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 | |
|---|---|---|---|---|---|---|
|
PDS
2751
Precision Drilling
PDS
$940M
| $2.82M | ﹤0.01% |
29,918
+130
| +0.4% | +$13.6K |
|
2752
BCE
BCE
$20.8B
| $2.81M | ﹤0.01% |
63,516
+1,411
| +2% | +$62.2K |
|
2753
Lands' End
LE
$378M
| $2.81M | ﹤0.01% |
130,775
-5,035
| -4% | -$88.9K |
|
2754
Comp X International
CIX
$352M
| $2.78M | ﹤0.01% |
180,957
-900
| -0.5% | -$12.8K |
|
|
AFH
2755
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
| $2.78M | ﹤0.01% |
203,514
+27,961
| +16% | +$431K |
|
|
KTEC
2756
DELISTED
Key Technology Inc
KTEC
| $2.78M | ﹤0.01% |
209,514
-392
| -0.2% | -$5.01K |
|
|
FAC
2757
DELISTED
First Acceptance Corp.
FAC
| $2.76M | ﹤0.01% |
2,045,075
-29,800
| -1% | -$40.5K |
|
2758
Champion Homes
SKY
$4.41B
| $2.76M | ﹤0.01% |
292,623
+14,978
| +5% | +$165K |
|
2759
Moog Inc Class B
MOG.B
$12.7B
| $2.75M | ﹤0.01% |
40,828
-126
| -0.3% | -$8.34K |
|
|
UBFO
2760
DELISTED
United Security Bancshares
UBFO
| $2.73M | ﹤0.01% |
378,418
+4,522
| +1% | +$34.6K |
|
|
TERP
2761
DELISTED
TerraForm Power, Inc
TERP
| $2.73M | ﹤0.01% |
220,699
| – | – |
|
|
MNDT
2762
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $2.72M | ﹤0.01% |
215,520
+9,634
| +5% | +$115K |
|
2763
Grupo Aval
AVAL
$5.82B
| $2.72M | ﹤0.01% |
332,639
-4,651
| -1% | -$37.5K |
|
2764
Primis Financial Corp
FRST
$399M
| $2.71M | ﹤0.01% |
160,136
+20,156
| +14% | +$333K |
|
|
CVLY
2765
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $2.69M | ﹤0.01% |
120,005
+9,631
| +9% | +$220K |
|
|
SENEB
2766
Seneca Foods Class B
SENEB
$1.16B
| $2.68M | ﹤0.01% |
71,507
-600
| -0.8% | -$24.4K |
|
2767
Travelzoo
TZOO
$76.7M
| $2.66M | ﹤0.01% |
275,552
| – | – |
|
|
NAME
2768
DELISTED
Rightside Group, Ltd.
NAME
| $2.66M | ﹤0.01% |
267,821
+20,045
| +8% | +$174K |
|
2769
Stantec
STN
$8.17B
| $2.65M | ﹤0.01% |
102,219
+5,114
| +5% | +$134K |
|
2770
Aviat Networks
AVNW
$253M
| $2.65M | ﹤0.01% |
360,414
-18,672
| -5% | -$133K |
|
2771
Angi Inc
ANGI
$247M
| $2.64M | ﹤0.01% |
46,263
+16,412
| +55% | +$1.04M |
|
|
LKM
2772
DELISTED
Link Motion Inc.
LKM
| $2.63M | ﹤0.01% |
632,530
+337,111
| +114% | +$1.27M |
|
|
GFED
2773
DELISTED
Guaranty Federal Bancshares In
GFED
| $2.6M | ﹤0.01% |
133,413
+702
| +0.5% | +$14.2K |
|
2774
Universal Technical Institute
UTI
$2.26B
| $2.6M | ﹤0.01% |
753,977
+58,486
| +8% | +$198K |
|
|
SHI
2775
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
| $2.6M | ﹤0.01% |
46,569
+400
| +0.9% | +$23.9K |
|
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.