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 | |
|---|---|---|---|---|---|---|
|
TTSH
2251
DELISTED
Tile Shop Holdings
TTSH
| $12M | 0.01% |
622,803
+149,314
| +32% | +$2.8M |
|
2252
TransUnion
TRU
$15.4B
| $12M | 0.01% |
311,633
+52,875
| +20% | +$1.86M |
|
2253
Twin Disc
TWIN
$329M
| $11.9M | 0.01% |
579,697
+12,256
| +2% | +$223K |
|
2254
Chefs' Warehouse
CHEF
$4.58B
| $11.8M | 0.01% |
850,510
+140,918
| +20% | +$2.15M |
|
2255
Build-A-Bear
BBW
$442M
| $11.8M | 0.01% |
1,332,093
+355
| +0% | +$3.78K |
|
|
RAD
2256
DELISTED
Rite Aid Corporation
RAD
| $11.7M | 0.01% |
138,041
+323
| +0.2% | +$38.9K |
|
2257
BlackBerry
BB
$4.95B
| $11.7M | 0.01% |
1,514,461
-9,090
| -0.6% | -$64.7K |
|
2258
Core Molding Technologies
CMT
$200M
| $11.7M | 0.01% |
658,280
+622
| +0.1% | +$9.98K |
|
|
BITA
2259
DELISTED
Bitauto Holdings Limited
BITA
| $11.7M | 0.01% |
457,279
+332,279
| +266% | +$7.23M |
|
2260
Old Second Bancorp
OSBC
$1.29B
| $11.6M | 0.01% |
1,034,287
+233
| +0% | +$2.51K |
|
|
TGH
2261
DELISTED
Textainer Group Holdings limited
TGH
| $11.6M | 0.01% |
760,137
+11,597
| +2% | +$158K |
|
2262
NRC Health Common Stock
NRC
$419M
| $11.6M | 0.01% |
589,949
+4,941
| +0.8% | +$91.4K |
|
2263
Guidewire Software
GWRE
$12.8B
| $11.6M | 0.01% |
205,933
-1,678
| -0.8% | -$91.7K |
|
2264
Omega Flex
OFLX
$292M
| $11.6M | 0.01% |
242,201
-12,537
| -5% | -$592K |
|
2265
Boyd Gaming
BYD
$6.47B
| $11.5M | 0.01% |
522,507
+133,947
| +34% | +$2.72M |
|
|
MBVT
2266
DELISTED
Merchants Bancshares Inc
MBVT
| $11.5M | 0.01% |
235,864
| – | – |
|
2267
Zillow
ZG
$7.79B
| $11.5M | 0.01% |
339,114
-30,383
| -8% | -$1.08M |
|
|
CHA
2268
DELISTED
China Telecom Corporation, LTD
CHA
| $11.5M | 0.01% |
235,581
| – | – |
|
2269
James River Group Holdings
JRVR
$207M
| $11.4M | 0.01% |
266,973
+69,274
| +35% | +$2.88M |
|
|
ENV
2270
DELISTED
ENVESTNET, INC.
ENV
| $11.4M | 0.01% |
354,266
-31,689
| -8% | -$1.15M |
|
2271
RELX
RELX
$63.9B
| $11.4M | 0.01% |
574,997
+333
| +0.1% | +$6.22K |
|
2272
Alkermes
ALKS
$8.39B
| $11.4M | 0.01% |
194,531
+2,891
| +2% | +$164K |
|
|
DLA
2273
DELISTED
Delta Apparel Inc.
DLA
| $11.4M | 0.01% |
645,251
-5,723
| -0.9% | -$105K |
|
2274
ENI
E
$80.5B
| $11.3M | 0.01% |
346,324
-6,281
| -2% | -$199K |
|
2275
Alto Ingredients
ALTO
$358M
| $11.3M | 0.01% |
1,645,060
+590,856
| +56% | +$4.5M |
|
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.