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 | 20.55% |
| 2 | Industrials | 13.59% |
| 3 | Technology | 12.45% |
| 4 | Consumer Discretionary | 9.36% |
| 5 | Healthcare | 8.4% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
STLY
3126
DELISTED
Stanley Furniture Co Inc
STLY
| $398K | ﹤0.01% |
442,672
-27,083
| -6% | -$33.4K |
|
3127
ACNB Corp
ACNB
$659M
| $396K | ﹤0.01% |
12,657
+3,066
| +32% | +$89.4K |
|
|
IEC
3128
DELISTED
IEC Electronics Corp.
IEC
| $394K | ﹤0.01% |
110,367
-2,894
| -3% | -$10.9K |
|
|
SGMO
3129
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $391K | ﹤0.01% |
128,251
+10,877
| +9% | +$39.6K |
|
|
ARAV
3130
DELISTED
Aravive, Inc. Common Stock
ARAV
| $380K | ﹤0.01% |
4,252
-1,517
| -26% | -$115K |
|
|
DSCI
3131
DELISTED
Derma Sciences, Inc. Common Stock (DE)
DSCI
| $380K | ﹤0.01% |
72,997
-1,124
| -2% | -$5.28K |
|
|
EVOL
3132
DELISTED
Evolving Systems, Inc.
EVOL
| $375K | ﹤0.01% |
91,402
+1,133
| +1% | +$4.68K |
|
|
SHOS
3133
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
| $369K | ﹤0.01% |
78,436
+3,471
| +5% | +$19K |
|
3134
Orrstown Financial Services
ORRF
$857M
| $367K | ﹤0.01% |
16,388
+4,483
| +38% | +$94.3K |
|
3135
Duluth Holdings
DLTH
$163M
| $365K | ﹤0.01% |
+14,357
| New | +$415K |
|
3136
Match Group
MTCH
$9.16B
| $361K | ﹤0.01% |
+21,119
| New | +$374K |
|
3137
CVD Equipment Corp
CVV
$46.7M
| $360K | ﹤0.01% |
41,442
| – | – |
|
|
EHIC
3138
DELISTED
eHi Car Services Limited
EHIC
| $360K | ﹤0.01% |
+39,783
| New | +$401K |
|
3139
LGL Group
LGL
$44.8M
| $358K | ﹤0.01% |
189,305
-4,190
| -2% | -$7.22K |
|
3140
InterGroup Corp
INTG
$62.1M
| $353K | ﹤0.01% |
13,058
-300
| -2% | -$7.36K |
|
|
PACD
3141
DELISTED
Pacific Drilling S A
PACD
| $351K | ﹤0.01% |
86,563
| – | – |
|
|
FSAM
3142
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
| $343K | ﹤0.01% |
51,197
+39,067
| +322% | +$223K |
|
|
RTK
3143
DELISTED
Rentech, Inc.
RTK
| $342K | ﹤0.01% |
138,026
+10,829
| +9% | +$24.2K |
|
3144
Mercado Libre
MELI
$94.4B
| $336K | ﹤0.01% |
2,149
+11
| +0.5% | +$1.82K |
|
3145
CoreCivic
CXW
$3.03B
| $333K | ﹤0.01% |
13,635
-900
| -6% | -$17.2K |
|
3146
CKX Lands
CKX
$22.2M
| $332K | ﹤0.01% |
31,162
-161
| -0.5% | -$1.75K |
|
3147
Celldex Therapeutics
CLDX
$2.79B
| $331K | ﹤0.01% |
6,238
+695
| +13% | +$39.5K |
|
3148
LifeVantage
LFVN
$81.1M
| $328K | ﹤0.01% |
40,253
+2,494
| +7% | +$21.3K |
|
|
MBRG
3149
DELISTED
Middleburg Financial Corp
MBRG
| $328K | ﹤0.01% |
9,429
-100
| -1% | -$3.22K |
|
3150
National Bankshares
NKSH
$254M
| $326K | ﹤0.01% |
7,514
+797
| +12% | +$30.1K |
|
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 18% 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.