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 | |
|---|---|---|---|---|---|---|
|
CHUBA
2726
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
| $3.15M | ﹤0.01% |
203,471
-2,979
| -1% | -$46.2K |
|
2727
CSP Inc
CSPI
$79.7M
| $3.13M | ﹤0.01% |
606,988
+810
| +0.1% | +$4.09K |
|
2728
Aegon
AEG
$13.3B
| $3.12M | ﹤0.01% |
790,273
-28,281
| -3% | -$120K |
|
2729
Landmark Bancorp
LARK
$195M
| $3.11M | ﹤0.01% |
162,289
+1,182
| +0.7% | +$22.7K |
|
|
FSB
2730
DELISTED
Franklin Financial Network, Inc.
FSB
| $3.09M | ﹤0.01% |
79,701
+58,640
| +278% | +$2.28M |
|
2731
QuinStreet
QNST
$927M
| $3.06M | ﹤0.01% |
783,310
+43,105
| +6% | +$151K |
|
|
RST
2732
DELISTED
ROSETTA STONE INC
RST
| $3.03M | ﹤0.01% |
311,003
-39,104
| -11% | -$329K |
|
2733
Immersion
IMMR
$243M
| $3.01M | ﹤0.01% |
347,922
+38,284
| +12% | +$380K |
|
|
CBK
2734
DELISTED
Christopher & Banks Corporation
CBK
| $3M | ﹤0.01% |
2,023,324
+19,091
| +1% | +$27.9K |
|
|
FGL
2735
DELISTED
Fidelity & Guaranty Life
FGL
| $2.99M | ﹤0.01% |
107,505
-1,100
| -1% | -$28.4K |
|
|
STRP
2736
DELISTED
Straight Path Communications Inc.
STRP
| $2.99M | ﹤0.01% |
83,043
-15,171
| -15% | -$526K |
|
|
CCUR
2737
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $2.98M | ﹤0.01% |
612,094
-21,434
| -3% | -$109K |
|
2738
Bridgford Foods
BRID
$58M
| $2.96M | ﹤0.01% |
259,339
-2,899
| -1% | -$33.7K |
|
2739
Sportsman's Warehouse
SPWH
$44.9M
| $2.96M | ﹤0.01% |
619,942
+63,400
| +11% | +$395K |
|
2740
Atlanta Braves Holdings Series B
BATRK
$3.28B
| $2.96M | ﹤0.01% |
125,096
-3,980
| -3% | -$85K |
|
2741
Limoneira
LMNR
$244M
| $2.93M | ﹤0.01% |
140,181
+26,553
| +23% | +$493K |
|
2742
Value Line
VALU
$333M
| $2.93M | ﹤0.01% |
170,323
-3,697
| -2% | -$65.9K |
|
|
BBRG
2743
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $2.92M | ﹤0.01% |
573,055
+40,338
| +8% | +$175K |
|
2744
3D Systems Corp
DDD
$405M
| $2.92M | ﹤0.01% |
195,000
| – | – |
|
2745
Triumph Financial Inc
TFIN
$1.81B
| $2.91M | ﹤0.01% |
112,959
+77,761
| +221% | +$2.06M |
|
|
SLAI
2746
DELISTED
SOLAI Ltd ADS
SLAI
| $2.91M | ﹤0.01% |
3,097
+1,929
| +165% | +$1.79M |
|
2747
Ark Restaurants
ARKR
$20.8M
| $2.9M | ﹤0.01% |
114,854
+170
| +0.1% | +$4.18K |
|
|
BSF
2748
DELISTED
Bear State Financial, Inc.
BSF
| $2.89M | ﹤0.01% |
307,090
+26,342
| +9% | +$256K |
|
|
SPIL
2749
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $2.87M | ﹤0.01% |
354,544
| – | – |
|
2750
Thomson Reuters
TRI
$46.4B
| $2.86M | ﹤0.01% |
56,935
-86
| -0.2% | -$4.39K |
|
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.