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 | |
|---|---|---|---|---|---|---|
2426
InterContinental Hotels
IHG
$23.8B
| $7.71M | ﹤0.01% |
143,400
-3,729
| -3% | -$193K |
|
2427
Jakks Pacific
JAKK
$303M
| $7.71M | ﹤0.01% |
140,182
-3,119
| -2% | -$166K |
|
|
RP
2428
DELISTED
RealPage, Inc.
RP
| $7.67M | ﹤0.01% |
219,894
+128,587
| +141% | +$4.2M |
|
2429
Frequency Electronics
FEIM
$569M
| $7.67M | ﹤0.01% |
697,062
+1,287
| +0.2% | +$14.1K |
|
2430
AstroNova
ALOT
$223M
| $7.66M | ﹤0.01% |
509,131
+1,842
| +0.4% | +$25.6K |
|
|
UBA
2431
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $7.64M | ﹤0.01% |
371,853
+29,098
| +8% | +$642K |
|
2432
Greif Class B
GEF.B
$4.13B
| $7.55M | ﹤0.01% |
115,648
+4,745
| +4% | +$319K |
|
2433
Green Brick Partners
GRBK
$3.09B
| $7.51M | ﹤0.01% |
754,642
+33,283
| +5% | +$320K |
|
2434
V2X
VVX
$2.7B
| $7.49M | ﹤0.01% |
335,234
+23,228
| +7% | +$533K |
|
2435
Brown-Forman Class A
BF.A
$13.7B
| $7.49M | ﹤0.01% |
198,849
+7,709
| +4% | +$293K |
|
|
ABCD
2436
DELISTED
Cambium Learning Group, Inc.
ABCD
| $7.47M | ﹤0.01% |
1,525,321
-103,135
| -6% | -$515K |
|
2437
TIM SA
TIMB
$9.1B
| $7.46M | ﹤0.01% |
467,018
-21,529
| -4% | -$323K |
|
2438
STMicroelectronics
STM
$43.1B
| $7.46M | ﹤0.01% |
482,255
| – | – |
|
|
TREC
2439
DELISTED
Trecora Resources
TREC
| $7.45M | ﹤0.01% |
671,410
+16,452
| +3% | +$202K |
|
|
EDGW
2440
DELISTED
Edgewater Technology Inc
EDGW
| $7.44M | ﹤0.01% |
998,985
+12,133
| +1% | +$86K |
|
|
ATCO
2441
DELISTED
Atlas Corp.
ATCO
| $7.43M | ﹤0.01% |
1,072,771
+900,606
| +523% | +$7.45M |
|
2442
Rocky Brands
RCKY
$368M
| $7.38M | ﹤0.01% |
638,933
| – | – |
|
2443
OneSpan
OSPN
$584M
| $7.37M | ﹤0.01% |
545,844
+26,915
| +5% | +$378K |
|
|
ARC
2444
DELISTED
ARC Document Solutions, Inc.
ARC
| $7.32M | ﹤0.01% |
2,122,625
+60,119
| +3% | +$270K |
|
2445
STRATTEC Security
STRT
$376M
| $7.3M | ﹤0.01% |
262,476
+600
| +0.2% | +$19.8K |
|
2446
Under Armour Class C
UA
$2.95B
| $7.28M | ﹤0.01% |
397,810
+8,435
| +2% | +$176K |
|
|
LUB
2447
DELISTED
Luby's Inc.
LUB
| $7.26M | ﹤0.01% |
2,335,653
-2,574
| -0.1% | -$9.26K |
|
|
GV
2448
DELISTED
Goldfield Corporation
GV
| $7.26M | ﹤0.01% |
1,262,835
+497,715
| +65% | +$3.24M |
|
2449
Donnelley Financial Solutions
DFIN
$1.28B
| $7.19M | ﹤0.01% |
372,826
+30,112
| +9% | +$678K |
|
2450
Nomura Holdings
NMR
$28.3B
| $7.18M | ﹤0.01% |
1,145,220
+14,263
| +1% | +$91.4K |
|
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.