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 | |
|---|---|---|---|---|---|---|
|
SIR
1851
DELISTED
SELECT INCOME REIT
SIR
| $25.1M | 0.01% |
2,216,746
+59,982
| +3% | +$674K |
|
1852
Powell Industries
POWL
$7.84B
| $25.1M | 0.01% |
2,183,691
+136,869
| +7% | +$1.63M |
|
1853
American Public Education
APEI
$896M
| $25M | 0.01% |
1,092,337
+53,210
| +5% | +$1.24M |
|
1854
Kite Realty
KRG
$5.78B
| $25M | 0.01% |
1,160,603
+52,057
| +5% | +$1.18M |
|
1855
Comtech Telecommunications
CMTL
$50M
| $24.9M | 0.01% |
1,691,114
+224,033
| +15% | +$2.73M |
|
|
PGTI
1856
DELISTED
PGT, Inc.
PGTI
| $24.9M | 0.01% |
2,312,216
+121,584
| +6% | +$1.34M |
|
|
CNR
1857
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $24.8M | 0.01% |
1,447,696
+124,187
| +9% | +$2M |
|
|
VRTV
1858
DELISTED
VERITIV CORPORATION
VRTV
| $24.7M | 0.01% |
477,575
+67,030
| +16% | +$3.69M |
|
1859
CRA International
CRAI
$1.17B
| $24.6M | 0.01% |
697,292
+24,801
| +4% | +$869K |
|
1860
Bassett Furniture
BSET
$167M
| $24.6M | 0.01% |
915,568
-8,141
| -0.9% | -$223K |
|
1861
SEI Investments
SEIC
$12.2B
| $24.6M | 0.01% |
488,046
+9,155
| +2% | +$462K |
|
1862
MDU Resources
MDU
$4.16B
| $24.6M | 0.01% |
2,362,239
+252,232
| +12% | +$2.64M |
|
1863
Harmony Gold Mining
HMY
$9.78B
| $24.4M | 0.01% |
9,979,218
-100,775
| -1% | -$252K |
|
|
ITIC
1864
Investors Title Co
ITIC
$545M
| $24.4M | 0.01% |
154,278
+450
| +0.3% | +$60.9K |
|
1865
Lifetime Brands
LCUT
$190M
| $24.4M | 0.01% |
1,212,210
-22
| -0% | -$360 |
|
|
BFIN
1866
DELISTED
BankFinancial
BFIN
| $24.4M | 0.01% |
1,677,895
-5,298
| -0.3% | -$76.5K |
|
|
QCP
1867
DELISTED
Quality Care Properties, Inc.
QCP
| $24.3M | 0.01% |
1,289,845
+66,201
| +5% | +$1.18M |
|
|
OCLR
1868
DELISTED
Oclaro Inc.
OCLR
| $24.3M | 0.01% |
2,475,371
+191,070
| +8% | +$1.79M |
|
|
TTM
1869
DELISTED
Tata Motors Limited
TTM
| $24.2M | 0.01% |
679,609
-131,990
| -16% | -$4.82M |
|
1870
Essential Utilities
WTRG
$11.3B
| $24.2M | 0.01% |
752,519
+101,689
| +16% | +$3.12M |
|
1871
First Community Bankshares
FCBC
$890M
| $24.2M | 0.01% |
968,016
+35,087
| +4% | +$962K |
|
1872
Antero Resources
AR
$11B
| $24.2M | 0.01% |
1,059,571
+153,118
| +17% | +$3.75M |
|
1873
Franklin Covey
FC
$241M
| $24.1M | 0.01% |
1,194,704
-30,264
| -2% | -$535K |
|
1874
Quad
QUAD
$510M
| $24.1M | 0.01% |
953,750
+95,130
| +11% | +$2.44M |
|
1875
Sierra Bancorp
BSRR
$527M
| $24M | 0.01% |
876,353
+48,508
| +6% | +$1.32M |
|
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.