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 | |
|---|---|---|---|---|---|---|
|
TRTN
876
DELISTED
Triton International Limited
TRTN
| $64.7M | 0.03% |
2,509,337
+456,441
| +22% | +$10.6M |
|
|
MSFG
877
DELISTED
MainSource Financial Group Inc
MSFG
| $64.7M | 0.03% |
1,963,972
+60,419
| +3% | +$2.01M |
|
878
Blackbaud
BLKB
$1.94B
| $64.7M | 0.03% |
843,343
-14,990
| -2% | -$1.06M |
|
879
Kearny Financial
KRNY
$604M
| $64.6M | 0.03% |
4,292,032
+410,306
| +11% | +$6.19M |
|
880
Black Hills Corp
BKH
$5.55B
| $64.5M | 0.03% |
970,853
+4,188
| +0.4% | +$265K |
|
881
Portland General Electric
POR
$5.82B
| $64.5M | 0.03% |
1,452,037
+7,949
| +0.6% | +$350K |
|
|
BID
882
DELISTED
Sotheby's
BID
| $64.5M | 0.03% |
1,417,217
-186,110
| -12% | -$7.96M |
|
883
Kelly Services Class A
KELYA
$548M
| $64.4M | 0.03% |
2,944,172
+4,327
| +0.1% | +$94.9K |
|
|
LTRPA
884
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $64.3M | 0.03% |
4,563,520
+604,939
| +15% | +$9.51M |
|
|
SRCI
885
DELISTED
SRC Energy Inc
SRCI
| $64.3M | 0.03% |
7,618,077
+733,475
| +11% | +$6.16M |
|
886
National Beverage
FIZZ
$3.06B
| $64.3M | 0.03% |
1,520,674
-62,400
| -4% | -$1.88M |
|
|
JCP
887
DELISTED
J.C. Penney Company, Inc.
JCP
| $64.2M | 0.03% |
10,425,496
-19,592
| -0.2% | -$130K |
|
|
BBL
888
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $64.2M | 0.03% |
2,060,365
-74,853
| -4% | -$2.53M |
|
|
CALY
889
Callaway Golf Company
CALY
$3.28B
| $64.1M | 0.03% |
5,789,240
+381,438
| +7% | +$4.17M |
|
|
PPLI
890
People Inc
PPLI
$3.12B
| $64M | 0.03% |
4,857,189
-686,841
| -12% | -$8.93M |
|
891
EPR Properties
EPR
$4.89B
| $63.9M | 0.03% |
868,125
+30,184
| +4% | +$2.23M |
|
892
Steven Madden
SHOO
$3.17B
| $63.9M | 0.03% |
2,484,950
+209,391
| +9% | +$5.09M |
|
893
AstraZeneca
AZN
$269B
| $63.9M | 0.03% |
1,025,283
+2,242
| +0.2% | +$131K |
|
|
CLGX
894
DELISTED
Corelogic, Inc.
CLGX
| $63.9M | 0.03% |
1,568,080
+894
| +0.1% | +$33.9K |
|
895
ATN International
ATNI
$365M
| $63.8M | 0.03% |
906,521
+47,175
| +5% | +$3.59M |
|
896
Shenandoah Telecom
SHEN
$678M
| $63.8M | 0.03% |
2,275,448
-143,534
| -6% | -$3.97M |
|
897
PPG Industries
PPG
$24.9B
| $63.8M | 0.03% |
607,011
+20,282
| +3% | +$2.05M |
|
898
FormFactor
FORM
$6.51B
| $63.8M | 0.03% |
5,382,642
+107,736
| +2% | +$1.25M |
|
|
CIT
899
DELISTED
CIT Group Inc.
CIT
| $63.6M | 0.03% |
1,481,212
+64,784
| +5% | +$2.74M |
|
|
DO
900
DELISTED
Diamond Offshore Drilling
DO
| $63.6M | 0.03% |
3,804,368
-522,044
| -12% | -$8.86M |
|
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.