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 | |
|---|---|---|---|---|---|---|
2026
Bruker
BRKR
$9.63B
| $18.6M | 0.01% |
878,209
-17,120
| -2% | -$374K |
|
2027
Cohen & Steers
CNS
$3.7B
| $18.6M | 0.01% |
552,254
+51,958
| +10% | +$1.9M |
|
2028
Bio-Techne
TECH
$11.3B
| $18.5M | 0.01% |
720,820
-15,112
| -2% | -$397K |
|
|
GRA
2029
DELISTED
W.R. Grace & Co.
GRA
| $18.5M | 0.01% |
273,628
+14,648
| +6% | +$1M |
|
|
SFR
2030
DELISTED
Starwood Waypoint Homes
SFR
| $18.5M | 0.01% |
641,874
-19,109
| -3% | -$555K |
|
2031
Imperial Oil
IMO
$62.8B
| $18.5M | 0.01% |
531,829
+48,699
| +10% | +$1.63M |
|
|
LMOS
2032
DELISTED
Lumos Networks Corp
LMOS
| $18.5M | 0.01% |
1,182,237
+64,402
| +6% | +$937K |
|
2033
Hurco Companies Inc
HURC
$148M
| $18.4M | 0.01% |
557,041
-1,877
| -0.3% | -$55.9K |
|
|
PEI
2034
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $18.4M | 0.01% |
64,532
-626
| -1% | -$187K |
|
2035
Tyler Technologies
TYL
$14B
| $18.3M | 0.01% |
128,393
-8,362
| -6% | -$1.3M |
|
2036
MACOM Technology Solutions
MTSI
$20.3B
| $18.3M | 0.01% |
395,759
-139,879
| -26% | -$6.11M |
|
2037
QuidelOrtho
QDEL
$756M
| $18.3M | 0.01% |
855,059
-31,221
| -4% | -$669K |
|
2038
Build-A-Bear
BBW
$320M
| $18.3M | 0.01% |
1,331,738
+23,009
| +2% | +$305K |
|
|
ELLI
2039
DELISTED
Ellie Mae Inc
ELLI
| $18.3M | 0.01% |
218,293
-5,712
| -3% | -$527K |
|
2040
Cameco
CCJ
$40.1B
| $18.2M | 0.01% |
1,741,305
-14,889
| -0.8% | -$134K |
|
|
TUES
2041
DELISTED
Tuesday Morning Corp
TUES
| $18.2M | 0.01% |
3,376,129
-6,932
| -0.2% | -$37.3K |
|
|
GSH
2042
DELISTED
Guangshen Railway Co. Ltd
GSH
| $18.2M | 0.01% |
601,964
-3,160
| -0.5% | -$87K |
|
2043
Tejon Ranch
TRC
$433M
| $18.1M | 0.01% |
734,034
+22,916
| +3% | +$557K |
|
2044
The Bancorp
TBBK
$2.05B
| $18.1M | 0.01% |
2,304,844
+313,419
| +16% | +$2.24M |
|
2045
National Presto Industries
NPK
$1.09B
| $18.1M | 0.01% |
170,255
+16,004
| +10% | +$1.49M |
|
2046
lululemon athletica
LULU
$10.6B
| $18.1M | 0.01% |
278,076
-1,459
| -0.5% | -$87K |
|
2047
CVR Energy
CVI
$5.4B
| $18.1M | 0.01% |
711,236
-35,653
| -5% | -$617K |
|
2048
Vera Bradley
VRA
$119M
| $18.1M | 0.01% |
1,540,201
+37,046
| +2% | +$510K |
|
2049
Sally Beauty Holdings
SBH
$1.47B
| $18M | 0.01% |
681,025
+308
| +0% | +$8.13K |
|
2050
American Tower
AMT
$82.2B
| $18M | 0.01% |
169,896
+4,377
| +3% | +$476K |
|
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.