -$4.2M |
|
1568
A.O. Smith
AOS
$7.74B
| $32.5M | 0.02% |
686,638
-10,484
| -2% | -$506K |
|
1569
Univest Financial
UVSP
$1.17B
| $32.5M | 0.02% |
1,051,854
+69,197
| +7% | +$1.85M |
|
1570
Flowserve
FLS
$9.37B
| $32.4M | 0.02% |
675,205
-27,450
| -4% | -$1.27M |
|
|
TRTN
1571
DELISTED
Triton International Limited
TRTN
| $32.4M | 0.02% |
2,052,896
+211,322
| +11% | +$3.39M |
|
|
CBPX
1572
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $32.4M | 0.02% |
1,403,609
+138,293
| +11% | +$3M |
|
|
WSTC
1573
DELISTED
West Corporation
WSTC
| $32.4M | 0.02% |
1,306,811
+103,310
| +9% | +$2.4M |
|
1574
Builders FirstSource
BLDR
$6.21B
| $32.3M | 0.02% |
2,947,932
+130,963
| +5% | +$1.42M |
|
1575
Hilton Worldwide
HLT
$68.1B
| $32.3M | 0.02% |
395,816
+768
| +0.2% | +$56.5K |
|
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.