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 | |
|---|---|---|---|---|---|---|
2351
First Bancorp
FNLC
$401M
| $9.26M | ﹤0.01% |
339,658
+20,760
| +7% | +$574K |
|
2352
DexCom
DXCM
$29B
| $9.25M | ﹤0.01% |
436,612
-4,556
| -1% | -$88.9K |
|
2353
Urban One Class D
UONEK
$22.4M
| $9.21M | ﹤0.01% |
279,118
-21,804
| -7% | -$626K |
|
|
DALN
2354
DELISTED
DallasNews
DALN
| $9.19M | ﹤0.01% |
373,686
+8,076
| +2% | +$204K |
|
2355
Napco Security Technologies
NSSC
$1.3B
| $9.17M | ﹤0.01% |
1,798,564
-17,928
| -1% | -$83.4K |
|
|
DOOR
2356
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $9.15M | ﹤0.01% |
115,475
+96,723
| +516% | +$7.01M |
|
|
IIP
2357
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $9.12M | ﹤0.01% |
2,452,370
-277,315
| -10% | -$1.03M |
|
|
LGTY
2358
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $9.12M | ﹤0.01% |
887,195
+23,792
| +3% | +$246K |
|
2359
Lennar Class B
LEN.B
$19.9B
| $9.09M | ﹤0.01% |
233,270
+590
| +0.3% | +$21K |
|
|
HIL
2360
DELISTED
Hill International, Inc. Common Stock
HIL
| $9.08M | ﹤0.01% |
2,187,444
+96,635
| +5% | +$481K |
|
2361
Compañía de Cervecerías Unidas
CCU
$2.14B
| $9.03M | ﹤0.01% |
357,391
+19
| +0% | +$438 |
|
|
SFS
2362
DELISTED
Smart & Final Stores, Inc.
SFS
| $9.01M | ﹤0.01% |
744,546
+301,959
| +68% | +$4.12M |
|
|
FPO
2363
DELISTED
First Potomac Realty Trust
FPO
| $8.98M | ﹤0.01% |
873,621
+47,682
| +6% | +$490K |
|
|
FBNK
2364
DELISTED
First Connecticut Bancorp, Inc
FBNK
| $8.93M | ﹤0.01% |
359,878
+19,589
| +6% | +$457K |
|
|
PRMW
2365
DELISTED
Primo Water Corporation
PRMW
| $8.91M | ﹤0.01% |
656,057
+87,018
| +15% | +$1.2M |
|
2366
Oppenheimer Holdings
OPY
$1.18B
| $8.89M | ﹤0.01% |
519,691
+31,295
| +6% | +$541K |
|
|
SYNT
2367
DELISTED
Syntel Inc
SYNT
| $8.86M | ﹤0.01% |
526,397
+20,349
| +4% | +$395K |
|
2368
ASE Group
ASX
$68.3B
| $8.82M | ﹤0.01% |
1,360,040
-62,930
| -4% | -$375K |
|
2369
ANI Pharmaceuticals
ANIP
$1.86B
| $8.79M | ﹤0.01% |
177,525
+86,011
| +94% | +$4.83M |
|
|
BT
2370
DELISTED
BT Group plc (ADR)
BT
| $8.75M | ﹤0.01% |
435,486
-1,895
| -0.4% | -$39.7K |
|
|
MCF
2371
DELISTED
Contango Oil & Gas Co.
MCF
| $8.74M | ﹤0.01% |
1,194,431
-12,625
| -1% | -$99.1K |
|
2372
Biglari Holdings Class B
BH
$1.2B
| $8.74M | ﹤0.01% |
30,347
+5,358
| +21% | +$1.57M |
|
|
TBRG
2373
DELISTED
TruBridge
TBRG
| $8.72M | ﹤0.01% |
311,302
-873
| -0.3% | -$21.9K |
|
|
EMKR
2374
DELISTED
Emcore Corp
EMKR
| $8.69M | ﹤0.01% |
96,527
-112
| -0.1% | -$10.2K |
|
2375
Riverview Bancorp
RVSB
$107M
| $8.67M | ﹤0.01% |
1,212,884
+36,196
| +3% | +$274K |
|
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.