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 | |
|---|---|---|---|---|---|---|
|
RELY
2951
DELISTED
Real Industry, Inc.
RELY
| $1.13M | ﹤0.01% |
397,910
+109,824
| +38% | +$542K |
|
2952
James Hardie Industries
JHX
$15.2B
| $1.13M | ﹤0.01% |
71,212
+297
| +0.4% | +$4.58K |
|
2953
Woori Financial
WF
$15.9B
| $1.12M | ﹤0.01% |
31,601
+872
| +3% | +$30.4K |
|
2954
Equity Bancshares
EQBK
$1.04B
| $1.12M | ﹤0.01% |
+35,269
| New | +$1.15M |
|
2955
Mannatech
MTEX
$9.3M
| $1.12M | ﹤0.01% |
68,716
+61
| +0.1% | +$1.12K |
|
2956
Emerson Radio
MSN
$7.91M
| $1.12M | ﹤0.01% |
823,056
-47,131
| -5% | -$55.7K |
|
|
EPZM
2957
DELISTED
Epizyme, Inc
EPZM
| $1.12M | ﹤0.01% |
65,194
+24,807
| +61% | +$330K |
|
|
YUME
2958
DELISTED
YuMe, Inc.
YUME
| $1.11M | ﹤0.01% |
271,424
+28,650
| +12% | +$104K |
|
2959
IAMGOLD
IAG
$8.05B
| $1.11M | ﹤0.01% |
277,266
| – | – |
|
|
AGTC
2960
DELISTED
Applied Genetic Technologies Corporation
AGTC
| $1.1M | ﹤0.01% |
159,883
+114,230
| +250% | +$892K |
|
|
IPAS
2961
DELISTED
Ipass Inc Common Stock
IPAS
| $1.1M | ﹤0.01% |
93,939
-5,825
| -6% | -$79.6K |
|
2962
Elbit Systems
ESLT
$36B
| $1.1M | ﹤0.01% |
9,658
-173
| -2% | -$19.6K |
|
2963
Golar LNG
GLNG
$4.82B
| $1.09M | ﹤0.01% |
39,114
-795
| -2% | -$21.3K |
|
|
WTT
2964
DELISTED
Wireless Telecom Group, Inc.
WTT
| $1.08M | ﹤0.01% |
730,632
| – | – |
|
2965
John Wiley & Sons Class B
WLYB
| $1.06M | ﹤0.01% |
19,543
+385
| +2% | +$20.8K |
|
|
VCO
2966
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
| $1.06M | ﹤0.01% |
31,149
-1,412
| -4% | -$47.3K |
|
2967
Sypris Solutions
SYPR
$42.6M
| $1.06M | ﹤0.01% |
998,284
-95,874
| -9% | -$88.1K |
|
|
AT
2968
DELISTED
Atlantic Power Corporation
AT
| $1.05M | ﹤0.01% |
397,714
-41,202
| -9% | -$101K |
|
2969
Energy Recovery
ERII
$420M
| $1.05M | ﹤0.01% |
126,104
-336,704
| -73% | -$3.12M |
|
2970
BlueLinx
BXC
$430M
| $1.03M | ﹤0.01% |
113,086
-13,771
| -11% | -$99.1K |
|
2971
American Shared Hospital Services
AMS
$10.1M
| $1.03M | ﹤0.01% |
236,211
+6,257
| +3% | +$25.3K |
|
2972
Haverty Furniture Companies Class A
HVT.A
$473M
| $1.02M | ﹤0.01% |
42,097
| – | – |
|
2973
Tidewater
TDW
$3.63B
| $1.02M | ﹤0.01% |
27,529
-13,299
| -33% | -$754K |
|
|
TRUE
2974
DELISTED
TrueCar
TRUE
| $1.02M | ﹤0.01% |
65,733
| – | – |
|
2975
NXP Semiconductors
NXPI
$60.8B
| $1.02M | ﹤0.01% |
9,813
-460
| -4% | -$46.5K |
|
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.