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 | |
|---|---|---|---|---|---|---|
|
MN
2876
DELISTED
MANNING & NAPIER, INC.
MN
| $1.61M | ﹤0.01% |
282,525
+19,721
| +8% | +$130K |
|
|
STRR
2877
Star Equity Holdings
STRR
$40.1M
| $1.6M | ﹤0.01% |
126,955
-1,729
| -1% | -$21.1K |
|
|
CETV
2878
DELISTED
Central European Media Enterprises Ltd
CETV
| $1.6M | ﹤0.01% |
516,123
-15,061
| -3% | -$42.1K |
|
2879
BK Technologies
BKTI
$295M
| $1.59M | ﹤0.01% |
63,799
+429
| +0.7% | +$10.9K |
|
|
STKL
2880
DELISTED
SunOpta
STKL
| $1.59M | ﹤0.01% |
228,954
+21,190
| +10% | +$152K |
|
|
INFI
2881
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $1.59M | ﹤0.01% |
+491,667
| New | +$1.21M |
|
|
IMOS
2882
ChipMOS TECHNOLOGIES
IMOS
$1.59B
| $1.57M | ﹤0.01% |
+75,120
| New | +$1.41M |
|
|
ABTX
2883
DELISTED
Allegiance Bancshares
ABTX
| $1.57M | ﹤0.01% |
42,244
+36,214
| +601% | +$1.27M |
|
|
NCOM
2884
DELISTED
National Commerce Corporation
NCOM
| $1.55M | ﹤0.01% |
+42,468
| New | +$1.57M |
|
|
SQBG
2885
DELISTED
Sequential Brands Group, Inc.
SQBG
| $1.55M | ﹤0.01% |
9,968
| – | – |
|
2886
Colony Bankcorp
CBAN
$468M
| $1.53M | ﹤0.01% |
112,539
+5,740
| +5% | +$79.1K |
|
2887
Optical Cable Corp
OCC
$113M
| $1.53M | ﹤0.01% |
502,097
-3,600
| -0.7% | -$11.8K |
|
|
GVP
2888
DELISTED
GSE Systems, Inc.
GVP
| $1.52M | ﹤0.01% |
44,791
-48
| -0.1% | -$1.56K |
|
2889
RGC Resources
RGCO
$233M
| $1.52M | ﹤0.01% |
69,150
+559
| +0.8% | +$10.3K |
|
|
ITI
2890
DELISTED
Iteris, Inc.
ITI
| $1.49M | ﹤0.01% |
273,990
-94,559
| -26% | -$461K |
|
2891
Innoviva
INVA
$1.6B
| $1.48M | ﹤0.01% |
106,722
| – | – |
|
2892
Atlanta Braves Holdings Series A
BATRA
$3.51B
| $1.47M | ﹤0.01% |
61,496
-560
| -0.9% | -$12K |
|
|
ACBI
2893
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
| $1.46M | ﹤0.01% |
77,078
+66,361
| +619% | +$1.26M |
|
2894
Flanigan's Enterprises
BDL
$70.6M
| $1.45M | ﹤0.01% |
59,940
-600
| -1% | -$14.9K |
|
|
GOGL
2895
DELISTED
Golden Ocean Group
GOGL
| $1.45M | ﹤0.01% |
189,825
+51,269
| +37% | +$321K |
|
|
GEN
2896
DELISTED
Genesis Healthcare, Inc.
GEN
| $1.45M | ﹤0.01% |
548,604
-20,102
| -4% | -$72.2K |
|
2897
McCormick & Company Voting
MKC.V
$13.9B
| $1.44M | ﹤0.01% |
29,542
| – | – |
|
|
GST
2898
DELISTED
Gastar Exploration Inc.
GST
| $1.44M | ﹤0.01% |
933,149
-159,064
| -15% | -$262K |
|
2899
Northeast Bank
NBN
$1.04B
| $1.44M | ﹤0.01% |
94,160
+18,664
| +25% | +$264K |
|
|
NMRX
2900
DELISTED
Numerex Corp
NMRX
| $1.43M | ﹤0.01% |
299,340
-2,726
| -0.9% | -$15.4K |
|
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.