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 | |
|---|---|---|---|---|---|---|
826
AMN Healthcare
AMN
$1.35B
| $68.3M | 0.03% |
1,681,060
-30,748
| -2% | -$1.2M |
|
827
Huntington Ingalls Industries
HII
$11B
| $68.3M | 0.03% |
340,822
-1,771
| -0.5% | -$360K |
|
828
Intuit
INTU
$91.1B
| $68.2M | 0.03% |
588,299
+34,496
| +6% | +$4.13M |
|
829
Global Payments
GPN
$24.1B
| $68.2M | 0.03% |
844,979
-34,173
| -4% | -$2.68M |
|
830
Quaker Houghton
KWR
$2.58B
| $68.1M | 0.03% |
517,220
+1,340
| +0.3% | +$175K |
|
|
LHCG
831
DELISTED
LHC Group LLC
LHCG
| $68M | 0.03% |
1,262,316
+32,771
| +3% | +$1.59M |
|
|
BWLD
832
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $68M | 0.03% |
444,951
+10,780
| +2% | +$1.65M |
|
833
Franklin Electric
FELE
$4.66B
| $67.8M | 0.03% |
1,575,820
+18,455
| +1% | +$754K |
|
834
Abercrombie & Fitch
ANF
$4.55B
| $67.8M | 0.03% |
5,686,072
+42,429
| +0.8% | +$505K |
|
|
HAWK
835
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $67.7M | 0.03% |
1,667,775
+247,976
| +17% | +$9.2M |
|
836
Clearwater Paper
CLW
$349M
| $67.6M | 0.03% |
1,207,516
+44,514
| +4% | +$2.63M |
|
|
SHLM
837
DELISTED
Schulman (A.) Inc
SHLM
| $67.6M | 0.03% |
2,148,209
-292,364
| -12% | -$9.71M |
|
838
Silicon Laboratories
SLAB
$7.14B
| $67.5M | 0.03% |
917,510
-140,079
| -13% | -$9.8M |
|
839
Albany International
AIN
$2.09B
| $67.4M | 0.03% |
1,464,082
+52,876
| +4% | +$2.46M |
|
|
KAMN
840
DELISTED
Kaman Corp
KAMN
| $67.4M | 0.03% |
1,399,372
+36,474
| +3% | +$1.83M |
|
841
New Jersey Resources
NJR
$6B
| $67.3M | 0.03% |
1,699,029
+17,238
| +1% | +$650K |
|
|
LTM
842
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $67M | 0.03% |
5,285,735
-183,269
| -3% | -$1.86M |
|
843
Dollar General
DG
$28.4B
| $67M | 0.03% |
960,648
+54,556
| +6% | +$4M |
|
844
Sinclair Inc
SBGI
$1.02B
| $67M | 0.03% |
1,654,039
-17,850
| -1% | -$658K |
|
845
Interactive Brokers
IBKR
$38.4B
| $67M | 0.03% |
7,717,084
+398,020
| +5% | +$3.71M |
|
846
NetApp
NTAP
$34B
| $66.8M | 0.03% |
1,595,969
-420,023
| -21% | -$16.6M |
|
|
SRC
847
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $66.7M | 0.03% |
1,467,393
+29,874
| +2% | +$1.42M |
|
848
PC Connection
CNXN
$2.09B
| $66.6M | 0.03% |
2,234,340
-16,360
| -0.7% | -$453K |
|
|
HW
849
DELISTED
Headwaters Inc
HW
| $66.4M | 0.03% |
2,826,293
-1,107
| -0% | -$25.8K |
|
850
ICF International
ICFI
$1.5B
| $66.3M | 0.03% |
1,605,095
+61,822
| +4% | +$2.99M |
|
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.