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 | |
|---|---|---|---|---|---|---|
2676
Transcat
TRNS
$760M
| $3.57M | ﹤0.01% |
280,753
-12,126
| -4% | -$141K |
|
2677
First United
FUNC
$289M
| $3.55M | ﹤0.01% |
244,713
+29,520
| +14% | +$425K |
|
|
MNI
2678
DELISTED
The McClatchy Company Class A Common Stock
MNI
| $3.54M | ﹤0.01% |
366,612
+2,843
| +0.8% | +$32.4K |
|
|
DGICB
2679
Donegal Group Class B
DGICB
$811M
| $3.54M | ﹤0.01% |
228,580
-300
| -0.1% | -$4.89K |
|
2680
Karyopharm Therapeutics
KPTI
$155M
| $3.54M | ﹤0.01% |
18,398
+994
| +6% | +$160K |
|
2681
Varex Imaging
VREX
$462M
| $3.53M | ﹤0.01% |
+105,033
| New | +$3.32M |
|
|
CYOU
2682
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $3.52M | ﹤0.01% |
125,590
+79,919
| +175% | +$2.11M |
|
|
VIA
2683
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
| $3.51M | ﹤0.01% |
43,990
| – | – |
|
2684
Citizens & Northern Corp
CZNC
$449M
| $3.51M | ﹤0.01% |
150,830
+34,976
| +30% | +$847K |
|
|
AUTO
2685
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $3.51M | ﹤0.01% |
279,875
+1,680
| +0.6% | +$22K |
|
|
PVG
2686
DELISTED
PRETIUM RESOURCES INC.
PVG
| $3.48M | ﹤0.01% |
325,217
| – | – |
|
|
JMBA
2687
DELISTED
Jamba, Inc.
JMBA
| $3.47M | ﹤0.01% |
383,411
-81,835
| -18% | -$786K |
|
2688
Colliers International
CIGI
$5.17B
| $3.46M | ﹤0.01% |
73,251
+12,913
| +21% | +$551K |
|
2689
Nature's Sunshine
NATR
$362M
| $3.46M | ﹤0.01% |
345,465
+13,799
| +4% | +$161K |
|
2690
CAE Inc. Common Shares
CAE
$8.44B
| $3.4M | ﹤0.01% |
222,215
+36,655
| +20% | +$537K |
|
2691
RB Global
RBA
$21.5B
| $3.4M | ﹤0.01% |
103,194
+1,515
| +1% | +$49.1K |
|
2692
Rigel Pharmaceuticals
RIGL
$723M
| $3.39M | ﹤0.01% |
102,310
-16,534
| -14% | -$421K |
|
|
BKI
2693
DELISTED
Black Knight, Inc. Common Stock
BKI
| $3.38M | ﹤0.01% |
88,305
+38,434
| +77% | +$1.45M |
|
2694
Boot Barn
BOOT
$4.58B
| $3.37M | ﹤0.01% |
341,122
+171,147
| +101% | +$1.85M |
|
2695
Shake Shack
SHAK
$2.54B
| $3.37M | ﹤0.01% |
100,842
+3,287
| +3% | +$114K |
|
|
STCN
2696
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $3.37M | ﹤0.01% |
200,473
-19,857
| -9% | -$323K |
|
2697
GoPro
GPRO
$120M
| $3.35M | ﹤0.01% |
384,639
-15,669
| -4% | -$142K |
|
2698
Nordic American Tanker
NAT
$1.36B
| $3.34M | ﹤0.01% |
411,620
| – | – |
|
|
CMCM
2699
Cheetah Mobile
CMCM
$87.2M
| $3.33M | ﹤0.01% |
61,996
+39,729
| +178% | +$2.06M |
|
|
SWIR
2700
DELISTED
Sierra Wireless
SWIR
| $3.32M | ﹤0.01% |
125,148
+28,890
| +30% | +$666K |
|
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.