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 | |
|---|---|---|---|---|---|---|
2051
Protolabs
PRLB
$1.79B
| $18M | 0.01% |
351,431
+44,535
| +15% | +$2.36M |
|
|
CUTR
2052
DELISTED
Cutera, Inc.
CUTR
| $18M | 0.01% |
867,342
-46,108
| -5% | -$910K |
|
2053
MACOM Technology Solutions
MTSI
$19B
| $17.9M | 0.01% |
371,363
-24,396
| -6% | -$1.14M |
|
|
ABB
2054
DELISTED
ABB Ltd
ABB
| $17.9M | 0.01% |
766,484
-1,200
| -0.2% | -$27.4K |
|
2055
LSI Industries
LYTS
$852M
| $17.9M | 0.01% |
1,772,789
+33,638
| +2% | +$326K |
|
2056
Entravision Communication
EVC
$1.07B
| $17.9M | 0.01% |
2,884,215
+68,388
| +2% | +$397K |
|
|
UNVR
2057
DELISTED
Univar Solutions Inc.
UNVR
| $17.8M | 0.01% |
581,892
+162,255
| +39% | +$4.87M |
|
2058
Pilgrim's Pride
PPC
$6.98B
| $17.8M | 0.01% |
792,740
+71,211
| +10% | +$1.44M |
|
2059
Ribbon Communications
RBBN
$373M
| $17.8M | 0.01% |
2,706,350
+251,934
| +10% | +$1.6M |
|
|
OB
2060
DELISTED
Onebeacon Insurance Group Ltd
OB
| $17.8M | 0.01% |
1,114,739
+75,362
| +7% | +$1.2M |
|
|
SHOR
2061
DELISTED
ShoreTel, Inc.
SHOR
| $17.8M | 0.01% |
2,897,499
+166,986
| +6% | +$1.12M |
|
2062
Unisys
UIS
$230M
| $17.8M | 0.01% |
1,273,203
-6,591
| -0.5% | -$91.3K |
|
2063
Imperial Oil
IMO
$62.3B
| $17.7M | 0.01% |
579,518
+47,689
| +9% | +$1.54M |
|
2064
Peapack-Gladstone Financial
PGC
$815M
| $17.7M | 0.01% |
596,983
+45,721
| +8% | +$1.41M |
|
2065
Agilysys
AGYS
$3.04B
| $17.6M | 0.01% |
1,863,223
+9,706
| +0.5% | +$93.1K |
|
2066
AMC Global Media
AMCX
$427M
| $17.6M | 0.01% |
299,713
+23,747
| +9% | +$1.36M |
|
|
ESIO
2067
DELISTED
Electro Scientific Industries
ESIO
| $17.5M | 0.01% |
2,513,438
+91,565
| +4% | +$602K |
|
2068
Agree Realty
ADC
$9.42B
| $17.5M | 0.01% |
365,219
+43,297
| +13% | +$2.05M |
|
|
EVRI
2069
DELISTED
Everi Holdings
EVRI
| $17.5M | 0.01% |
3,647,410
+382,176
| +12% | +$1.25M |
|
2070
Terreno Realty
TRNO
$7.65B
| $17.4M | 0.01% |
622,260
+150,785
| +32% | +$4.17M |
|
2071
Stellantis
STLA
$17B
| $17.4M | 0.01% |
1,598,749
+110,939
| +7% | +$1.19M |
|
|
YELL
2072
DELISTED
Yellow Corporation Common Stock
YELL
| $17.4M | 0.01% |
1,578,857
+281,684
| +22% | +$3.65M |
|
|
MORE
2073
DELISTED
Monogram Residential Trust, Inc.
MORE
| $17.4M | 0.01% |
1,742,407
+823,689
| +90% | +$8.42M |
|
2074
Hurco Companies Inc
HURC
$137M
| $17.4M | 0.01% |
558,042
+1,001
| +0.2% | +$29.7K |
|
2075
Ceco Environmental
CECO
$3.83B
| $17.3M | 0.01% |
1,649,009
+279,323
| +20% | +$3.37M |
|
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.