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 | |
|---|---|---|---|---|---|---|
2551
Acacia Research
ACTG
$437M
| $5.18M | ﹤0.01% |
900,517
+68,880
| +8% | +$402K |
|
2552
Destination XL Group
DXLG
$32.9M
| $5.16M | ﹤0.01% |
1,811,060
+3,016
| +0.2% | +$9.3K |
|
|
ACH
2553
DELISTED
Alum Corp of China Ltd
ACH
| $5.15M | ﹤0.01% |
424,951
-36,966
| -8% | -$460K |
|
|
CNCE
2554
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $5.15M | ﹤0.01% |
301,940
-7,421
| -2% | -$89K |
|
2555
PTC Therapeutics
PTCT
$6.18B
| $5.14M | ﹤0.01% |
522,626
+210,166
| +67% | +$2.54M |
|
|
USAK
2556
DELISTED
USA Truck Inc
USAK
| $5.14M | ﹤0.01% |
699,726
-10,949
| -2% | -$96.7K |
|
|
OMCC
2557
DELISTED
Old Market Capital Corp
OMCC
| $5.13M | ﹤0.01% |
482,943
+299,107
| +163% | +$3.29M |
|
2558
Globant
GLOB
$1.65B
| $5.13M | ﹤0.01% |
140,933
| – | – |
|
2559
El Pollo Loco
LOCO
$503M
| $5.11M | ﹤0.01% |
427,955
+208,537
| +95% | +$2.56M |
|
2560
Monarch Casino & Resort
MCRI
$2.2B
| $5.11M | ﹤0.01% |
172,903
| – | – |
|
|
MR
2561
DELISTED
Montage Resources Corporation Common Stock
MR
| $5.1M | ﹤0.01% |
133,934
+25,929
| +24% | +$944K |
|
|
AMRB
2562
DELISTED
American River Bankshares
AMRB
| $5.1M | ﹤0.01% |
344,029
+14,855
| +5% | +$224K |
|
|
STAY
2563
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $5.09M | ﹤0.01% |
319,589
+80,950
| +34% | +$1.34M |
|
|
TIER
2564
DELISTED
TIER REIT, Inc.
TIER
| $5.09M | ﹤0.01% |
293,134
+160,166
| +120% | +$2.86M |
|
|
ORAN
2565
DELISTED
Orange
ORAN
| $5.09M | ﹤0.01% |
327,351
| – | – |
|
2566
Beazer Homes USA
BZH
$888M
| $5.08M | ﹤0.01% |
419,250
+8,080
| +2% | +$104K |
|
2567
Corcept Therapeutics
CORT
$9.98B
| $5.07M | ﹤0.01% |
462,888
+358,885
| +345% | +$3.15M |
|
|
NWY
2568
DELISTED
New York & Co Inc
NWY
| $5.05M | ﹤0.01% |
2,590,508
+52,817
| +2% | +$116K |
|
|
NOAH
2569
Noah Holdings
NOAH
$590M
| $5.02M | ﹤0.01% |
197,835
+121,365
| +159% | +$3.04M |
|
|
ELP
2570
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $5M | ﹤0.01% |
1,214,213
-500
| -0% | -$2.07K |
|
2571
Pembina Pipeline
PBA
$29.3B
| $5M | ﹤0.01% |
157,625
+49,720
| +46% | +$1.58M |
|
2572
RCM Technologies
RCMT
$202M
| $4.99M | ﹤0.01% |
1,048,107
| – | – |
|
2573
Liberty Media Series A
FWONA
$23.4B
| $4.97M | ﹤0.01% |
158,782
-3,299
| -2% | -$98.9K |
|
|
KEYW
2574
DELISTED
The KEYW Holding Corporation
KEYW
| $4.95M | ﹤0.01% |
524,517
+225,105
| +75% | +$2.32M |
|
|
PWOD
2575
DELISTED
Penns Woods Bancorp
PWOD
| $4.94M | ﹤0.01% |
170,489
| – | – |
|
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.