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 | |
|---|---|---|---|---|---|---|
1926
Jazz Pharmaceuticals
JAZZ
$16.2B
| $22.4M | 0.01% |
154,195
+6,684
| +5% | +$871K |
|
1927
Mistras Group
MG
$483M
| $22.3M | 0.01% |
1,041,824
+16,755
| +2% | +$380K |
|
|
DSPG
1928
DELISTED
DSP Group Inc
DSPG
| $22.3M | 0.01% |
1,855,249
-2,900
| -0.2% | -$32.2K |
|
|
WPG
1929
DELISTED
Washington Prime Group Inc.
WPG
| $22.2M | 0.01% |
283,649
+6,659
| +2% | +$558K |
|
1930
WPP
WPP
$4.41B
| $22.1M | 0.01% |
201,709
-4,641
| -2% | -$521K |
|
|
TDAY
1931
USA Today Co
TDAY
$1.28B
| $22.1M | 0.01% |
1,552,046
+335,190
| +28% | +$5.11M |
|
1932
Bruker
BRKR
$9.79B
| $22M | 0.01% |
944,553
+66,344
| +8% | +$1.56M |
|
|
DNR
1933
DELISTED
Denbury Resources, Inc.
DNR
| $22M | 0.01% |
8,529,233
+5,067,230
| +146% | +$15.7M |
|
|
TESO
1934
DELISTED
Tesco Corp
TESO
| $22M | 0.01% |
2,729,879
+105,965
| +4% | +$899K |
|
1935
VeriSign
VRSN
$25.9B
| $22M | 0.01% |
251,995
+1,942
| +0.8% | +$161K |
|
|
NUTR
1936
DELISTED
Nutraceutical International Co
NUTR
| $21.8M | 0.01% |
701,373
+26,935
| +4% | +$913K |
|
1937
Astronics
ATRO
$3.38B
| $21.8M | 0.01% |
947,897
+64,865
| +7% | +$1.53M |
|
1938
PTC
PTC
$15.7B
| $21.7M | 0.01% |
413,779
-13,089
| -3% | -$692K |
|
1939
SBA Communications
SBAC
$19.3B
| $21.7M | 0.01% |
180,612
-78,348
| -30% | -$8.65M |
|
|
OMN
1940
DELISTED
OMNOVA Solutions Inc.
OMN
| $21.7M | 0.01% |
2,194,139
-114,029
| -5% | -$1.05M |
|
|
DNB
1941
DELISTED
Dun & Bradstreet
DNB
| $21.7M | 0.01% |
200,960
+7,143
| +4% | +$809K |
|
|
GOV
1942
DELISTED
Government Properties Income Trust
GOV
| $21.7M | 0.01% |
1,036,256
+30,660
| +3% | +$611K |
|
1943
Wynn Resorts
WYNN
$10.5B
| $21.7M | 0.01% |
188,926
+8,774
| +5% | +$875K |
|
1944
OneMain Financial
OMF
$7.32B
| $21.6M | 0.01% |
867,924
+67,625
| +8% | +$1.7M |
|
1945
CEVA Inc
CEVA
$916M
| $21.5M | 0.01% |
606,878
-8,599
| -1% | -$297K |
|
|
LMOS
1946
DELISTED
Lumos Networks Corp
LMOS
| $21.5M | 0.01% |
1,215,549
+33,312
| +3% | +$555K |
|
|
CTWS
1947
DELISTED
Connecticut Water Service Inc
CTWS
| $21.4M | 0.01% |
403,585
+17,040
| +4% | +$922K |
|
1948
Saga Communications
SGA
$57.4M
| $21.4M | 0.01% |
419,995
-1,175
| -0.3% | -$58.9K |
|
1949
Gartner
IT
$10.2B
| $21.4M | 0.01% |
198,368
+5,272
| +3% | +$543K |
|
1950
Culp Inc
CULP
$44.8M
| $21.4M | 0.01% |
686,267
+19,168
| +3% | +$632K |
|
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.