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 | |
|---|---|---|---|---|---|---|
|
AGR
2301
DELISTED
Avangrid, Inc.
AGR
| $10.7M | 0.01% |
249,450
+4,661
| +2% | +$190K |
|
2302
DigitalBridge
DBRG
$2.93B
| $10.7M | 0.01% |
206,270
-293,214
| -59% | -$16.5M |
|
|
PFBI
2303
DELISTED
Premier Financial Bancorp
PFBI
| $10.6M | 0.01% |
631,080
+22,672
| +4% | +$346K |
|
2304
Weyerhaeuser
WY
$16.9B
| $10.6M | 0.01% |
311,332
+8,370
| +3% | +$272K |
|
|
SOHU
2305
Sohu.com
SOHU
$359M
| $10.6M | 0.01% |
268,275
+225,246
| +523% | +$9.03M |
|
|
CTO
2306
CTO Realty Growth
CTO
$820M
| $10.5M | 0.01% |
721,552
+37,768
| +6% | +$551K |
|
|
CSR
2307
Centerspace
CSR
$941M
| $10.5M | 0.01% |
176,630
+7,298
| +4% | +$469K |
|
|
AMNB
2308
DELISTED
American National Bankshares Inc
AMNB
| $10.4M | 0.01% |
279,271
+12,687
| +5% | +$456K |
|
|
IVAC
2309
DELISTED
Intevac Inc
IVAC
| $10.4M | 0.01% |
831,656
-9,311
| -1% | -$94.6K |
|
|
NVEE
2310
DELISTED
NV5 Global
NVEE
| $10.4M | 0.01% |
1,103,716
+195,608
| +22% | +$1.85M |
|
2311
Vicor
VICR
$9.42B
| $10.3M | ﹤0.01% |
640,415
-11,879
| -2% | -$183K |
|
|
SJR
2312
DELISTED
Shaw Communications Inc.
SJR
| $10.3M | ﹤0.01% |
496,574
-7,259
| -1% | -$152K |
|
|
BBOX
2313
DELISTED
Black Box Corp
BBOX
| $10.3M | ﹤0.01% |
1,147,284
+13,325
| +1% | +$144K |
|
2314
Logitech
LOGI
$14.6B
| $10.2M | ﹤0.01% |
321,567
+13,004
| +4% | +$374K |
|
2315
Travere Therapeutics
TVTX
$5.33B
| $10.2M | ﹤0.01% |
553,702
+193,432
| +54% | +$3.78M |
|
|
ISLE
2316
DELISTED
Isle of Capri Casinos Inc
ISLE
| $10.2M | ﹤0.01% |
387,224
| – | – |
|
|
JKS
2317
JinkoSolar
JKS
$777M
| $10.2M | ﹤0.01% |
613,191
+392,524
| +178% | +$6.22M |
|
|
TEF
2318
DELISTED
Telefonica
TEF
| $10.1M | ﹤0.01% |
1,119,959
-7,321
| -0.6% | -$60.3K |
|
|
CWEN.A
2319
DELISTED
Clearway Energy Class A
CWEN.A
| $10.1M | ﹤0.01% |
578,292
+35,310
| +7% | +$579K |
|
2320
Kopin
KOPN
$663M
| $10M | ﹤0.01% |
2,448,570
-48,400
| -2% | -$171K |
|
|
LAYN
2321
DELISTED
Layne Christensen Co
LAYN
| $10M | ﹤0.01% |
1,135,219
+96,511
| +9% | +$948K |
|
|
BHBK
2322
DELISTED
Blue Hills Bancorp, Inc.
BHBK
| $10M | ﹤0.01% |
561,135
+76,911
| +16% | +$1.4M |
|
|
PBPB
2323
DELISTED
Potbelly
PBPB
| $10M | ﹤0.01% |
720,117
+180,515
| +33% | +$2.37M |
|
|
SSNI
2324
DELISTED
Silver Spring Networks, Inc.
SSNI
| $10M | ﹤0.01% |
886,065
+112,428
| +15% | +$1.38M |
|
2325
Southern Copper
SCCO
$145B
| $10M | ﹤0.01% |
300,612
-4,984
| -2% | -$169K |
|
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.