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 | |
|---|---|---|---|---|---|---|
|
FNFV
2076
DELISTED
Fidelity Natl Financial, Inc.
FNFV
| $17.3M | 0.01% |
1,305,714
+198,311
| +18% | +$2.49M |
|
|
ABMD
2077
DELISTED
Abiomed Inc
ABMD
| $17.3M | 0.01% |
138,140
+6,134
| +5% | +$711K |
|
|
FSP
2078
Franklin Street Properties
FSP
$48.1M
| $17.3M | 0.01% |
1,422,333
+125,594
| +10% | +$1.56M |
|
|
SGI
2079
Somnigroup International
SGI
$14.1B
| $17.3M | 0.01% |
1,485,624
-9,976
| -0.7% | -$128K |
|
2080
Companhia Siderúrgica Nacional
SID
$1.34B
| $17.2M | 0.01% |
5,904,959
-93,939
| -2% | -$341K |
|
|
HALL
2081
DELISTED
Hallmark Financial Services, Inc.
HALL
| $17.2M | 0.01% |
155,602
+1,875
| +1% | +$208K |
|
|
ZEUS
2082
DELISTED
Olympic Steel
ZEUS
| $17.2M | 0.01% |
926,074
+3,394
| +0.4% | +$77.1K |
|
|
ZAGG
2083
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $17.1M | 0.01% |
2,377,567
-3,833
| -0.2% | -$25.7K |
|
|
SCMP
2084
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $17.1M | 0.01% |
1,554,644
-4,789
| -0.3% | -$55.6K |
|
|
B
2085
Barrick Mining
B
$63.2B
| $16.9M | 0.01% |
891,062
-180,270
| -17% | -$3.33M |
|
|
ONIT
2086
Onity Group
ONIT
$315M
| $16.9M | 0.01% |
206,203
+174,857
| +558% | +$13.3M |
|
2087
TFS Financial
TFSL
$5.06B
| $16.9M | 0.01% |
1,016,612
+2,331
| +0.2% | +$40.8K |
|
|
BREW
2088
DELISTED
Craft Brew Alliance, Inc.
BREW
| $16.9M | 0.01% |
1,265,394
+40,152
| +3% | +$599K |
|
2089
Vera Bradley
VRA
$99.2M
| $16.9M | 0.01% |
1,812,721
+272,520
| +18% | +$2.87M |
|
2090
TETRA Technologies
TTI
$1.13B
| $16.8M | 0.01% |
4,139,217
-1,340,661
| -24% | -$6.03M |
|
2091
ASML
ASML
$634B
| $16.8M | 0.01% |
126,349
+3,957
| +3% | +$487K |
|
|
VWTR
2092
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $16.6M | 0.01% |
1,189,055
+91,190
| +8% | +$1.29M |
|
2093
United States Lime & Minerals
USLM
$3.24B
| $16.6M | 0.01% |
1,049,050
+27,225
| +3% | +$416K |
|
|
FFNW
2094
DELISTED
First Financial Northwest, Inc
FFNW
| $16.5M | 0.01% |
934,781
-56,523
| -6% | -$1.11M |
|
2095
BioMarin Pharmaceuticals
BMRN
$11.7B
| $16.5M | 0.01% |
188,147
+7,501
| +4% | +$667K |
|
2096
Vishay Precision Group
VPG
$1.17B
| $16.5M | 0.01% |
1,044,642
-5,552
| -0.5% | -$92.6K |
|
2097
Liberty Broadband Class A
LBRDA
$4.78B
| $16.5M | 0.01% |
193,728
+1,661
| +0.9% | +$136K |
|
|
CARB
2098
DELISTED
Carbonite Inc
CARB
| $16.4M | 0.01% |
807,557
+284,133
| +54% | +$5.33M |
|
2099
Hyatt Hotels
H
$16.6B
| $16.4M | 0.01% |
303,583
+83,936
| +38% | +$4.52M |
|
2100
Sally Beauty Holdings
SBH
$1.46B
| $16.4M | 0.01% |
801,616
+120,591
| +18% | +$2.76M |
|
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.