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 | |
|---|---|---|---|---|---|---|
|
HNP
2626
DELISTED
Huaneng Power Intl, Inc.
HNP
| $4.25M | ﹤0.01% |
159,697
+100
| +0.1% | +$2.7K |
|
|
CHUBK
2627
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
| $4.25M | ﹤0.01% |
273,516
-120,143
| -31% | -$1.86M |
|
2628
Harvard Bioscience
HBIO
$27.6M
| $4.24M | ﹤0.01% |
163,135
+2,050
| +1% | +$59.1K |
|
2629
Embotelladora Andina Series B
AKO.B
$4.62B
| $4.24M | ﹤0.01% |
181,168
-3,109
| -2% | -$71.6K |
|
2630
Bank of Marin Bancorp
BMRC
$460M
| $4.23M | ﹤0.01% |
131,566
+6,460
| +5% | +$220K |
|
|
MOCO
2631
DELISTED
Mocon Inc
MOCO
| $4.21M | ﹤0.01% |
193,733
-5,120
| -3% | -$103K |
|
2632
BCB Bancorp
BCBP
$179M
| $4.2M | ﹤0.01% |
252,475
+16,148
| +7% | +$236K |
|
|
CTG
2633
DELISTED
Computer Task Group, Inc.
CTG
| $4.16M | ﹤0.01% |
754,082
-39,573
| -5% | -$202K |
|
|
NXRT
2634
NexPoint Residential Trust
NXRT
$689M
| $4.15M | ﹤0.01% |
171,709
+43,627
| +34% | +$1.02M |
|
|
UNAM
2635
DELISTED
Unico American Corp
UNAM
| $4.13M | ﹤0.01% |
433,019
| – | – |
|
2636
Alamos Gold
AGI
$12B
| $4.08M | ﹤0.01% |
507,684
+2,198
| +0.4% | +$17.5K |
|
2637
Accuray
ARAY
$27.5M
| $4.08M | ﹤0.01% |
858,013
+185,519
| +28% | +$967K |
|
|
GIG
2638
DELISTED
GigPeak, Inc.
GIG
| $4.03M | ﹤0.01% |
1,308,590
+289,964
| +28% | +$823K |
|
2639
Tandy Leather Factory
TLF
$19.4M
| $4.03M | ﹤0.01% |
491,174
+1,562
| +0.3% | +$12.3K |
|
|
OLBK
2640
DELISTED
Old Line Bancshares, Inc.
OLBK
| $4.02M | ﹤0.01% |
141,038
+19,594
| +16% | +$543K |
|
|
GBL
2641
DELISTED
GAMCO Investors, Inc.
GBL
| $4.01M | ﹤0.01% |
135,373
+11,229
| +9% | +$338K |
|
2642
Turkcell
TKC
$4.7B
| $4M | ﹤0.01% |
482,737
| – | – |
|
2643
Canadian Pacific Kansas City
CP
$81B
| $3.99M | ﹤0.01% |
135,750
+18,680
| +16% | +$555K |
|
|
STZ.B
2644
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $3.97M | ﹤0.01% |
24,729
| – | – |
|
|
DXYN
2645
DELISTED
Dixie Group Inc
DXYN
| $3.94M | ﹤0.01% |
1,093,102
+2,000
| +0.2% | +$7.08K |
|
2646
Shore Bancshares
SHBI
$820M
| $3.93M | ﹤0.01% |
234,971
+25,535
| +12% | +$420K |
|
|
ESPR
2647
DELISTED
Esperion Therapeutics
ESPR
| $3.9M | ﹤0.01% |
110,475
+70,255
| +175% | +$1.61M |
|
2648
Fresenius Medical Care
FMS
$13.4B
| $3.88M | ﹤0.01% |
92,150
+11,257
| +14% | +$465K |
|
|
BSQR
2649
DELISTED
BSQUARE Corporation
BSQR
| $3.87M | ﹤0.01% |
715,774
+26,859
| +4% | +$149K |
|
|
CQH
2650
DELISTED
Cheniere Energy Partners LP Holdings LLC
CQH
| $3.83M | ﹤0.01% |
157,022
+13,074
| +9% | +$307K |
|
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.