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 | |
|---|---|---|---|---|---|---|
2001
Tootsie Roll Industries
TR
$2.96B
| $19.9M | 0.01% |
696,042
+3,457
| +0.5% | +$99.2K |
|
2002
Extreme Networks
EXTR
$3.9B
| $19.9M | 0.01% |
2,649,429
+618,989
| +30% | +$3.71M |
|
2003
AES
AES
$10.6B
| $19.9M | 0.01% |
1,776,925
+16,442
| +0.9% | +$188K |
|
|
SIGM
2004
DELISTED
Sigma Designs Inc
SIGM
| $19.9M | 0.01% |
3,177,460
+60,664
| +2% | +$374K |
|
2005
Braskem
BAK
$960M
| $19.8M | 0.01% |
975,273
-28,629
| -3% | -$603K |
|
|
CSS
2006
DELISTED
CSS Industries, Inc.
CSS
| $19.8M | 0.01% |
763,315
-16,138
| -2% | -$409K |
|
|
VIVO
2007
DELISTED
Meridian Bioscience Inc
VIVO
| $19.7M | 0.01% |
1,427,828
+29,755
| +2% | +$416K |
|
2008
SiriusXM
SIRI
$10.4B
| $19.7M | 0.01% |
382,118
-4,518
| -1% | -$222K |
|
|
EXAC
2009
DELISTED
Exactech Inc
EXAC
| $19.7M | 0.01% |
780,446
+28,696
| +4% | +$739K |
|
|
BELFB
2010
Bel Fuse Inc Class B
BELFB
$3.6B
| $19.6M | 0.01% |
766,103
+6,856
| +0.9% | +$196K |
|
2011
Western New England Bancorp
WNEB
$262M
| $19.5M | 0.01% |
1,861,104
-7,000
| -0.4% | -$68.9K |
|
|
SHLO
2012
DELISTED
Shiloh Industries Inc
SHLO
| $19.5M | 0.01% |
1,430,465
+65,862
| +5% | +$824K |
|
|
CSBK
2013
DELISTED
Clifton Bancorp Inc.
CSBK
| $19.5M | 0.01% |
1,203,843
+71,749
| +6% | +$1.16M |
|
|
LEXEA
2014
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
| $19.5M | 0.01% |
428,425
-152,321
| -26% | -$6.7M |
|
|
GXP
2015
DELISTED
Great Plains Energy Incorporated
GXP
| $19.4M | 0.01% |
664,720
+11,249
| +2% | +$316K |
|
|
CUK
2016
DELISTED
Carnival PLC
CUK
| $19.3M | 0.01% |
334,082
-43,190
| -11% | -$2.37M |
|
|
PRAH
2017
DELISTED
PRA Health Sciences, Inc.
PRAH
| $19.3M | 0.01% |
295,974
+113,074
| +62% | +$6.66M |
|
|
ELLI
2018
DELISTED
Ellie Mae Inc
ELLI
| $19.3M | 0.01% |
192,343
-25,950
| -12% | -$2.38M |
|
|
PCBK
2019
DELISTED
Pacific Continental Corp
PCBK
| $19.2M | 0.01% |
785,119
+7,870
| +1% | +$195K |
|
2020
Sociedad Química y Minera de Chile
SQM
$19.5B
| $19.2M | 0.01% |
559,641
-128,877
| -19% | -$4.19M |
|
2021
QuidelOrtho
QDEL
$1.13B
| $19.2M | 0.01% |
847,973
-7,086
| -0.8% | -$147K |
|
2022
New Oriental
EDU
$9B
| $19.2M | 0.01% |
318,158
+115,812
| +57% | +$5.87M |
|
2023
Sprouts Farmers Market
SFM
$8.1B
| $19.2M | 0.01% |
828,926
+44,083
| +6% | +$864K |
|
|
COWN
2024
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $19.2M | 0.01% |
1,280,988
-10,022
| -0.8% | -$148K |
|
2025
Park Aerospace
PKE
$730M
| $19.1M | 0.01% |
1,071,560
+10,892
| +1% | +$203K |
|
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.