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 | |
|---|---|---|---|---|---|---|
1076
Grupo Aeroportuario del Pacifico
PAC
$13.1B
| $55.2M | 0.03% |
568,520
-122,860
| -18% | -$10.4M |
|
|
MCHB
1077
Mechanics Bancorp
MCHB
$3.68B
| $55.2M | 0.03% |
1,974,193
+370,079
| +23% | +$10.2M |
|
1078
Armstrong World Industries
AWI
$7.37B
| $55.2M | 0.03% |
1,197,713
+1,550
| +0.1% | +$65.6K |
|
1079
Idacorp
IDA
$7.86B
| $55.1M | 0.03% |
664,323
-18,433
| -3% | -$1.49M |
|
1080
WSFS Financial
WSFS
$4.1B
| $55.1M | 0.03% |
1,199,063
+36,914
| +3% | +$1.68M |
|
|
NTUS
1081
DELISTED
Natus Medical Inc
NTUS
| $55M | 0.03% |
1,401,566
+38,125
| +3% | +$1.43M |
|
1082
Cinemark Holdings
CNK
$4.22B
| $55M | 0.03% |
1,240,234
+140,404
| +13% | +$5.91M |
|
1083
EXL Service
EXLS
$5.21B
| $54.9M | 0.03% |
5,801,140
+67,080
| +1% | +$629K |
|
|
WRI
1084
DELISTED
Weingarten Realty Investors
WRI
| $54.9M | 0.03% |
1,645,166
+10,141
| +0.6% | +$354K |
|
1085
Kadant
KAI
$3.63B
| $54.9M | 0.03% |
925,338
+2,108
| +0.2% | +$128K |
|
1086
Conagra Brands
CAG
$7.19B
| $54.9M | 0.03% |
1,360,795
+321,932
| +31% | +$12.8M |
|
1087
Viasat
VSAT
$10.7B
| $54.9M | 0.03% |
860,108
+12,023
| +1% | +$789K |
|
|
CWEI
1088
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $54.9M | 0.03% |
415,566
-5,442
| -1% | -$729K |
|
1089
TriMas Corp
TRS
$1.36B
| $54.8M | 0.03% |
2,641,954
+210,804
| +9% | +$4.62M |
|
|
SUP
1090
DELISTED
Superior Industries International
SUP
| $54.6M | 0.03% |
2,155,794
-105,336
| -5% | -$2.59M |
|
1091
Cimpress
CMPR
$2.29B
| $54.5M | 0.03% |
632,679
-1,000
| -0.2% | -$86.5K |
|
1092
Crane NXT
CXT
$2.97B
| $54.5M | 0.03% |
2,095,045
-224,836
| -10% | -$5.75M |
|
1093
Bio-Rad Laboratories Class A
BIO
$8.74B
| $54.4M | 0.03% |
273,002
+1,887
| +0.7% | +$363K |
|
|
CBI
1094
DELISTED
Chicago Bridge & Iron Nv
CBI
| $54.3M | 0.03% |
1,767,093
+787,219
| +80% | +$25.4M |
|
1095
AngioDynamics
ANGO
$610M
| $54.3M | 0.03% |
3,128,777
+14,823
| +0.5% | +$248K |
|
1096
CBRE Group
CBRE
$43.8B
| $54.3M | 0.03% |
1,560,392
+13,212
| +0.9% | +$442K |
|
1097
Globus Medical
GMED
$10.9B
| $54.2M | 0.03% |
1,831,360
+44,421
| +2% | +$1.21M |
|
1098
Mativ Holdings
MATV
$472M
| $54.2M | 0.03% |
1,308,151
+44,758
| +4% | +$1.93M |
|
1099
Service Corp International
SCI
$11.8B
| $54.1M | 0.03% |
1,751,800
-506,924
| -22% | -$15.3M |
|
|
SJI
1100
DELISTED
South Jersey Industries, Inc.
SJI
| $54M | 0.03% |
1,514,772
+16,251
| +1% | +$545K |
|
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.