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 | |
|---|---|---|---|---|---|---|
2451
Alico
ALCO
$280M
| $7.16M | ﹤0.01% |
271,287
+2,443
| +0.9% | +$64.4K |
|
2452
Neurocrine Biosciences
NBIX
$18.2B
| $7.16M | ﹤0.01% |
165,415
-538
| -0.3% | -$23.1K |
|
2453
Eastern Company
EML
$145M
| $7.14M | ﹤0.01% |
333,628
| – | – |
|
2454
Gencor Industries
GENC
$212M
| $7.13M | ﹤0.01% |
477,231
+42,511
| +10% | +$636K |
|
|
TESS
2455
DELISTED
Tessco Technologies Inc
TESS
| $7.11M | ﹤0.01% |
452,817
+5,128
| +1% | +$72.5K |
|
2456
The RMR Group
RMR
$335M
| $7.05M | ﹤0.01% |
142,451
+29,980
| +27% | +$1.43M |
|
|
KYO
2457
DELISTED
Kyocera Adr
KYO
| $7.03M | ﹤0.01% |
125,311
-6,883
| -5% | -$372K |
|
|
GOOD
2458
Gladstone Commercial Corp
GOOD
$623M
| $6.94M | ﹤0.01% |
335,570
+5,298
| +2% | +$106K |
|
2459
PennyMac Financial
PFSI
$4.47B
| $6.9M | ﹤0.01% |
404,802
+95,626
| +31% | +$1.66M |
|
|
RYZ
2460
Ryerson Holding Corp
RYZ
$1.49B
| $6.9M | ﹤0.01% |
547,671
+52,109
| +11% | +$592K |
|
2461
Xencor
XNCR
$1.45B
| $6.86M | ﹤0.01% |
286,894
+104,638
| +57% | +$2.52M |
|
2462
Ionis Pharmaceuticals
IONS
$8.93B
| $6.85M | ﹤0.01% |
170,316
+72,975
| +75% | +$3.28M |
|
|
GNC
2463
DELISTED
GNC Holdings, Inc.
GNC
| $6.83M | ﹤0.01% |
928,213
+71,683
| +8% | +$617K |
|
2464
Acadia Pharmaceuticals
ACAD
$4.51B
| $6.83M | ﹤0.01% |
198,620
+190,981
| +2,500% | +$6.74M |
|
2465
Caesars Entertainment
CZR
$6.06B
| $6.77M | ﹤0.01% |
357,950
-85,179
| -19% | -$1.44M |
|
2466
Hilton Grand Vacations
HGV
$4.04B
| $6.75M | ﹤0.01% |
+235,632
| New | +$6.72M |
|
|
CNBKA
2467
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $6.74M | ﹤0.01% |
110,882
+2,910
| +3% | +$179K |
|
2468
Independence Realty Trust
IRT
$3.98B
| $6.74M | ﹤0.01% |
719,618
+316,318
| +78% | +$2.89M |
|
2469
AdvanSix
ASIX
$542M
| $6.74M | ﹤0.01% |
246,631
+193,661
| +366% | +$5.02M |
|
|
HWCC
2470
DELISTED
Houston Wire & Cable Company
HWCC
| $6.67M | ﹤0.01% |
987,879
+18,110
| +2% | +$125K |
|
|
CMRX
2471
DELISTED
Chimerix, Inc.
CMRX
| $6.66M | ﹤0.01% |
1,043,336
+557,927
| +115% | +$3.16M |
|
2472
Key Tronic
KTCC
$42.8M
| $6.64M | ﹤0.01% |
905,027
| – | – |
|
|
TPHS
2473
DELISTED
Trinity Place Holdings Inc.com
TPHS
| $6.64M | ﹤0.01% |
907,823
-115,027
| -11% | -$929K |
|
|
CLCT
2474
DELISTED
Collectors Universe
CLCT
| $6.57M | ﹤0.01% |
251,841
+15,524
| +7% | +$356K |
|
2475
Consolidated Water Co
CWCO
$472M
| $6.57M | ﹤0.01% |
564,148
| – | – |
|
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.