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 | |
|---|---|---|---|---|---|---|
501
ESCO Technologies
ESE
$7.77B
| $105M | 0.05% |
1,812,736
+7,182
| +0.4% | +$403K |
|
502
Enovis
ENOV
$1.74B
| $105M | 0.05% |
1,547,808
+177,650
| +13% | +$11.8M |
|
503
Clean Harbors
CLH
$17.2B
| $105M | 0.05% |
1,879,515
+60,435
| +3% | +$3.34M |
|
|
BEL
504
DELISTED
Belmond Ltd.
BEL
| $104M | 0.05% |
8,608,297
-30,692
| -0.4% | -$404K |
|
505
CONMED
CNMD
$1.3B
| $104M | 0.05% |
2,343,486
-5,255
| -0.2% | -$226K |
|
506
1st Source
SRCE
$2.17B
| $104M | 0.05% |
2,212,417
-3,975
| -0.2% | -$181K |
|
507
H.B. Fuller
FUL
$3B
| $103M | 0.05% |
2,004,463
+80,277
| +4% | +$4.01M |
|
|
BLD
508
DELISTED
TopBuild
BLD
| $103M | 0.05% |
2,196,035
+275,422
| +14% | +$11.2M |
|
|
CHMT
509
DELISTED
Chemtura Corporation
CHMT
| $103M | 0.05% |
3,089,889
-3,537
| -0.1% | -$117K |
|
510
Forum Energy Technologies
FET
$578M
| $103M | 0.05% |
248,909
+18,235
| +8% | +$7.84M |
|
511
PVH
PVH
$4.07B
| $103M | 0.05% |
993,841
+59,421
| +6% | +$5.5M |
|
|
CXO
512
DELISTED
CONCHO RESOURCES INC.
CXO
| $103M | 0.05% |
798,820
+37,732
| +5% | +$5.08M |
|
|
PRA
513
DELISTED
ProAssurance
PRA
| $102M | 0.05% |
1,700,841
+55,591
| +3% | +$3.19M |
|
514
Children's Place
PLCE
$53.8M
| $102M | 0.05% |
852,323
-126,944
| -13% | -$13.4M |
|
|
SCHW
515
Charles Schwab
SCHW
$182B
| $102M | 0.05% |
2,503,849
+131,030
| +6% | +$5.41M |
|
|
WCG
516
DELISTED
Wellcare Health Plans, Inc.
WCG
| $102M | 0.05% |
727,858
-105,625
| -13% | -$15M |
|
|
MASI
517
DELISTED
Masimo
MASI
| $102M | 0.05% |
1,093,205
-43,194
| -4% | -$3.56M |
|
518
Deere & Co
DE
$165B
| $102M | 0.05% |
935,907
+10,726
| +1% | +$1.16M |
|
|
X
519
DELISTED
US Steel
X
| $102M | 0.05% |
3,008,435
-1,701,636
| -36% | -$60.5M |
|
|
BBT
520
Beacon Financial Corp
BBT
$2.5B
| $102M | 0.05% |
2,820,741
+179,787
| +7% | +$6.36M |
|
|
EVHC
521
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $102M | 0.05% |
1,658,139
-1,177,135
| -42% | -$78.9M |
|
522
Greif
GEF
$4.95B
| $102M | 0.05% |
1,843,887
+46,197
| +3% | +$2.57M |
|
523
Halliburton
HAL
$26.1B
| $102M | 0.05% |
2,062,997
-178,329
| -8% | -$9.59M |
|
|
CKH
524
DELISTED
Seacor Holdings Inc.
CKH
| $101M | 0.05% |
1,507,463
-10,408
| -0.7% | -$711K |
|
525
Banner Corp
BANR
$2.38B
| $100M | 0.05% |
1,799,683
+159,675
| +10% | +$9.12M |
|
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.