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 | |
|---|---|---|---|---|---|---|
|
GIFI
2201
DELISTED
Gulf Island Fabrication
GIFI
| $13.2M | 0.01% |
1,145,213
+42,981
| +4% | +$530K |
|
2202
York Water
YORW
$501M
| $13.1M | 0.01% |
374,489
+20,092
| +6% | +$713K |
|
2203
Timberland Bancorp
TSBK
$351M
| $13.1M | 0.01% |
585,103
-2,679
| -0.5% | -$56.8K |
|
2204
AB InBev
BUD
$166B
| $13.1M | 0.01% |
119,385
-65,401
| -35% | -$7.03M |
|
2205
FreightCar America
RAIL
$261M
| $13M | 0.01% |
1,041,364
+35,522
| +4% | +$497K |
|
2206
Opko Health
OPK
$993M
| $13M | 0.01% |
1,621,128
+31,225
| +2% | +$263K |
|
|
MIK
2207
DELISTED
Michaels Stores, Inc
MIK
| $13M | 0.01% |
578,431
+8,000
| +1% | +$168K |
|
2208
TC Energy
TRP
$70.9B
| $12.9M | 0.01% |
280,265
+10,647
| +4% | +$496K |
|
|
TBHC
2209
DELISTED
The Brand House Collective
TBHC
| $12.9M | 0.01% |
1,040,984
+102,035
| +11% | +$1.28M |
|
|
PDLI
2210
DELISTED
PDL BioPharma, Inc.
PDLI
| $12.9M | 0.01% |
5,683,650
+1,401,470
| +33% | +$3.1M |
|
2211
Titan Machinery
TITN
$413M
| $12.9M | 0.01% |
840,710
+81,542
| +11% | +$1.14M |
|
|
AE
2212
DELISTED
Adams Resources & Energy Inc
AE
| $12.9M | 0.01% |
344,735
+2,084
| +0.6% | +$80.3K |
|
|
PHIIK
2213
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $12.9M | 0.01% |
1,073,693
+2,511
| +0.2% | +$38.1K |
|
|
TBNK
2214
DELISTED
Territorial Bancorp Inc.
TBNK
| $12.9M | 0.01% |
412,317
+13,339
| +3% | +$430K |
|
|
SGEN
2215
DELISTED
Seagen Inc. Common Stock
SGEN
| $12.8M | 0.01% |
204,163
-1,679
| -0.8% | -$105K |
|
2216
Exelixis
EXEL
$14.1B
| $12.8M | 0.01% |
591,901
+60,548
| +11% | +$1.23M |
|
2217
Sterling Infrastructure
STRL
$17.8B
| $12.8M | 0.01% |
1,385,898
+177,239
| +15% | +$1.62M |
|
|
WBK
2218
DELISTED
Westpac Banking Corporation
WBK
| $12.8M | 0.01% |
478,261
+2,934
| +0.6% | +$74.6K |
|
|
HTB
2219
HomeTrust Bancshares
HTB
$860M
| $12.8M | 0.01% |
542,791
+52,852
| +11% | +$1.3M |
|
|
HT
2220
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $12.7M | 0.01% |
678,390
+34,048
| +5% | +$683K |
|
2221
Enanta Pharmaceuticals
ENTA
$378M
| $12.7M | 0.01% |
413,089
+233,265
| +130% | +$7.26M |
|
|
MCBC
2222
DELISTED
Macatawa Bank Corp
MCBC
| $12.7M | 0.01% |
1,287,643
-33,843
| -3% | -$339K |
|
|
LGF.B
2223
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
| $12.6M | 0.01% |
518,035
-182,474
| -26% | -$4.63M |
|
2224
Barrett Business Services
BBSI
$982M
| $12.6M | 0.01% |
922,544
+142,492
| +18% | +$2.13M |
|
2225
Clean Energy Fuels
CLNE
$425M
| $12.6M | 0.01% |
4,938,763
+1,034,552
| +26% | +$2.72M |
|
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.