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 | |
|---|---|---|---|---|---|---|
2701
Yelp
YELP
$1.54B
| $3.3M | ﹤0.01% |
100,753
+3,058
| +3% | +$113K |
|
|
HFBC
2702
DELISTED
HopFed Bancorp Inc
HFBC
| $3.29M | ﹤0.01% |
230,192
+2,507
| +1% | +$36.1K |
|
2703
Marchex
MCHX
$77.8M
| $3.29M | ﹤0.01% |
1,208,131
-126,884
| -10% | -$342K |
|
|
JOBS
2704
DELISTED
51job Inc
JOBS
| $3.29M | ﹤0.01% |
89,629
+66,423
| +286% | +$2.36M |
|
|
CARO
2705
DELISTED
Carolina Financial Corp.
CARO
| $3.28M | ﹤0.01% |
109,434
+48,319
| +79% | +$1.45M |
|
2706
Goldgroup Mining Inc.
GORO
$155M
| $3.28M | ﹤0.01% |
726,145
+43,396
| +6% | +$223K |
|
2707
Chicago Rivet & Machine Co
CVR
$10.1M
| $3.28M | ﹤0.01% |
80,904
+56
| +0.1% | +$2.38K |
|
|
PHLT
2708
DELISTED
Performant Healthcare Inc
PHLT
| $3.28M | ﹤0.01% |
1,118,758
+9,968
| +0.9% | +$19.3K |
|
2709
Home Bancorp
HBCP
$558M
| $3.26M | ﹤0.01% |
96,582
| – | – |
|
2710
Mizuho Financial
MFG
$120B
| $3.25M | ﹤0.01% |
881,067
+15,975
| +2% | +$59.4K |
|
|
AAMC
2711
DELISTED
Altisource Asset Management Corp
AAMC
| $3.24M | ﹤0.01% |
73,214
| – | – |
|
|
PZN
2712
DELISTED
Pzena Investment Management, Inc. Class A
PZN
| $3.24M | ﹤0.01% |
328,920
+23,417
| +8% | +$238K |
|
2713
Evolution Petroleum
EPM
$133M
| $3.23M | ﹤0.01% |
404,301
+31,006
| +8% | +$264K |
|
2714
Acme United Corp
ACU
$228M
| $3.23M | ﹤0.01% |
115,056
+5,703
| +5% | +$145K |
|
2715
Houlihan Lokey
HLI
$9.72B
| $3.22M | ﹤0.01% |
+93,513
| New | +$2.98M |
|
2716
UFP Technologies
UFPT
$1.97B
| $3.21M | ﹤0.01% |
124,106
+20,292
| +20% | +$502K |
|
|
PMBC
2717
DELISTED
Pacific Mercantile Bancorp
PMBC
| $3.21M | ﹤0.01% |
425,710
+3,857
| +0.9% | +$28.8K |
|
|
BRG
2718
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
| $3.19M | ﹤0.01% |
259,447
+165,238
| +175% | +$2.11M |
|
|
ARTX
2719
DELISTED
Arotech Corporation
ARTX
| $3.19M | ﹤0.01% |
1,082,745
+264,407
| +32% | +$1.02M |
|
2720
NeoGenomics
NEO
$1.96B
| $3.19M | ﹤0.01% |
404,626
+256,282
| +173% | +$2.09M |
|
|
OSG
2721
DELISTED
Overseas Shipholding Group Inc.
OSG
| $3.17M | ﹤0.01% |
822,484
+382,350
| +87% | +$1.8M |
|
|
AY
2722
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $3.17M | ﹤0.01% |
+151,270
| New | +$3.19M |
|
2723
INNOVATE Corp
VATE
$106M
| $3.17M | ﹤0.01% |
51,059
+26,737
| +110% | +$1.66M |
|
2724
Peoples Bancorp of North Carolina
PEBK
$231M
| $3.17M | ﹤0.01% |
117,219
+1,510
| +1% | +$37.2K |
|
|
VIA
2725
DELISTED
Viacom Inc. Class A
VIA
| $3.16M | ﹤0.01% |
64,855
+962
| +2% | +$43.2K |
|
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.