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 | |
|---|---|---|---|---|---|---|
2401
Expro Ltd
XPRO
$1.71B
| $8.17M | ﹤0.01% |
128,779
+48,857
| +61% | +$3.44M |
|
2402
CNB Financial Corp
CCNE
$1.04B
| $8.16M | ﹤0.01% |
341,697
+32,020
| +10% | +$795K |
|
|
ENOC
2403
DELISTED
EnerNOC, Inc.
ENOC
| $8.15M | ﹤0.01% |
1,358,931
+142,450
| +12% | +$810K |
|
|
DB.RT
2404
DELISTED
Deutsche Bank Aktiengesellschaft
DB.RT
| $8.12M | ﹤0.01% |
+3,439,881
| New | +$7.84M |
|
|
INVN
2405
DELISTED
Invensense Inc
INVN
| $8.11M | ﹤0.01% |
641,697
-5,076
| -0.8% | -$63.3K |
|
|
CUNB
2406
DELISTED
CU Bancorp
CUNB
| $8.07M | ﹤0.01% |
203,613
+60,295
| +42% | +$2.26M |
|
2407
Ampco-Pittsburgh
AP
$169M
| $8.05M | ﹤0.01% |
572,893
+27,996
| +5% | +$416K |
|
|
ESSA
2408
DELISTED
ESSA Bancorp
ESSA
| $8.04M | ﹤0.01% |
551,275
+5,421
| +1% | +$84.6K |
|
2409
Hingham Institution for Saving
HIFS
$622M
| $8.02M | ﹤0.01% |
45,360
+1,920
| +4% | +$360K |
|
|
RNET
2410
DELISTED
RigNet, Inc.
RNET
| $8.02M | ﹤0.01% |
373,844
+41,360
| +12% | +$824K |
|
|
GFA
2411
DELISTED
Gafisa S.A.
GFA
| $8.01M | ﹤0.01% |
402,037
-11,724
| -3% | -$238K |
|
2412
IMAX
IMAX
$2.61B
| $8M | ﹤0.01% |
235,349
-280,293
| -54% | -$9.14M |
|
2413
Dawson Geophysical
DWSN
$143M
| $7.97M | ﹤0.01% |
1,505,475
+46,563
| +3% | +$321K |
|
2414
CGI
GIB
$15.2B
| $7.96M | ﹤0.01% |
165,989
-2,157
| -1% | -$104K |
|
|
SPLK
2415
DELISTED
Splunk Inc
SPLK
| $7.92M | ﹤0.01% |
127,208
+349
| +0.3% | +$20.9K |
|
2416
Aware
AWRE
$24.9M
| $7.88M | ﹤0.01% |
1,677,638
+27,713
| +2% | +$149K |
|
2417
Smith & Nephew
SNN
$13.6B
| $7.88M | ﹤0.01% |
254,836
-3,747
| -1% | -$115K |
|
2418
Under Armour
UAA
$2.91B
| $7.87M | ﹤0.01% |
398,054
+415
| +0.1% | +$9.67K |
|
2419
Allient
ALNT
$1.47B
| $7.87M | ﹤0.01% |
587,436
+42,075
| +8% | +$620K |
|
|
AVID
2420
DELISTED
Avid Technology Inc
AVID
| $7.83M | ﹤0.01% |
1,680,882
-637,019
| -27% | -$3.29M |
|
|
SALM
2421
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $7.82M | ﹤0.01% |
1,049,571
+10,771
| +1% | +$73.4K |
|
|
VOLT
2422
DELISTED
Volt Information Sciences, Inc.
VOLT
| $7.79M | ﹤0.01% |
1,129,481
-74,712
| -6% | -$561K |
|
2423
Agnico Eagle Mines
AEM
$75.4B
| $7.79M | ﹤0.01% |
183,593
+22,648
| +14% | +$1.02M |
|
2424
eHealth
EHTH
$43.8M
| $7.77M | ﹤0.01% |
645,432
+56,767
| +10% | +$657K |
|
|
BLUE
2425
DELISTED
bluebird bio
BLUE
| $7.72M | ﹤0.01% |
6,559
+1,292
| +25% | +$1.32M |
|
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.