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 | |
|---|---|---|---|---|---|---|
|
MGI
2151
DELISTED
MoneyGram International, Inc. New
MGI
| $14.7M | 0.01% |
872,270
+69,561
| +9% | +$936K |
|
2152
CareTrust REIT
CTRE
$9.84B
| $14.6M | 0.01% |
869,946
+161,951
| +23% | +$2.51M |
|
2153
Applied Optoelectronics
AAOI
$7.23B
| $14.6M | 0.01% |
260,273
+187,740
| +259% | +$7.41M |
|
2154
Global Industrial
GIC
$1.35B
| $14.6M | 0.01% |
1,313,498
+2,654
| +0.2% | +$22.6K |
|
2155
Sabre
SABR
$739M
| $14.6M | 0.01% |
687,316
+5,659
| +0.8% | +$130K |
|
|
ULTI
2156
DELISTED
Ultimate Software Group Inc
ULTI
| $14.5M | 0.01% |
74,444
+260
| +0.4% | +$50.6K |
|
2157
West Bancorporation
WTBA
$473M
| $14.5M | 0.01% |
631,203
+7,001
| +1% | +$161K |
|
|
SRDX
2158
DELISTED
Surmodics
SRDX
| $14.4M | 0.01% |
600,421
+12,497
| +2% | +$306K |
|
2159
Lamb Weston
LW
$7.36B
| $14.4M | 0.01% |
342,995
+64,340
| +23% | +$2.54M |
|
2160
VEON
VEON
$3.66B
| $14.4M | 0.01% |
141,228
+2,594
| +2% | +$266K |
|
|
SPPI
2161
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $14.4M | 0.01% |
2,211,245
+240,614
| +12% | +$1.35M |
|
2162
Altisource Portfolio Solutions
ASPS
$58.8M
| $14.3M | 0.01% |
48,743
-922
| -2% | -$204K |
|
2163
RH
RH
$3.15B
| $14.3M | 0.01% |
309,551
-13,744
| -4% | -$425K |
|
2164
Pitney Bowes
PBI
$2.46B
| $14.3M | 0.01% |
1,090,101
+172,815
| +19% | +$2.44M |
|
2165
Oil-Dri
ODC
$1.42B
| $14.3M | 0.01% |
765,522
+6,716
| +0.9% | +$118K |
|
2166
Flotek Industries
FTK
$847M
| $14.3M | 0.01% |
185,757
-9,737
| -5% | -$667K |
|
2167
CVR Energy
CVI
$3.83B
| $14.2M | 0.01% |
709,154
-2,082
| -0.3% | -$45.8K |
|
|
VSM
2168
DELISTED
Versum Materials, Inc.
VSM
| $14.2M | 0.01% |
464,150
+270,327
| +139% | +$7.89M |
|
2169
Crown Castle
CCI
$33.4B
| $14.1M | 0.01% |
149,445
+3,003
| +2% | +$269K |
|
|
DHIL
2170
DELISTED
Diamond Hill
DHIL
| $14.1M | 0.01% |
72,551
+6,691
| +10% | +$1.34M |
|
|
HZN
2171
DELISTED
Horizon Global Corporation
HZN
| $14M | 0.01% |
1,010,260
+208,508
| +26% | +$3.81M |
|
2172
Dorian LPG
LPG
$1.98B
| $14M | 0.01% |
1,331,436
+299,021
| +29% | +$3.07M |
|
2173
Banco de Chile
BCH
$21.3B
| $14M | 0.01% |
610,287
-13,240
| -2% | -$304K |
|
|
RFP
2174
DELISTED
Resolute Forest Products Inc.
RFP
| $14M | 0.01% |
2,568,151
+175,547
| +7% | +$871K |
|
|
TSRO
2175
DELISTED
TESARO, Inc.
TSRO
| $14M | 0.01% |
90,684
+363
| +0.4% | +$59.1K |
|
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.