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 | |
|---|---|---|---|---|---|---|
|
KRA
676
DELISTED
Kraton Corporation
KRA
| $80.9M | 0.04% |
2,614,913
-777
| -0% | -$21.7K |
|
677
Analog Devices
ADI
$172B
| $80.7M | 0.04% |
984,423
+163,532
| +20% | +$12.8M |
|
678
ePlus
PLUS
$2.43B
| $80.6M | 0.04% |
2,388,556
+10,460
| +0.4% | +$321K |
|
679
Evercore
EVR
$11.8B
| $80.5M | 0.04% |
1,033,334
+111,083
| +12% | +$8.62M |
|
680
Nasdaq
NDAQ
$53.4B
| $80.5M | 0.04% |
3,476,883
-689,094
| -17% | -$16M |
|
681
Scotiabank
BNS
$105B
| $80.5M | 0.04% |
1,373,980
+445,822
| +48% | +$26.5M |
|
|
HA
682
DELISTED
Hawaiian Holdings, Inc.
HA
| $80.4M | 0.04% |
1,730,167
+35,723
| +2% | +$1.83M |
|
|
WIRE
683
DELISTED
Encore Wire Corp
WIRE
| $80.4M | 0.04% |
1,747,094
-1,380
| -0.1% | -$61.7K |
|
684
Cabot Corp
CBT
$4.72B
| $80.3M | 0.04% |
1,340,844
+69,977
| +6% | +$3.98M |
|
685
Toyota
TM
$228B
| $80.2M | 0.04% |
737,890
+44,087
| +6% | +$5.06M |
|
686
Ecolab
ECL
$79.8B
| $80.1M | 0.04% |
639,435
+34,714
| +6% | +$4.24M |
|
687
Qorvo
QRVO
$7.9B
| $80.1M | 0.04% |
1,168,592
-231,293
| -17% | -$14.9M |
|
688
Westlake Corp
WLK
$9.26B
| $80.1M | 0.04% |
1,212,176
-4,295
| -0.4% | -$272K |
|
689
Green Plains
GPRE
$1.15B
| $79.8M | 0.04% |
3,223,259
-12,726
| -0.4% | -$303K |
|
690
United Bankshares
UBSI
$6.69B
| $79.7M | 0.04% |
1,887,425
-339,445
| -15% | -$15M |
|
|
MAGN
691
Magnera Corp
MAGN
$493M
| $79.7M | 0.04% |
282,033
-1,623
| -0.6% | -$485K |
|
692
Valmont Industries
VMI
$8.86B
| $79.7M | 0.04% |
512,534
-52,766
| -9% | -$7.79M |
|
693
General Mills
GIS
$20.2B
| $79.5M | 0.04% |
1,346,444
+2,704
| +0.2% | +$165K |
|
694
Standard Motor Products
SMP
$902M
| $79.4M | 0.04% |
1,616,339
+15,441
| +1% | +$765K |
|
|
CMD
695
DELISTED
Cantel Medical Corporation
CMD
| $79.3M | 0.04% |
989,995
-55,718
| -5% | -$4.43M |
|
|
KNGT
696
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $79.1M | 0.04% |
2,524,222
-347,096
| -12% | -$10.9M |
|
|
NUVA
697
DELISTED
NuVasive, Inc.
NUVA
| $79M | 0.04% |
1,058,339
-22,468
| -2% | -$1.63M |
|
|
AVX
698
DELISTED
AVX Corporation
AVX
| $79M | 0.04% |
4,824,507
+227,433
| +5% | +$3.64M |
|
699
Lithia Motors
LAD
$9.75B
| $79M | 0.04% |
922,561
+113,357
| +14% | +$11M |
|
700
Cognizant
CTSH
$26.5B
| $79M | 0.04% |
1,326,752
+110,422
| +9% | +$6.35M |
|
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.