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 | |
|---|---|---|---|---|---|---|
2276
PLDT
PHI
$4.26B
| $11.2M | 0.01% |
349,577
+32,114
| +10% | +$960K |
|
|
NSR
2277
DELISTED
Neustar Inc
NSR
| $11.2M | 0.01% |
338,448
-36,095
| -10% | -$1.2M |
|
|
BFS
2278
Saul Centers
BFS
$850M
| $11.2M | 0.01% |
181,732
+4,844
| +3% | +$309K |
|
|
TNAV
2279
DELISTED
Telenav Inc.
TNAV
| $11.2M | 0.01% |
1,289,380
-3,532
| -0.3% | -$29.7K |
|
2280
Phibro Animal Health
PAHC
$1.48B
| $11.1M | 0.01% |
396,007
+43,260
| +12% | +$1.22M |
|
2281
Citizens
CIA
$246M
| $11.1M | 0.01% |
1,493,423
-7,933
| -0.5% | -$70.5K |
|
2282
Liberty Media Series C
FWONK
$25.1B
| $11M | 0.01% |
332,247
-303
| -0.1% | -$9.34K |
|
2283
SAP
SAP
$209B
| $10.9M | 0.01% |
111,506
+1,146
| +1% | +$106K |
|
2284
Ericsson
ERIC
$32.1B
| $10.9M | 0.01% |
1,648,400
-67,882
| -4% | -$419K |
|
|
HOS
2285
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $10.9M | 0.01% |
2,469,847
-2,853
| -0.1% | -$16.3K |
|
2286
Dime Commercial Bancshares
DCOM
$1.8B
| $10.9M | 0.01% |
310,820
+56,723
| +22% | +$2.03M |
|
2287
Weyco Group
WEYS
$377M
| $10.9M | 0.01% |
387,414
+14,509
| +4% | +$408K |
|
|
PNK
2288
DELISTED
Pinnacle Entertainment Inc.
PNK
| $10.9M | 0.01% |
556,055
-11,692
| -2% | -$193K |
|
|
SHPG
2289
DELISTED
Shire pic
SHPG
| $10.8M | 0.01% |
62,275
-1,705
| -3% | -$298K |
|
|
UHT
2290
Universal Health Realty Income Trust
UHT
$608M
| $10.8M | 0.01% |
168,109
+8,775
| +6% | +$555K |
|
2291
Stratasys
SSYS
$697M
| $10.8M | 0.01% |
528,544
+209,886
| +66% | +$4.15M |
|
|
SNR
2292
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $10.8M | 0.01% |
1,060,801
+44,106
| +4% | +$448K |
|
|
PINC
2293
DELISTED
Premier
PINC
| $10.8M | 0.01% |
338,442
+82,303
| +32% | +$2.59M |
|
2294
Advanced Drainage Systems
WMS
$10.5B
| $10.8M | 0.01% |
491,677
-94
| -0% | -$2.13K |
|
|
PCTI
2295
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $10.8M | 0.01% |
1,511,434
-1,900
| -0.1% | -$10.8K |
|
|
LGF.A
2296
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $10.7M | 0.01% |
404,282
+185,136
| +84% | +$5.05M |
|
|
PHX
2297
DELISTED
PHX Minerals
PHX
| $10.7M | 0.01% |
558,102
-7,256
| -1% | -$149K |
|
2298
Methanex
MEOH
$4.27B
| $10.7M | 0.01% |
228,016
| – | – |
|
|
EOCC
2299
DELISTED
Enel Generacion Chile S.A.
EOCC
| $10.7M | 0.01% |
480,655
-1,429
| -0.3% | -$29.2K |
|
|
CLDT
2300
Chatham Lodging
CLDT
$622M
| $10.7M | 0.01% |
541,197
+73,619
| +16% | +$1.48M |
|
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.