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 | |
|---|---|---|---|---|---|---|
1026
Expedia Group
EXPE
$35.2B
| $57.4M | 0.03% |
455,086
+62,414
| +16% | +$7.62M |
|
1027
Cogent Communications
CCOI
$663M
| $57.4M | 0.03% |
1,333,805
+97,938
| +8% | +$4.08M |
|
1028
Semtech
SMTC
$10.7B
| $57.4M | 0.03% |
1,697,159
-15,168
| -0.9% | -$509K |
|
1029
NorthWestern Energy
NWE
$4.29B
| $57.3M | 0.03% |
976,532
+23,652
| +2% | +$1.36M |
|
1030
Cavco Industries
CVCO
$4.33B
| $57.3M | 0.03% |
492,335
+8,851
| +2% | +$961K |
|
1031
Forward Air
FWRD
$449M
| $57.3M | 0.03% |
1,204,402
+23,046
| +2% | +$1.12M |
|
1032
AZZ Inc
AZZ
$4.36B
| $57.2M | 0.03% |
961,696
+20,519
| +2% | +$1.21M |
|
1033
Charles River Laboratories
CRL
$11.3B
| $57.2M | 0.03% |
635,940
-5,360
| -0.8% | -$455K |
|
1034
Comfort Systems
FIX
$59.8B
| $57.2M | 0.03% |
1,560,589
-9,015
| -0.6% | -$313K |
|
|
NWLI
1035
DELISTED
National Western Life Group, Inc. Class A
NWLI
| $57.2M | 0.03% |
188,034
+5,280
| +3% | +$1.63M |
|
|
TCO
1036
DELISTED
Taubman Centers Inc.
TCO
| $57.2M | 0.03% |
866,292
+10,024
| +1% | +$694K |
|
|
UBNK
1037
DELISTED
United Financial Bancorp, Inc.
UBNK
| $57.2M | 0.03% |
3,361,445
+127,272
| +4% | +$2.24M |
|
1038
Rambus
RMBS
$9.72B
| $57.2M | 0.03% |
4,349,719
+216,124
| +5% | +$2.84M |
|
1039
Gentherm
THRM
$1.3B
| $57.1M | 0.03% |
1,455,672
+89,183
| +7% | +$3.19M |
|
|
PAY
1040
DELISTED
Verifone Systems Inc
PAY
| $57.1M | 0.03% |
3,049,305
+1,041,365
| +52% | +$19.9M |
|
|
AMED
1041
DELISTED
Amedisys
AMED
| $57.1M | 0.03% |
1,116,980
-271,023
| -20% | -$12.9M |
|
|
ARII
1042
DELISTED
American Railcar Industries, Inc.
ARII
| $57.1M | 0.03% |
1,388,295
-2,999
| -0.2% | -$132K |
|
1043
Metallus
MTUS
$826M
| $57M | 0.03% |
3,016,049
+699,127
| +30% | +$12.4M |
|
|
MIC
1044
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $56.9M | 0.03% |
706,616
+161,604
| +30% | +$12.8M |
|
|
FCB
1045
DELISTED
FCB Financial Holdings, Inc.
FCB
| $56.8M | 0.03% |
1,146,055
+161,138
| +16% | +$7.7M |
|
1046
ING
ING
$99.8B
| $56.7M | 0.03% |
3,760,207
+3,819
| +0.1% | +$55.9K |
|
1047
Federated Hermes
FHI
$4.51B
| $56.7M | 0.03% |
2,152,187
+76,831
| +4% | +$2.06M |
|
1048
ArcBest
ARCB
$3.17B
| $56.6M | 0.03% |
2,175,446
-813
| -0% | -$23.9K |
|
|
TBI
1049
Trueblue
TBI
$222M
| $56.6M | 0.03% |
2,067,907
-20,146
| -1% | -$514K |
|
|
TUP
1050
DELISTED
Tupperware Brands Corporation
TUP
| $56.5M | 0.03% |
900,801
+6,164
| +0.7% | +$365K |
|
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.