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 | |
|---|---|---|---|---|---|---|
|
ASNA
1051
DELISTED
Ascena Retail Group, Inc.
ASNA
| $56.5M | 0.03% |
662,629
+105,147
| +19% | +$10.1M |
|
1052
Enpro
NPO
$6.61B
| $56.5M | 0.03% |
793,298
-73,257
| -8% | -$4.86M |
|
1053
Materion
MTRN
$4.33B
| $56.4M | 0.03% |
1,681,819
+3,346
| +0.2% | +$123K |
|
1054
LPL Financial
LPLA
$27.1B
| $56.3M | 0.03% |
1,414,114
+80,173
| +6% | +$3.15M |
|
|
MPT
1055
Medical Properties Trust
MPT
$2.81B
| $56.3M | 0.03% |
4,365,853
+251,709
| +6% | +$3.22M |
|
|
CST
1056
DELISTED
CST Brands, Inc.
CST
| $56.3M | 0.03% |
1,170,021
-70,530
| -6% | -$3.4M |
|
1057
Towne Bank
TOWN
$3.49B
| $56.2M | 0.03% |
1,735,228
+131,487
| +8% | +$4.26M |
|
|
HI
1058
DELISTED
Hillenbrand
HI
| $56.1M | 0.03% |
1,565,560
+54,442
| +4% | +$2.01M |
|
|
CIR
1059
DELISTED
CIRCOR International, Inc
CIR
| $55.9M | 0.03% |
940,540
+30,530
| +3% | +$1.88M |
|
|
BMS
1060
DELISTED
Bemis
BMS
| $55.8M | 0.03% |
1,141,382
-48,241
| -4% | -$2.38M |
|
|
CATM
1061
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $55.8M | 0.03% |
1,192,611
-37,034
| -3% | -$1.82M |
|
|
XLNX
1062
DELISTED
Xilinx Inc
XLNX
| $55.8M | 0.03% |
963,067
+1,263
| +0.1% | +$74.2K |
|
1063
Nu Skin
NUS
$254M
| $55.7M | 0.03% |
1,003,108
+55,882
| +6% | +$2.88M |
|
|
GRMN
1064
Garmin
GRMN
$57.4B
| $55.7M | 0.03% |
1,089,439
+91,637
| +9% | +$4.61M |
|
1065
Quanex
NX
$818M
| $55.7M | 0.03% |
2,748,304
+158,417
| +6% | +$3.15M |
|
|
SCS
1066
DELISTED
Steelcase
SCS
| $55.6M | 0.03% |
3,320,708
+219,066
| +7% | +$3.62M |
|
|
NFBK
1067
DELISTED
Northfield Bancorp
NFBK
| $55.6M | 0.03% |
3,086,317
+175,468
| +6% | +$3.23M |
|
1068
Raymond James Financial
RJF
$33.6B
| $55.6M | 0.03% |
1,093,434
+78,637
| +8% | +$4M |
|
|
ESV
1069
DELISTED
Ensco Rowan plc
ESV
| $55.5M | 0.03% |
1,551,549
+1,346,762
| +658% | +$54.6M |
|
1070
S&T Bancorp
STBA
$1.88B
| $55.5M | 0.03% |
1,603,236
+80,619
| +5% | +$2.94M |
|
1071
Exponent
EXPO
$3.13B
| $55.4M | 0.03% |
1,859,674
+1,034
| +0.1% | +$30.1K |
|
1072
Argan
AGX
$8.13B
| $55.3M | 0.03% |
836,106
+16,006
| +2% | +$1.12M |
|
1073
Edwards Lifesciences
EW
$50B
| $55.3M | 0.03% |
1,763,517
-8,832
| -0.5% | -$277K |
|
1074
Devon Energy
DVN
$50.9B
| $55.3M | 0.03% |
1,325,145
-51,408
| -4% | -$2.26M |
|
|
VRNT
1075
DELISTED
Verint Systems
VRNT
| $55.3M | 0.03% |
2,501,631
+467,873
| +23% | +$9.12M |
|
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.