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 | |
|---|---|---|---|---|---|---|
2826
Qiagen
QGEN
$8.62B
| $2.12M | ﹤0.01% |
+69,046
| New | +$2.13M |
|
|
PBIP
2827
DELISTED
Prudential Bancorp, Inc.
PBIP
| $2.1M | ﹤0.01% |
117,688
+14,000
| +14% | +$244K |
|
2828
Tenaris
TS
$28.2B
| $2.09M | ﹤0.01% |
61,164
-5,880
| -9% | -$200K |
|
2829
Rocky Mountain Chocolate Factory
RMCF
$8.17M
| $2.08M | ﹤0.01% |
184,231
+1,871
| +1% | +$20.7K |
|
2830
SIFCO Industries
SIF
$167M
| $2.08M | ﹤0.01% |
253,325
-6,619
| -3% | -$54.2K |
|
|
LUMO
2831
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
| $2.08M | ﹤0.01% |
9,571
+2,462
| +35% | +$352K |
|
2832
CPI Aerostructures
CVU
$63.1M
| $2.07M | ﹤0.01% |
307,071
+56,211
| +22% | +$445K |
|
2833
Larimar Therapeutics
LRMR
$377M
| $2.07M | ﹤0.01% |
36,943
+11,404
| +45% | +$566K |
|
2834
Ardmore Shipping
ASC
$683M
| $2.06M | ﹤0.01% |
+256,432
| New | +$1.89M |
|
2835
Northern Oil and Gas
NOG
$2.29B
| $2.05M | ﹤0.01% |
78,796
-28,612
| -27% | -$878K |
|
|
AIOT
2836
PowerFleet Inc
AIOT
$537M
| $2.05M | ﹤0.01% |
323,226
-93,250
| -22% | -$567K |
|
|
KONA
2837
DELISTED
Kona Grill, Inc.
KONA
| $2.04M | ﹤0.01% |
323,830
+50,686
| +19% | +$409K |
|
|
ITCI
2838
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $2.02M | ﹤0.01% |
124,622
+81,969
| +192% | +$1.19M |
|
2839
Aptevo Therapeutics
APVO
$4.96M
| – | – |
0
| – | – |
|
2840
LGI Homes
LGIH
$1.35B
| $2.01M | ﹤0.01% |
59,336
-415
| -0.7% | -$12.6K |
|
|
MTL
2841
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
| $2.01M | ﹤0.01% |
377,361
-36,391
| -9% | -$205K |
|
|
HEOP
2842
DELISTED
Heritage Oaks Bancorp
HEOP
| $2M | ﹤0.01% |
150,140
| – | – |
|
|
TPCO
2843
DELISTED
Tribune Publishing Company Common Stock
TPCO
| $1.99M | ﹤0.01% |
143,273
+48,400
| +51% | +$664K |
|
2844
Match Group
MTCH
$9.19B
| $1.99M | ﹤0.01% |
121,912
+100,793
| +477% | +$1.72M |
|
2845
CarParts.com
PRTS
$42.6M
| $1.99M | ﹤0.01% |
59,324
+743
| +1% | +$25.1K |
|
2846
AMCON Distributing
DIT
$60.5M
| $1.97M | ﹤0.01% |
29,846
+683
| +2% | +$47.5K |
|
|
DS
2847
DELISTED
Drive Shack Inc.
DS
| $1.94M | ﹤0.01% |
+467,693
| New | +$1.95M |
|
|
QADB
2848
DELISTED
QAD Inc. Class B
QADB
| $1.93M | ﹤0.01% |
80,519
| – | – |
|
2849
Transact Technologies
TACT
$50.5M
| $1.93M | ﹤0.01% |
238,076
| – | – |
|
|
ALR
2850
DELISTED
AlerisLife Inc
ALR
| $1.93M | ﹤0.01% |
89,516
+4,324
| +5% | +$106K |
|
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.