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 | |
|---|---|---|---|---|---|---|
1601
West Pharmaceutical
WST
$25.8B
| $31.5M | 0.02% |
371,661
-31,903
| -8% | -$2.51M |
|
1602
Motorola Solutions
MSI
$76.1B
| $31.5M | 0.02% |
380,169
+8,940
| +2% | +$701K |
|
|
REGI
1603
DELISTED
Renewable Energy Group, Inc.
REGI
| $31.5M | 0.02% |
3,248,725
-215,846
| -6% | -$2.02M |
|
|
BMTC
1604
DELISTED
Bryn Mawr Bank Corp
BMTC
| $31.5M | 0.02% |
746,881
+47,712
| +7% | +$1.68M |
|
|
MODV
1605
DELISTED
ModivCare
MODV
| $31.5M | 0.02% |
827,330
+11,166
| +1% | +$452K |
|
|
VAL
1606
DELISTED
Valspar
VAL
| $31.5M | 0.02% |
303,637
-10,192
| -3% | -$1.05M |
|
|
REV
1607
DELISTED
Revlon, Inc.
REV
| $31.4M | 0.02% |
1,077,134
-40,867
| -4% | -$1.28M |
|
1608
Cohu
COHU
$2.6B
| $31.4M | 0.02% |
2,257,241
+6,733
| +0.3% | +$82K |
|
1609
Mercantile Bank Corp
MBWM
$1.04B
| $31.4M | 0.02% |
832,237
+36,540
| +5% | +$1.15M |
|
1610
Bright Horizons
BFAM
$3.26B
| $31.3M | 0.02% |
447,399
-21,066
| -4% | -$1.43M |
|
1611
FerroAtlántica
GSM
$796M
| $31.3M | 0.02% |
2,892,401
+438,379
| +18% | +$4.53M |
|
|
ELME
1612
Elme Communities
ELME
$147M
| $31.3M | 0.02% |
957,909
+32,406
| +4% | +$989K |
|
1613
Diamondrock Hospitality Co
DRH
$2.51B
| $31.3M | 0.02% |
2,713,531
-49,878
| -2% | -$504K |
|
1614
Hawaiian Electric Industries
HE
$1.74B
| $31.3M | 0.02% |
945,046
-7,661
| -0.8% | -$234K |
|
|
DOC
1615
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $31.2M | 0.02% |
1,646,932
+212,199
| +15% | +$4.02M |
|
|
SCLN
1616
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $31.2M | 0.02% |
2,888,743
+11,751
| +0.4% | +$118K |
|
|
NUAN
1617
DELISTED
Nuance Communications, Inc.
NUAN
| $31.2M | 0.02% |
2,417,263
-11,417
| -0.5% | -$147K |
|
|
WCN
1618
Waste Connections
WCN
$39.1B
| $31.2M | 0.02% |
594,639
-1,800,690
| -75% | -$91M |
|
|
HSNI
1619
DELISTED
HSN, Inc.
HSNI
| $31.2M | 0.02% |
908,396
-6,345
| -0.7% | -$237K |
|
1620
National CineMedia
NCMI
$209M
| $31.1M | 0.02% |
211,425
+5,015
| +2% | +$739K |
|
|
CBI
1621
DELISTED
Chicago Bridge & Iron Nv
CBI
| $31.1M | 0.02% |
979,874
-274,719
| -22% | -$8.59M |
|
|
ATW
1622
DELISTED
Atwood Oceanics
ATW
| $31.1M | 0.02% |
2,367,955
-2,484
| -0.1% | -$24.4K |
|
1623
Bath & Body Works
BBWI
$3.47B
| $30.9M | 0.02% |
580,772
+12,535
| +2% | +$713K |
|
|
ITG
1624
DELISTED
Investment Technology Group Inc
ITG
| $30.9M | 0.02% |
1,565,949
-8,327
| -0.5% | -$151K |
|
1625
Hasbro
HAS
$12.5B
| $30.9M | 0.02% |
397,001
+4,399
| +1% | +$363K |
|
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.