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 | |
|---|---|---|---|---|---|---|
801
Itron
ITRI
$4.48B
| $69.9M | 0.03% |
1,151,572
-185,680
| -14% | -$11.5M |
|
|
ETFC
802
DELISTED
E*Trade Financial Corporation
ETFC
| $69.9M | 0.03% |
2,002,947
+147,628
| +8% | +$5.29M |
|
803
Teleflex
TFX
$5.96B
| $69.8M | 0.03% |
360,193
-58,219
| -14% | -$10.5M |
|
804
Zoetis
ZTS
$32.7B
| $69.6M | 0.03% |
1,303,869
+43,896
| +3% | +$2.37M |
|
|
EMBJ
805
Embraer S.A. ADS
EMBJ
$12B
| $69.5M | 0.03% |
3,148,769
+390,305
| +14% | +$8.89M |
|
806
Federal Signal
FSS
$6.82B
| $69.5M | 0.03% |
5,032,340
+13,042
| +0.3% | +$197K |
|
807
Cardinal Health
CAH
$53.7B
| $69.4M | 0.03% |
851,376
+27,767
| +3% | +$2.19M |
|
808
Dorman Products
DORM
$4.22B
| $69.4M | 0.03% |
845,038
+717
| +0.1% | +$53.2K |
|
809
Pediatrix Medical
MD
$2.2B
| $69.3M | 0.03% |
999,248
+170,305
| +21% | +$11.8M |
|
|
STFC
810
DELISTED
State Auto Financial Corp
STFC
| $69M | 0.03% |
2,513,645
+31,855
| +1% | +$841K |
|
811
Keurig Dr Pepper
KDP
$42.8B
| $69M | 0.03% |
704,243
+16,888
| +2% | +$1.58M |
|
812
Haemonetics
HAE
$3.88B
| $68.9M | 0.03% |
1,699,353
+17,963
| +1% | +$702K |
|
|
AEGN
813
DELISTED
Aegion Corp
AEGN
| $68.9M | 0.03% |
3,008,908
-5,467
| -0.2% | -$126K |
|
814
Avient
AVNT
$3.29B
| $68.9M | 0.03% |
2,021,233
+30,638
| +2% | +$1.03M |
|
|
XXIA
815
DELISTED
Ixia
XXIA
| $68.9M | 0.03% |
3,504,148
+129,310
| +4% | +$2.43M |
|
816
First Interstate BancSystem
FIBK
$3.67B
| $68.8M | 0.03% |
1,734,195
+50,442
| +3% | +$2.1M |
|
817
ITT
ITT
$17.1B
| $68.7M | 0.03% |
1,676,011
+151,887
| +10% | +$6.25M |
|
818
CarMax
KMX
$8.39B
| $68.7M | 0.03% |
1,160,141
+50,441
| +5% | +$3.28M |
|
|
HPP
819
Hudson Pacific Properties
HPP
$758M
| $68.7M | 0.03% |
283,247
+73,732
| +35% | +$18.2M |
|
|
BBBY
820
DELISTED
Bed Bath & Beyond Inc
BBBY
| $68.5M | 0.03% |
1,736,225
+48,563
| +3% | +$1.95M |
|
|
LDL
821
DELISTED
Lydall, Inc.
LDL
| $68.4M | 0.03% |
1,276,192
-90,303
| -7% | -$5.12M |
|
822
Banco Bradesco
BBD
$37.4B
| $68.4M | 0.03% |
12,902,471
+4,270,711
| +49% | +$22.6M |
|
823
American Homes 4 Rent
AMH
$12.1B
| $68.4M | 0.03% |
2,976,961
+122,667
| +4% | +$2.74M |
|
824
Amdocs
DOX
$6.03B
| $68.3M | 0.03% |
1,119,423
+267,943
| +31% | +$16.1M |
|
825
Highwoods Properties
HIW
$3.79B
| $68.3M | 0.03% |
1,389,720
+43,766
| +3% | +$2.23M |
|
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.