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 | |
|---|---|---|---|---|---|---|
|
PSB
1576
DELISTED
PS Business Parks, Inc.
PSB
| $32.3M | 0.02% |
277,033
+561
| +0.2% | +$61.6K |
|
|
BEAT
1577
DELISTED
BioTelemetry, Inc.
BEAT
| $32.3M | 0.02% |
1,443,399
+27,255
| +2% | +$533K |
|
|
JWN
1578
DELISTED
Nordstrom
JWN
| $32.2M | 0.02% |
672,105
+2,373
| +0.4% | +$129K |
|
1579
IQVIA
IQV
$44.3B
| $32.2M | 0.02% |
423,601
+206,645
| +95% | +$15.8M |
|
|
PGRE
1580
DELISTED
Paramount Group
PGRE
| $32.2M | 0.02% |
2,012,676
+289,017
| +17% | +$4.56M |
|
1581
Pearson
PSO
$9.62B
| $32.2M | 0.02% |
3,219,055
+98,540
| +3% | +$954K |
|
1582
Manitowoc
MTW
$788M
| $32.2M | 0.02% |
1,344,038
+170,258
| +15% | +$3.51M |
|
|
EXAR
1583
DELISTED
Exar Corporation
EXAR
| $32.1M | 0.02% |
2,981,499
+97,278
| +3% | +$944K |
|
1584
EastGroup Properties
EGP
$10.8B
| $32.1M | 0.02% |
434,933
-1,371
| -0.3% | -$95K |
|
|
BGFV
1585
DELISTED
Big 5 Sporting Goods
BGFV
| $32.1M | 0.02% |
1,850,605
-12,373
| -0.7% | -$218K |
|
1586
F5
FFIV
$24.6B
| $32.1M | 0.02% |
221,817
-369
| -0.2% | -$50K |
|
|
FARO
1587
DELISTED
Faro Technologies
FARO
| $32.1M | 0.02% |
891,023
+79,341
| +10% | +$2.82M |
|
|
VASC
1588
DELISTED
Vascular Solutions Inc
VASC
| $32.1M | 0.02% |
571,617
-41,646
| -7% | -$2.12M |
|
1589
TransDigm Group
TDG
$59.5B
| $32M | 0.02% |
128,333
-270
| -0.2% | -$70.9K |
|
1590
Sensata Technologies
ST
$6.15B
| $31.9M | 0.02% |
819,383
+63,653
| +8% | +$2.42M |
|
1591
Boston Beer
SAM
$1.77B
| $31.9M | 0.02% |
187,739
+5,170
| +3% | +$856K |
|
1592
Great Southern Bancorp
GSBC
$865M
| $31.9M | 0.02% |
582,963
+21,181
| +4% | +$1M |
|
1593
Idexx Laboratories
IDXX
$39.9B
| $31.8M | 0.02% |
271,018
+24,068
| +10% | +$2.75M |
|
1594
Trimble
TRMB
$13.4B
| $31.7M | 0.02% |
1,052,820
+7,860
| +0.8% | +$225K |
|
1595
DHT Holdings
DHT
$3.68B
| $31.7M | 0.02% |
7,666,037
-267,380
| -3% | -$1.06M |
|
1596
OceanFirst Financial
OCFC
$1.75B
| $31.7M | 0.02% |
1,056,846
+254,709
| +32% | +$5.93M |
|
|
PRFT
1597
DELISTED
Perficient Inc
PRFT
| $31.7M | 0.02% |
1,811,239
+40,291
| +2% | +$736K |
|
1598
First Financial Corp
THFF
$917M
| $31.7M | 0.02% |
599,770
-3,108
| -0.5% | -$139K |
|
1599
Lifecore Biomedical
LFCR
$169M
| $31.6M | 0.02% |
2,290,640
+37,124
| +2% | +$514K |
|
1600
LXP Industrial Trust
LXP
$3.59B
| $31.6M | 0.02% |
584,760
-6,685
| -1% | -$341K |
|
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.