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 | |
|---|---|---|---|---|---|---|
|
WUBA
2126
DELISTED
58.com Inc
WUBA
| $15.3M | 0.01% |
432,066
+163,301
| +61% | +$5.39M |
|
2127
Mesa Laboratories
MLAB
$558M
| $15.3M | 0.01% |
124,686
+5,458
| +5% | +$668K |
|
|
RRTS
2128
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $15.3M | 0.01% |
88,971
+2,907
| +3% | +$600K |
|
2129
FRP Holdings
FRPH
$433M
| $15.2M | 0.01% |
762,376
+5,614
| +0.7% | +$110K |
|
|
REIS
2130
DELISTED
Reis, Inc.
REIS
| $15.2M | 0.01% |
851,253
+5,222
| +0.6% | +$102K |
|
|
FNHC
2131
DELISTED
FedNat Holding Company Common Stock
FNHC
| $15.2M | 0.01% |
873,824
+48,687
| +6% | +$927K |
|
|
PEI
2132
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $15.2M | 0.01% |
67,062
+2,530
| +4% | +$639K |
|
|
EPAY
2133
DELISTED
Bottomline Technologies Inc
EPAY
| $15.2M | 0.01% |
642,097
-7,501
| -1% | -$189K |
|
2134
Liberty Global Class C
LBTYK
$3.49B
| $15.1M | 0.01% |
430,566
-45,994
| -10% | -$1.59M |
|
2135
Ecopetrol
EC
$35B
| $15.1M | 0.01% |
1,618,347
-42,378
| -3% | -$392K |
|
|
SPA
2136
DELISTED
Sparton
SPA
| $15.1M | 0.01% |
718,197
-87,862
| -11% | -$1.96M |
|
2137
PENN Entertainment
PENN
$2.75B
| $15.1M | 0.01% |
817,726
+63,458
| +8% | +$930K |
|
|
AVHI
2138
DELISTED
A V Homes, Inc.
AVHI
| $15.1M | 0.01% |
914,937
+66,846
| +8% | +$1.12M |
|
2139
AXT Inc
AXTI
$3.07B
| $15M | 0.01% |
2,593,023
+341,318
| +15% | +$2.12M |
|
2140
Zillow
Z
$7.71B
| $15M | 0.01% |
446,495
-247
| -0.1% | -$8.8K |
|
2141
Horizon Bancorp
HBNC
$1.05B
| $15M | 0.01% |
857,786
+98,360
| +13% | +$1.71M |
|
2142
Northrim BanCorp
NRIM
$586M
| $14.9M | 0.01% |
1,982,208
+65,784
| +3% | +$487K |
|
2143
Bar Harbor Bankshares
BHB
$660M
| $14.8M | 0.01% |
447,850
+176,171
| +65% | +$5.17M |
|
2144
Stratus Properties
STRS
$155M
| $14.8M | 0.01% |
540,467
+237
| +0% | +$7.1K |
|
2145
RCI Hospitality Holdings
RICK
$197M
| $14.8M | 0.01% |
852,963
-627
| -0.1% | -$10.7K |
|
2146
lululemon athletica
LULU
$13.6B
| $14.8M | 0.01% |
284,524
+6,448
| +2% | +$424K |
|
2147
IDT Corp
IDT
$1.64B
| $14.8M | 0.01% |
1,370,795
+94,395
| +7% | +$1.39M |
|
|
CGI
2148
DELISTED
Celadon Group Inc
CGI
| $14.7M | 0.01% |
2,244,334
+341,936
| +18% | +$2.79M |
|
2149
Westwood Holdings Group
WHG
$182M
| $14.7M | 0.01% |
274,914
+16,384
| +6% | +$937K |
|
2150
LSB Industries
LXU
$794M
| $14.7M | 0.01% |
2,033,426
-4,879
| -0.2% | -$33.7K |
|
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.