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 | |
|---|---|---|---|---|---|---|
|
FFKT
2226
DELISTED
Farmers Capital Bank Corp
FFKT
| $12.6M | 0.01% |
311,362
+43,912
| +16% | +$1.71M |
|
|
NSA
2227
DELISTED
National Storage Affiliates Trust
NSA
| $12.6M | 0.01% |
525,653
+263,647
| +101% | +$6.12M |
|
|
PKY
2228
DELISTED
Parkway, Inc.
PKY
| $12.5M | 0.01% |
630,143
+36,143
| +6% | +$755K |
|
|
RNWK
2229
DELISTED
RealNetworks Inc
RNWK
| $12.5M | 0.01% |
2,588,691
-31,308
| -1% | -$155K |
|
2230
The Bancorp
TBBK
$2.7B
| $12.5M | 0.01% |
2,453,786
+148,942
| +6% | +$853K |
|
|
ASCMA
2231
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
| $12.5M | 0.01% |
883,229
+44,391
| +5% | +$700K |
|
2232
American Coastal Insurance
ACIC
$515M
| $12.5M | 0.01% |
781,449
+64,495
| +9% | +$1M |
|
2233
NWPX Infrastructure Inc
NWPX
$1.22B
| $12.4M | 0.01% |
791,284
+84,075
| +12% | +$1.47M |
|
|
LKSD
2234
DELISTED
LSC Communications, Inc.
LKSD
| $12.3M | 0.01% |
490,108
+145,989
| +42% | +$3.82M |
|
|
MBTF
2235
DELISTED
MBT Financial Corporation
MBTF
| $12.3M | 0.01% |
1,083,370
+31,685
| +3% | +$349K |
|
|
RLH
2236
DELISTED
Red Lions Hotel Corporation
RLH
| $12.3M | 0.01% |
1,743,770
+23,720
| +1% | +$181K |
|
2237
Willis Lease Finance
WLFC
$1.73B
| $12.3M | 0.01% |
1,649,655
+768
| +0% | +$6.47K |
|
2238
TripAdvisor
TRIP
$1.65B
| $12.3M | 0.01% |
284,420
-1,475
| -0.5% | -$69.9K |
|
|
MFSF
2239
DELISTED
MutualFirst Financial Inc
MFSF
| $12.2M | 0.01% |
388,022
+6,594
| +2% | +$206K |
|
2240
Provident Financial
PROV
$111M
| $12.2M | 0.01% |
655,392
+12,769
| +2% | +$241K |
|
2241
Willdan Group
WLDN
$1.06B
| $12.2M | 0.01% |
378,658
+76,343
| +25% | +$2.18M |
|
2242
TAL Education Group
TAL
$6.85B
| $12.2M | 0.01% |
689,352
+350,220
| +103% | +$5.08M |
|
|
QADA
2243
DELISTED
QAD Inc.
QADA
| $12.2M | 0.01% |
438,005
-913
| -0.2% | -$26.3K |
|
2244
Sabesp
SBS
$19.2B
| $12.1M | 0.01% |
6,020,575
-1,039,782
| -15% | -$2.05M |
|
|
CDI
2245
DELISTED
CDI Corp.
CDI
| $12.1M | 0.01% |
1,418,785
+34,749
| +3% | +$294K |
|
|
MNR
2246
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $12.1M | 0.01% |
848,968
+66,507
| +8% | +$967K |
|
2247
Teekay Tankers
TNK
$2.68B
| $12.1M | 0.01% |
736,142
+130,297
| +22% | +$2.42M |
|
|
HDNG
2248
DELISTED
Hardinge Inc
HDNG
| $12M | 0.01% |
1,069,575
+32,622
| +3% | +$354K |
|
2249
Nathan's Famous
NATH
$403M
| $12M | 0.01% |
191,521
+3,853
| +2% | +$238K |
|
|
NAV
2250
DELISTED
Navistar International
NAV
| $12M | 0.01% |
486,973
+235,310
| +94% | +$6.47M |
|
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.