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 | |
|---|---|---|---|---|---|---|
|
NP
1126
DELISTED
Neenah, Inc. Common Stock
NP
| $52.6M | 0.03% |
704,650
+11,228
| +2% | +$887K |
|
|
DCOM
1127
DELISTED
Dime Community Bancshares
DCOM
| $52.6M | 0.03% |
2,591,162
+179,083
| +7% | +$3.73M |
|
|
CBF
1128
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $52.6M | 0.03% |
1,211,235
+132,130
| +12% | +$5.32M |
|
|
CONE
1129
DELISTED
CyrusOne Inc Common Stock
CONE
| $52.5M | 0.03% |
1,020,756
+53,721
| +6% | +$2.64M |
|
1130
Enerpac Tool Group
EPAC
$1.86B
| $52.5M | 0.03% |
1,992,223
-687,421
| -26% | -$18.5M |
|
1131
First Bancorp
FBP
$4.4B
| $52.5M | 0.03% |
9,289,692
+1,661,263
| +22% | +$10.6M |
|
1132
Synopsys
SNPS
$71.3B
| $52.5M | 0.03% |
727,249
+92,973
| +15% | +$6.22M |
|
|
IPHS
1133
DELISTED
Innophos Holdings, Inc.
IPHS
| $52.3M | 0.03% |
969,744
+20,604
| +2% | +$1.06M |
|
1134
Jefferies Financial Group
JEF
$12.7B
| $52.3M | 0.03% |
2,247,628
-30,580
| -1% | -$684K |
|
1135
Brinker International
EAT
$9B
| $52.2M | 0.03% |
1,188,323
+14,401
| +1% | +$638K |
|
1136
Genworth Financial
GNW
$3.81B
| $52.2M | 0.03% |
12,678,661
-38,781
| -0.3% | -$149K |
|
1137
Fidelity National Financial
FNF
$14B
| $52.1M | 0.02% |
1,928,112
+131,013
| +7% | +$3.33M |
|
1138
Jones Lang LaSalle
JLL
$16.8B
| $52.1M | 0.02% |
467,282
+135,132
| +41% | +$14.7M |
|
1139
Credicorp
BAP
$32B
| $52M | 0.02% |
318,541
-2,572
| -0.8% | -$423K |
|
1140
Teledyne Technologies
TDY
$30.1B
| $52M | 0.02% |
411,490
-24,160
| -6% | -$3.08M |
|
|
VSTO
1141
DELISTED
Vista Outdoor Inc.
VSTO
| $51.9M | 0.02% |
2,521,995
+73,409
| +3% | +$1.82M |
|
1142
Enel Chile
ENIC
$6.29B
| $51.9M | 0.02% |
9,434,409
-316,127
| -3% | -$1.58M |
|
1143
Aptiv
APTV
$12.3B
| $51.9M | 0.02% |
644,378
+49,048
| +8% | +$3.68M |
|
1144
White Mountains Insurance
WTM
$5.25B
| $51.8M | 0.02% |
58,904
+3,097
| +6% | +$2.77M |
|
1145
Revvity
RVTY
$12.7B
| $51.8M | 0.02% |
891,832
+118,995
| +15% | +$6.49M |
|
|
CSFL
1146
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $51.8M | 0.02% |
1,998,123
+20,331
| +1% | +$510K |
|
|
NLSN
1147
DELISTED
Nielsen Holdings plc
NLSN
| $51.6M | 0.02% |
1,250,238
+16,359
| +1% | +$700K |
|
1148
Marcus Corp
MCS
$912M
| $51.5M | 0.02% |
1,605,664
+2,340
| +0.1% | +$72.4K |
|
|
UTEK
1149
DELISTED
Ultratech Inc.
UTEK
| $51.5M | 0.02% |
1,739,715
-1,487
| -0.1% | -$41.2K |
|
1150
Williams-Sonoma
WSM
$27.5B
| $51.4M | 0.02% |
1,918,816
+313,048
| +19% | +$7.63M |
|
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.