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 | |
|---|---|---|---|---|---|---|
|
UMH
2576
UMH Properties
UMH
$1.34B
| $4.92M | ﹤0.01% |
323,426
+13,914
| +4% | +$203K |
|
|
CPL
2577
DELISTED
CPFL Energia S.A.
CPL
| $4.89M | ﹤0.01% |
298,439
-52,431
| -15% | -$849K |
|
|
VSA
2578
VisionSys AI
VSA
$8.3M
| $4.89M | ﹤0.01% |
105
+70
| +200% | +$2.82M |
|
2579
Civeo
CVEO
$356M
| $4.88M | ﹤0.01% |
135,872
+24,708
| +22% | +$880K |
|
2580
Beasley Broadcasting Group
BBGI
$35.3M
| $4.86M | ﹤0.01% |
20,935
+944
| +5% | +$171K |
|
|
LTS
2581
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
| $4.86M | ﹤0.01% |
1,957,699
-44,162
| -2% | -$101K |
|
|
DPLO
2582
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $4.84M | ﹤0.01% |
303,596
-100
| -0% | -$1.44K |
|
|
RENX
2583
DELISTED
RELX N.V.
RENX
| $4.84M | ﹤0.01% |
260,688
+384
| +0.1% | +$6.68K |
|
|
EBTC
2584
DELISTED
Enterprise Bancorp
EBTC
| $4.83M | ﹤0.01% |
138,815
+15,007
| +12% | +$507K |
|
2585
Compañía de Minas Buenaventura
BVN
$7.68B
| $4.81M | ﹤0.01% |
399,459
-11,059
| -3% | -$142K |
|
|
HCCI
2586
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $4.8M | ﹤0.01% |
350,661
+24,493
| +8% | +$357K |
|
2587
FirstService
FSV
$6.55B
| $4.8M | ﹤0.01% |
79,635
+16,485
| +26% | +$887K |
|
2588
International Seaways
INSW
$4.68B
| $4.77M | ﹤0.01% |
249,534
+100,176
| +67% | +$1.8M |
|
2589
Ascent Industries
ACNT
$139M
| $4.77M | ﹤0.01% |
389,074
-2,834
| -0.7% | -$32.3K |
|
|
MFNC
2590
DELISTED
Mackinac Financial Corporation
MFNC
| $4.75M | ﹤0.01% |
348,608
+4,826
| +1% | +$64.6K |
|
2591
MIND Technology
MIND
$43.4M
| $4.73M | ﹤0.01% |
96,580
+988
| +1% | +$45.9K |
|
2592
Kewaunee Scientific
KEQU
$105M
| $4.71M | ﹤0.01% |
204,249
+1,448
| +0.7% | +$35.1K |
|
|
CRR
2593
DELISTED
Carbo Ceramics Inc.
CRR
| $4.71M | ﹤0.01% |
361,011
+138,831
| +62% | +$1.77M |
|
|
WSO.B
2594
Watsco Inc Class B
WSO.B
$13.1B
| $4.65M | ﹤0.01% |
32,479
| – | – |
|
|
NVTR
2595
DELISTED
Nuvectra Corporation Common Stock
NVTR
| $4.65M | ﹤0.01% |
680,709
-21,763
| -3% | -$149K |
|
2596
Franco-Nevada
FNV
$41.3B
| $4.65M | ﹤0.01% |
70,957
| – | – |
|
2597
Hallador Energy
HNRG
$646M
| $4.64M | ﹤0.01% |
578,874
+170,342
| +42% | +$1.5M |
|
2598
Unity Bancorp
UNTY
$590M
| $4.63M | ﹤0.01% |
273,327
+10,756
| +4% | +$179K |
|
2599
Escalade
ESCA
$271M
| $4.62M | ﹤0.01% |
358,425
+19,853
| +6% | +$259K |
|
2600
iShares S&P India Nifty 50 Index Fund
INDY
$558M
| $4.6M | ﹤0.01% |
142,300
| – | – |
|
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.