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 | |
|---|---|---|---|---|---|---|
|
LEAF
2376
DELISTED
Leaf Group Ltd.
LEAF
| $8.61M | ﹤0.01% |
1,148,315
+24,397
| +2% | +$180K |
|
|
AOI
2377
DELISTED
Alliance One International
AOI
| $8.6M | ﹤0.01% |
669,034
+25,656
| +4% | +$403K |
|
|
AAMI
2378
Acadian Asset Management
AAMI
$2.88B
| $8.58M | ﹤0.01% |
567,759
+201,260
| +55% | +$2.97M |
|
2379
QCR Holdings
QCRH
$1.68B
| $8.58M | ﹤0.01% |
202,509
+35,491
| +21% | +$1.52M |
|
2380
Celestica
CLS
$37.8B
| $8.57M | ﹤0.01% |
590,017
+26,062
| +5% | +$348K |
|
2381
Par Pacific Holdings
PARR
$4.17B
| $8.56M | ﹤0.01% |
519,035
+189,876
| +58% | +$2.83M |
|
|
USAP
2382
DELISTED
Universal Stainless & Alloy
USAP
| $8.54M | ﹤0.01% |
502,094
+7,774
| +2% | +$118K |
|
2383
Telefônica Brasil
VIV
$20.4B
| $8.5M | ﹤0.01% |
572,440
-12,867
| -2% | -$189K |
|
2384
Planet Fitness
PLNT
$4.45B
| $8.5M | ﹤0.01% |
441,000
+237,429
| +117% | +$4.9M |
|
|
SPWR
2385
DELISTED
SunPower Corporation Common Stock
SPWR
| $8.46M | ﹤0.01% |
2,117,972
-30,719
| -1% | -$144K |
|
2386
Malibu Boats
MBUU
$548M
| $8.45M | ﹤0.01% |
376,257
+134,987
| +56% | +$2.73M |
|
|
FDC
2387
DELISTED
First Data Corporation
FDC
| $8.44M | ﹤0.01% |
544,609
+401,192
| +280% | +$6.3M |
|
2388
Commercial Vehicle Group
CVGI
$147M
| $8.42M | ﹤0.01% |
1,243,767
+84,462
| +7% | +$497K |
|
2389
Graham Corp
GHM
$1.03B
| $8.39M | ﹤0.01% |
364,689
+25,940
| +8% | +$593K |
|
|
VLRS
2390
Controladora Vuela Compania de Aviacion
VLRS
$869M
| $8.39M | ﹤0.01% |
601,599
+74,462
| +14% | +$1M |
|
2391
RadNet
RDNT
$4.98B
| $8.38M | ﹤0.01% |
1,419,656
+43,960
| +3% | +$261K |
|
|
FLIC
2392
DELISTED
First of Long Island Corp
FLIC
| $8.36M | ﹤0.01% |
308,997
+54,194
| +21% | +$1.49M |
|
2393
KT
KT
$8.74B
| $8.34M | ﹤0.01% |
495,582
-3,492
| -0.7% | -$54.1K |
|
2394
DMC Global
BOOM
$111M
| $8.34M | ﹤0.01% |
672,184
+38,054
| +6% | +$571K |
|
|
ANCX
2395
DELISTED
Access National Corp
ANCX
| $8.32M | ﹤0.01% |
277,280
-10,217
| -4% | -$281K |
|
|
SRT
2396
DELISTED
Startek Inc.
SRT
| $8.29M | ﹤0.01% |
954,100
+29,596
| +3% | +$255K |
|
2397
Workday
WDAY
$41.5B
| $8.24M | ﹤0.01% |
98,927
-1,390
| -1% | -$115K |
|
2398
Pan American Silver
PAAS
$17.9B
| $8.22M | ﹤0.01% |
469,329
-15,063
| -3% | -$274K |
|
|
VMW
2399
DELISTED
VMware, Inc
VMW
| $8.21M | ﹤0.01% |
89,123
+875
| +1% | +$77K |
|
|
CFNB
2400
DELISTED
California First National Banc
CFNB
| $8.17M | ﹤0.01% |
504,593
-9,517
| -2% | -$151K |
|
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.