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 | |
|---|---|---|---|---|---|---|
|
INSY
2501
DELISTED
Insys Therapeutics, Inc.
INSY
| $5.99M | ﹤0.01% |
569,512
-3,152
| -0.6% | -$33.6K |
|
2502
AmeriServ Financial
ASRV
$76.3M
| $5.96M | ﹤0.01% |
1,587,867
-112
| -0% | -$426 |
|
|
RSYS
2503
DELISTED
Radisys Corp
RSYS
| $5.96M | ﹤0.01% |
1,488,774
+19,511
| +1% | +$80.5K |
|
2504
Nokia
NOK
$46.9B
| $5.95M | ﹤0.01% |
1,096,902
-46,790
| -4% | -$236K |
|
|
QHC
2505
DELISTED
Quorum Health Corporation
QHC
| $5.94M | ﹤0.01% |
1,092,288
+124,723
| +13% | +$1.02M |
|
|
SSI
2506
DELISTED
Stage Stores Inc
SSI
| $5.91M | ﹤0.01% |
2,281,553
+11,913
| +0.5% | +$32K |
|
|
HSKA
2507
DELISTED
Heska Corp
HSKA
| $5.85M | ﹤0.01% |
+55,756
| New | +$4.77M |
|
2508
Rogers Communications
RCI
$18.8B
| $5.85M | ﹤0.01% |
132,332
+1,983
| +2% | +$83.1K |
|
|
TTPH
2509
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
| $5.83M | ﹤0.01% |
31,715
+20,404
| +180% | +$2.29M |
|
2510
Bausch Health
BHC
$1.75B
| $5.82M | ﹤0.01% |
527,920
-48,714
| -8% | -$670K |
|
2511
Geospace Technologies
GEOS
$84M
| $5.81M | ﹤0.01% |
357,941
+23,618
| +7% | +$448K |
|
2512
Magnachip Semiconductor
MX
$110M
| $5.8M | ﹤0.01% |
607,785
+34,253
| +6% | +$270K |
|
2513
Alnylam Pharmaceuticals
ALNY
$38.3B
| $5.78M | ﹤0.01% |
112,778
+1,428
| +1% | +$66K |
|
|
CDR
2514
DELISTED
Cedar Realty Trust, Inc
CDR
| $5.78M | ﹤0.01% |
174,411
+9,989
| +6% | +$383K |
|
2515
Universal Logistics Holdings
ULH
$388M
| $5.74M | ﹤0.01% |
400,299
+5,490
| +1% | +$77.4K |
|
|
CAJ
2516
DELISTED
Canon, Inc.
CAJ
| $5.69M | ﹤0.01% |
181,850
+942
| +0.5% | +$27.9K |
|
|
NSM
2517
DELISTED
Nationstar Mortgage Holdings
NSM
| $5.68M | ﹤0.01% |
360,424
+199,131
| +123% | +$3.52M |
|
2518
PAR Technology
PAR
$716M
| $5.67M | ﹤0.01% |
791,221
+12,730
| +2% | +$82.2K |
|
2519
First Business Financial Services
FBIZ
$565M
| $5.67M | ﹤0.01% |
218,505
+16,463
| +8% | +$409K |
|
|
CBD
2520
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $5.67M | ﹤0.01% |
294,803
-113,871
| -28% | -$2.1M |
|
|
STRR
2521
DELISTED
Star Equity Holdings
STRR
| $5.66M | ﹤0.01% |
21,344
+40
| +0.2% | +$10.3K |
|
|
PAMT
2522
PAMT Corp
PAMT
$360M
| $5.63M | ﹤0.01% |
1,383,032
+35,284
| +3% | +$183K |
|
2523
Teekay
TK
$996M
| $5.62M | ﹤0.01% |
614,567
+12,881
| +2% | +$125K |
|
2524
Southern First Bancshares
SFST
$581M
| $5.62M | ﹤0.01% |
172,036
-5,898
| -3% | -$201K |
|
2525
Richardson Electronics
RELL
$244M
| $5.61M | ﹤0.01% |
931,569
-45,544
| -5% | -$278K |
|
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.