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 | |
|---|---|---|---|---|---|---|
1476
Titan International
TWI
$471M
| $38.4M | 0.02% |
3,713,774
+432,707
| +13% | +$5.13M |
|
1477
Zumiez
ZUMZ
$330M
| $38.4M | 0.02% |
2,097,470
+274,546
| +15% | +$5.38M |
|
1478
Zebra Technologies
ZBRA
$13.9B
| $38.4M | 0.02% |
420,472
+39,589
| +10% | +$3.43M |
|
1479
Western Union
WU
$2.03B
| $38.3M | 0.02% |
1,884,143
+24,313
| +1% | +$496K |
|
|
CERN
1480
DELISTED
Cerner Corp
CERN
| $38.2M | 0.02% |
649,388
+9,659
| +2% | +$522K |
|
|
POT
1481
DELISTED
Potash Corp Of Saskatchewan
POT
| $38.2M | 0.02% |
2,235,025
+849,375
| +61% | +$15.4M |
|
|
OME
1482
DELISTED
Omega Protein
OME
| $38M | 0.02% |
1,896,145
+6,497
| +0.3% | +$151K |
|
1483
Carriage Services
CSV
$635M
| $37.9M | 0.02% |
1,398,573
+5,479
| +0.4% | +$147K |
|
|
ACET
1484
DELISTED
Aceto Corp
ACET
| $37.9M | 0.02% |
2,396,238
+218,781
| +10% | +$3.73M |
|
1485
Central Garden & Pet Co
CENT
$2.7B
| $37.8M | 0.02% |
1,274,246
+32,748
| +3% | +$904K |
|
1486
Unilever
UL
$137B
| $37.8M | 0.02% |
680,492
+9,198
| +1% | +$465K |
|
1487
Enterprise Financial Services Corp
EFSC
$2.4B
| $37.8M | 0.02% |
890,344
+49,557
| +6% | +$2.1M |
|
|
SNI
1488
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $37.7M | 0.02% |
481,249
+3,814
| +0.8% | +$295K |
|
1489
Howard Hughes
HHH
$3.84B
| $37.7M | 0.02% |
337,355
+4,316
| +1% | +$465K |
|
1490
TriCo Bancshares
TCBK
$1.85B
| $37.7M | 0.02% |
1,060,054
+57,076
| +6% | +$2.03M |
|
|
CLR
1491
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $37.7M | 0.02% |
829,208
-9,516
| -1% | -$448K |
|
|
CVGW
1492
DELISTED
Calavo Growers
CVGW
| $37.6M | 0.02% |
620,909
+3,291
| +0.5% | +$190K |
|
|
AFSI
1493
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $37.6M | 0.02% |
2,037,464
+215,905
| +12% | +$5.26M |
|
1494
Barnes & Noble Education
BNED
$430M
| $37.6M | 0.02% |
39,169
+60
| +0.2% | +$61.1K |
|
|
PFC
1495
DELISTED
Premier Financial Corp. Common Stock
PFC
| $37.6M | 0.02% |
1,517,174
-47,064
| -3% | -$1.16M |
|
1496
Westamerica Bancorp
WABC
$1.38B
| $37.5M | 0.02% |
672,331
-5,166
| -0.8% | -$297K |
|
1497
Strategy Inc
MSTR
$34B
| $37.5M | 0.02% |
1,997,620
+40,910
| +2% | +$793K |
|
|
ORBC
1498
DELISTED
ORBCOMM, Inc.
ORBC
| $37.4M | 0.02% |
3,918,741
-349,176
| -8% | -$3M |
|
1499
OraSure Technologies
OSUR
$270M
| $37.4M | 0.02% |
2,890,048
+395,374
| +16% | +$4.09M |
|
1500
Heritage Financial
HFWA
$1.21B
| $37.3M | 0.02% |
1,508,816
+103,521
| +7% | +$2.59M |
|
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.