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 | |
|---|---|---|---|---|---|---|
|
VIAB
476
DELISTED
Viacom Inc. Class B
VIAB
| $110M | 0.05% |
2,365,854
+242,029
| +11% | +$10.2M |
|
477
Thor Industries
THO
$4.06B
| $110M | 0.05% |
1,142,796
-107,507
| -9% | -$11.2M |
|
478
Emerson Electric
EMR
$81.6B
| $110M | 0.05% |
1,831,374
+1,068
| +0.1% | +$63.8K |
|
479
Applied Materials
AMAT
$347B
| $110M | 0.05% |
2,815,122
+190,499
| +7% | +$6.84M |
|
480
Ingredion
INGR
$6.42B
| $109M | 0.05% |
908,818
-276,034
| -23% | -$33.8M |
|
481
Cirrus Logic
CRUS
$6.76B
| $109M | 0.05% |
1,802,276
-550,691
| -23% | -$31.4M |
|
|
VER
482
DELISTED
VEREIT, Inc.
VER
| $109M | 0.05% |
2,573,629
+116,510
| +5% | +$5.02M |
|
|
ALR
483
DELISTED
Alere Inc
ALR
| $109M | 0.05% |
2,747,134
-11,146
| -0.4% | -$435K |
|
484
Central Garden & Pet Co Class A
CENTA
$2.43B
| $109M | 0.05% |
3,920,224
+47,273
| +1% | +$1.23M |
|
|
GWR
485
DELISTED
Genesee & Wyoming Inc.
GWR
| $109M | 0.05% |
1,600,739
+250,941
| +19% | +$18.1M |
|
486
HUB Group
HUBG
$2.92B
| $109M | 0.05% |
4,681,468
-4,278
| -0.1% | -$101K |
|
487
Illinois Tool Works
ITW
$84.1B
| $109M | 0.05% |
819,891
+32,865
| +4% | +$4.25M |
|
|
EFOR
488
Everforth Inc
EFOR
$960M
| $108M | 0.05% |
2,229,643
+116,384
| +6% | +$5.39M |
|
489
Gen Digital
GEN
$16.5B
| $108M | 0.05% |
3,515,192
-936,444
| -21% | -$26.6M |
|
|
SEM
490
DELISTED
Select Medical
SEM
| $108M | 0.05% |
14,956,424
+1,555,556
| +12% | +$11.3M |
|
491
The Mosaic Company
MOS
$7.19B
| $107M | 0.05% |
3,683,088
-34,146
| -0.9% | -$1.05M |
|
492
BorgWarner
BWA
$12.8B
| $107M | 0.05% |
2,914,917
+563,530
| +24% | +$20.5M |
|
493
NextEra Energy
NEE
$184B
| $107M | 0.05% |
3,332,552
+177,332
| +6% | +$5.58M |
|
494
ABM Industries
ABM
$2.89B
| $107M | 0.05% |
2,448,189
-383,327
| -14% | -$15.8M |
|
|
NBL
495
DELISTED
Noble Energy, Inc.
NBL
| $107M | 0.05% |
3,106,603
+793,657
| +34% | +$29.4M |
|
|
VALE.P
496
DELISTED
Vale S A
VALE.P
| $106M | 0.05% |
11,819,929
+32,990
| +0.3% | +$310K |
|
|
SYKE
497
DELISTED
SYKES Enterprises Inc
SYKE
| $106M | 0.05% |
3,604,490
+188,586
| +6% | +$5.38M |
|
|
RSPP
498
DELISTED
RSP Permian, Inc.
RSPP
| $106M | 0.05% |
2,555,994
-1,851,971
| -42% | -$76.9M |
|
499
Community Bank
CBU
$3.39B
| $106M | 0.05% |
1,919,971
-38,529
| -2% | -$2.25M |
|
500
Automatic Data Processing
ADP
$109B
| $105M | 0.05% |
1,029,337
+57,896
| +6% | +$5.91M |
|
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.