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 | |
|---|---|---|---|---|---|---|
1726
Center Bancorp
CNOB
$1.66B
| $29.2M | 0.01% |
1,203,535
+137,501
| +13% | +$3.4M |
|
1727
LivaNova
LIVN
$4.4B
| $29.2M | 0.01% |
594,834
+142,528
| +32% | +$6.93M |
|
|
ATRI
1728
DELISTED
Atrion Corp
ATRI
| $29.1M | 0.01% |
62,117
+1,616
| +3% | +$769K |
|
|
LION
1729
DELISTED
Fidelity Southern Corporation
LION
| $29.1M | 0.01% |
1,298,246
+160,607
| +14% | +$3.73M |
|
1730
NiSource
NI
$21.3B
| $29M | 0.01% |
1,220,504
+12,599
| +1% | +$288K |
|
1731
Camden National
CAC
$978M
| $28.9M | 0.01% |
655,979
+34,596
| +6% | +$1.47M |
|
|
WWAV
1732
DELISTED
The WhiteWave Foods Company
WWAV
| $28.7M | 0.01% |
510,439
-10,801
| -2% | -$596K |
|
|
THR
1733
DELISTED
Thermon Group Holdings
THR
| $28.6M | 0.01% |
1,374,231
+85,212
| +7% | +$1.71M |
|
|
CSRA
1734
DELISTED
CSRA Inc.
CSRA
| $28.6M | 0.01% |
977,254
+127,250
| +15% | +$3.9M |
|
1735
Ollie's Bargain Outlet
OLLI
$4.44B
| $28.6M | 0.01% |
853,894
+265,646
| +45% | +$8.36M |
|
1736
Atmos Energy
ATO
$28.8B
| $28.6M | 0.01% |
361,657
+3,341
| +0.9% | +$256K |
|
1737
TransDigm Group
TDG
$70.2B
| $28.5M | 0.01% |
129,446
+1,113
| +0.9% | +$266K |
|
1738
First Financial Corp
THFF
$958M
| $28.4M | 0.01% |
598,906
-864
| -0.1% | -$41.5K |
|
1739
Natural Gas Services Group
NGS
$472M
| $28.4M | 0.01% |
1,091,596
-865
| -0.1% | -$24.3K |
|
1740
Ligand Pharmaceuticals
LGND
$5.76B
| $28.4M | 0.01% |
429,835
-303
| -0.1% | -$19.9K |
|
1741
Waterstone Financial
WSBF
$370M
| $28.4M | 0.01% |
1,554,247
+79,435
| +5% | +$1.45M |
|
|
MEET
1742
DELISTED
The Meet Group, Inc. Common Stock
MEET
| $28.4M | 0.01% |
4,815,168
+749,823
| +18% | +$3.81M |
|
|
SCLN
1743
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $28.3M | 0.01% |
2,887,661
-1,082
| -0% | -$10.8K |
|
|
REV
1744
DELISTED
Revlon, Inc.
REV
| $28.3M | 0.01% |
1,015,707
-61,427
| -6% | -$1.96M |
|
|
PERY
1745
DELISTED
Perry Ellis International Inc
PERY
| $28.3M | 0.01% |
1,316,597
-7,157
| -0.5% | -$165K |
|
|
VAR
1746
DELISTED
Varian Medical Systems, Inc.
VAR
| $28.3M | 0.01% |
310,309
-22,582
| -7% | -$1.88M |
|
1747
Donegal Group Class A
DGICA
$731M
| $28.3M | 0.01% |
1,603,966
+23,054
| +1% | +$390K |
|
1748
West Pharmaceutical
WST
$24B
| $28.3M | 0.01% |
346,229
-25,432
| -7% | -$2.13M |
|
1749
HealthStream
HSTM
$819M
| $28.2M | 0.01% |
1,165,088
+17,739
| +2% | +$413K |
|
|
BFX
1750
DELISTED
BowFlex Inc.
BFX
| $28.2M | 0.01% |
1,544,136
+41,490
| +3% | +$702K |
|
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.