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 | |
|---|---|---|---|---|---|---|
1751
Koppers
KOP
$873M
| $26.9M | 0.01% |
667,187
-37,311
| -5% | -$1.37M |
|
1752
Onto Innovation
ONTO
$12.3B
| $26.9M | 0.01% |
1,071,928
+151,456
| +16% | +$3.47M |
|
|
WR
1753
DELISTED
Westar Energy Inc
WR
| $26.8M | 0.01% |
475,454
-17,987
| -4% | -$1.02M |
|
|
TYPE
1754
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $26.8M | 0.01% |
1,348,052
+29,089
| +2% | +$586K |
|
1755
Genpact
G
$5.87B
| $26.8M | 0.01% |
1,099,178
-7,151
| -0.6% | -$170K |
|
1756
HCI Group
HCI
$2.34B
| $26.8M | 0.01% |
677,682
+65,148
| +11% | +$2.08M |
|
1757
Enviri
NVRI
$579M
| $26.8M | 0.01% |
1,967,156
+171,234
| +10% | +$2.05M |
|
1758
PDF Solutions
PDFS
$1.85B
| $26.8M | 0.01% |
1,186,347
+64,202
| +6% | +$1.34M |
|
1759
NiSource
NI
$19.6B
| $26.7M | 0.01% |
1,207,905
-18,531
| -2% | -$412K |
|
1760
SBA Communications
SBAC
$19.2B
| $26.7M | 0.01% |
258,960
-9,534
| -4% | -$1M |
|
1761
ArcelorMittal
MT
$56.6B
| $26.7M | 0.01% |
1,219,545
+979
| +0.1% | +$20.8K |
|
1762
CMS Energy
CMS
$20.8B
| $26.7M | 0.01% |
641,005
+79
| +0% | +$3.23K |
|
|
CCRN
1763
DELISTED
Cross Country Healthcare
CCRN
| $26.7M | 0.01% |
1,707,485
-277,184
| -14% | -$3.8M |
|
|
GPX
1764
DELISTED
GP Strategies Corp.
GPX
| $26.6M | 0.01% |
930,763
+9,343
| +1% | +$247K |
|
1765
Powell Industries
POWL
$6.44B
| $26.6M | 0.01% |
2,046,822
+159,717
| +8% | +$2.11M |
|
|
PTVCB
1766
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $26.6M | 0.01% |
1,055,727
-2,180
| -0.2% | -$55.3K |
|
1767
NewMarket
NEU
$8.18B
| $26.6M | 0.01% |
62,761
+2,267
| +4% | +$935K |
|
|
CBL
1768
DELISTED
CBL& Associates Properties, Inc.
CBL
| $26.6M | 0.01% |
2,311,052
-36,382
| -2% | -$422K |
|
1769
Atmos Energy
ATO
$27.4B
| $26.6M | 0.01% |
358,316
-12,755
| -3% | -$921K |
|
1770
Element Solutions
ESI
$8.08B
| $26.5M | 0.01% |
2,703,963
+393,526
| +17% | +$3.36M |
|
|
UCFC
1771
DELISTED
United Community Financial Corp
UCFC
| $26.5M | 0.01% |
2,965,209
+42,231
| +1% | +$341K |
|
1772
Monolithic Power Systems
MPWR
$57.5B
| $26.5M | 0.01% |
323,461
+4,174
| +1% | +$335K |
|
|
SIX
1773
DELISTED
Six Flags Entertainment Corp.
SIX
| $26.4M | 0.01% |
440,717
-4,994
| -1% | -$279K |
|
1774
Teradata
TDC
$2.72B
| $26.3M | 0.01% |
969,079
+237,259
| +32% | +$6.69M |
|
1775
Mistras Group
MG
$632M
| $26.3M | 0.01% |
1,025,069
+10,933
| +1% | +$249K |
|
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.