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
|
+$179M |
| 2 |
Delta Air Lines
DAL
|
+$158M |
| 3 |
WLL
Whiting Petroleum Corporation
WLL
|
+$112M |
| 4 |
Bank of America
BAC
|
+$104M |
| 5 |
Abbott
ABT
|
+$100M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ENH
Endurance Specialty Holdings Ltd
ENH
|
+$354M |
| 2 |
MENT
Mentor Graphics Corp
MENT
|
+$127M |
| 3 |
ISIL
Intersil Corp
ISIL
|
+$125M |
| 4 |
GK
G&K Services Inc
GK
|
+$116M |
| 5 |
Caterpillar
CAT
|
+$116M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 20.04% |
| 2 | Industrials | 13.49% |
| 3 | Technology | 12.9% |
| 4 | Consumer Discretionary | 9.55% |
| 5 | Healthcare | 8.86% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
NRE
2476
DELISTED
NorthStar Realty Europe Corp.
NRE
| $6.54M | ﹤0.01% |
564,548
+147,491
| +35% | +$1.79M |
|
2477
Artesian Resources
ARTNA
$360M
| $6.52M | ﹤0.01% |
200,290
+8,120
| +4% | +$258K |
|
|
SNC
2478
DELISTED
State National Companies, Inc.
SNC
| $6.51M | ﹤0.01% |
452,454
+115,940
| +34% | +$1.61M |
|
|
PRTY
2479
DELISTED
Party City Holdco Inc.
PRTY
| $6.5M | ﹤0.01% |
462,606
+16,611
| +4% | +$239K |
|
2480
Crawford & Co Class A
CRD.A
$542M
| $6.45M | ﹤0.01% |
791,873
+11,199
| +1% | +$97.4K |
|
|
DEA
2481
Easterly Government Properties
DEA
$1.16B
| $6.43M | ﹤0.01% |
130,029
+64,199
| +98% | +$3.2M |
|
|
CSW
2482
CSW Industrials
CSW
$4.44B
| $6.42M | ﹤0.01% |
174,940
+59,782
| +52% | +$2.18M |
|
2483
Liberty Global Class A
LBTYA
$3.59B
| $6.42M | ﹤0.01% |
178,848
-16,177
| -8% | -$573K |
|
|
INDT
2484
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $6.41M | ﹤0.01% |
207,013
-75
| -0% | -$2.33K |
|
|
BV
2485
DELISTED
Bazaarvoice, Inc.
BV
| $6.36M | ﹤0.01% |
1,479,855
+494,737
| +50% | +$2.22M |
|
2486
Liquidity Services
LQDT
$1.2B
| $6.34M | ﹤0.01% |
792,340
+38,478
| +5% | +$338K |
|
|
CTRL
2487
DELISTED
Control4 Corporation
CTRL
| $6.33M | ﹤0.01% |
400,649
+210,530
| +111% | +$2.82M |
|
2488
Foster
FSTR
$421M
| $6.28M | ﹤0.01% |
501,969
+14,556
| +3% | +$201K |
|
|
WG
2489
DELISTED
Willbros Group
WG
| $6.2M | ﹤0.01% |
2,264,318
+139,498
| +7% | +$407K |
|
|
GNBC
2490
DELISTED
Green Bancorp, Inc
GNBC
| $6.17M | ﹤0.01% |
346,791
+184,921
| +114% | +$3M |
|
|
CHFN
2491
DELISTED
Charter Financial Corp
CHFN
| $6.16M | ﹤0.01% |
313,345
+34,939
| +13% | +$630K |
|
|
DATA
2492
DELISTED
Tableau Software, Inc.
DATA
| $6.16M | ﹤0.01% |
124,236
+3,581
| +3% | +$177K |
|
|
YRD
2493
Yiren Digital
YRD
$93.6M
| $6.13M | ﹤0.01% |
+244,367
| New | +$5.85M |
|
|
HMNF
2494
DELISTED
HMN Financial Inc
HMNF
| $6.12M | ﹤0.01% |
342,039
-1,651
| -0.5% | -$29.8K |
|
|
FGH
2495
DELISTED
FG Group Holdings Inc.
FGH
| $6.1M | ﹤0.01% |
1,017,273
+40,800
| +4% | +$278K |
|
|
PRMW
2496
DELISTED
Primo Water Corporation
PRMW
| $6.04M | ﹤0.01% |
488,746
-3,010
| -0.6% | -$33.9K |
|
|
MOFG
2497
DELISTED
MidWestOne Financial Group
MOFG
| $6.02M | ﹤0.01% |
175,439
+12,150
| +7% | +$437K |
|
|
MPX
2498
DELISTED
Marine Products Corp
MPX
| $6.01M | ﹤0.01% |
552,871
+28,765
| +5% | +$332K |
|
2499
Magnite
MGNI
$2.83B
| $6.01M | ﹤0.01% |
1,019,934
+559,275
| +121% | +$4.36M |
|
2500
Cumberland Pharmaceuticals
CPIX
$99.8M
| $6M | ﹤0.01% |
863,819
+10,843
| +1% | +$65.7K |
|
Similar funds
Dimensional Fund Advisors's Q1 2017 Portfolio in Review
As of Q1 2017, Dimensional Fund Advisors held 3,363 positions worth $209B, up 4.5% from $200B the previous quarter. Its ten largest holdings account for 9.1% of the portfolio.
Trading was light in Q1 2017: portfolio turnover was 4%. Dimensional Fund Advisors opened 73 new positions and exited 63, leaving the 3,363-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 20% of assets, down from 21% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q1 2017 buy was Conduent: 2,615,895 shares worth $43.9M.
- Dimensional Fund Advisors added most to Walmart Inc in Q1 2017, an estimated $179M increase.
- Dimensional Fund Advisors's biggest Q1 2017 reduction was Caterpillar, cutting an estimated $116M.
- Dimensional Fund Advisors fully exited Endurance Specialty Holdings Ltd in Q1 2017, selling an estimated $354M.
- Dimensional Fund Advisors's ten largest holdings make up 9.1% of its $209B portfolio in Q1 2017.
- Dimensional Fund Advisors opened 73 new positions and closed 63 in Q1 2017.
- Dimensional Fund Advisors's portfolio value rose 4.5% quarter-over-quarter to $209B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2017, filed 12 May 2017.