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 | |
|---|---|---|---|---|---|---|
|
TMX
1676
DELISTED
Terminix Global Holdings, Inc.
TMX
| $29M | 0.01% |
1,149,343
-27,071
| -2% | -$664K |
|
|
WWAV
1677
DELISTED
The WhiteWave Foods Company
WWAV
| $29M | 0.01% |
521,240
-19,637
| -4% | -$1.07M |
|
|
BERY
1678
DELISTED
Berry Global Group, Inc.
BERY
| $28.9M | 0.01% |
645,812
-6,147
| -0.9% | -$263K |
|
1679
Dr. Reddy's Laboratories
RDY
$10.2B
| $28.9M | 0.01% |
3,191,575
-11,505
| -0.4% | -$107K |
|
1680
First Bancorp
FBNC
$2.59B
| $28.8M | 0.01% |
1,062,674
+76,554
| +8% | +$1.77M |
|
1681
Graco
GGG
$12.4B
| $28.8M | 0.01% |
1,040,745
+54,360
| +6% | +$1.43M |
|
1682
HealthStream
HSTM
$893M
| $28.7M | 0.01% |
1,147,349
+45,204
| +4% | +$1.16M |
|
1683
Pebblebrook Hotel Trust
PEB
$2.03B
| $28.7M | 0.01% |
965,729
-7,675
| -0.8% | -$213K |
|
|
CRAY
1684
DELISTED
Cray, Inc.
CRAY
| $28.7M | 0.01% |
1,386,176
+43,866
| +3% | +$903K |
|
1685
Financial Institutions
FISI
$802M
| $28.6M | 0.01% |
834,925
+24,731
| +3% | +$736K |
|
|
AMRI
1686
DELISTED
Albany Molecular Research Inc
AMRI
| $28.5M | 0.01% |
1,521,685
-110,854
| -7% | -$1.88M |
|
|
HSII
1687
DELISTED
Heidrick & Struggles
HSII
| $28.5M | 0.01% |
1,181,915
+59,005
| +5% | +$1.24M |
|
1688
Bristow Group
VTOL
$1.23B
| $28.5M | 0.01% |
840,856
+6,507
| +0.8% | +$142K |
|
1689
Masco
MAS
$13.5B
| $28.5M | 0.01% |
900,767
-2,608
| -0.3% | -$83.7K |
|
1690
Lennox International
LII
$12.4B
| $28.5M | 0.01% |
185,819
+2,312
| +1% | +$353K |
|
|
GHL
1691
DELISTED
Greenhill & Co., Inc.
GHL
| $28.5M | 0.01% |
1,027,591
+206,284
| +25% | +$5.32M |
|
|
LEG
1692
DELISTED
Leggett & Platt
LEG
| $28.5M | 0.01% |
582,188
+14,623
| +3% | +$695K |
|
1693
Manhattan Associates
MANH
$12.3B
| $28.5M | 0.01% |
536,484
-6,686
| -1% | -$357K |
|
1694
WisdomTree
WT
$3.37B
| $28.4M | 0.01% |
2,553,659
-10,546
| -0.4% | -$110K |
|
1695
Burlington
BURL
$15B
| $28.4M | 0.01% |
335,645
-3,832
| -1% | -$309K |
|
1696
Warner Bros
WBD
$70.8B
| $28.4M | 0.01% |
1,036,397
+7,468
| +0.7% | +$203K |
|
|
BNCN
1697
DELISTED
BNC Bancorp
BNCN
| $28.4M | 0.01% |
890,626
+71,941
| +9% | +$2.02M |
|
|
CCF
1698
DELISTED
Chase Corporation
CCF
| $28.4M | 0.01% |
339,757
+5,208
| +2% | +$396K |
|
|
ACOR
1699
DELISTED
Acorda Therapeutics
ACOR
| $28.3M | 0.01% |
12,563
+1,365
| +12% | +$3.25M |
|
1700
International Flavors & Fragrances
IFF
$21.7B
| $28.3M | 0.01% |
240,128
+2,445
| +1% | +$307K |
|
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.