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 | |
|---|---|---|---|---|---|---|
|
LSI
1151
DELISTED
Life Storage, Inc.
LSI
| $51.4M | 0.02% |
937,967
+15,807
| +2% | +$885K |
|
1152
Franklin Resources
BEN
$17.2B
| $51.3M | 0.02% |
1,218,230
+7,809
| +0.6% | +$324K |
|
|
LSXMK
1153
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $51.3M | 0.02% |
1,737,403
-8,643
| -0.5% | -$244K |
|
1154
M/I Homes
MHO
$3.87B
| $51.3M | 0.02% |
2,093,353
-1,407
| -0.1% | -$34.5K |
|
|
PRXL
1155
DELISTED
Parexel International Corp
PRXL
| $51.3M | 0.02% |
812,465
+34,894
| +4% | +$2.31M |
|
|
AMTD
1156
DELISTED
TD Ameritrade Holding Corp
AMTD
| $51.3M | 0.02% |
1,319,045
+833
| +0.1% | +$35.5K |
|
1157
Hyster-Yale Materials Handling
HY
$600M
| $51.3M | 0.02% |
908,970
+37,588
| +4% | +$2.28M |
|
|
SPR
1158
DELISTED
Spirit AeroSystems
SPR
| $51.3M | 0.02% |
884,839
-2,565
| -0.3% | -$150K |
|
1159
Fortive
FTV
$17.7B
| $51.2M | 0.02% |
1,349,044
-83,814
| -6% | -$3.01M |
|
|
DFT
1160
DELISTED
DuPont Fabros Technology Inc.
DFT
| $51.1M | 0.02% |
1,031,041
+38,489
| +4% | +$1.86M |
|
1161
Tapestry
TPR
$30.8B
| $51.1M | 0.02% |
1,236,314
+131,156
| +12% | +$4.94M |
|
1162
Ingles Markets
IMKTA
$1.7B
| $51.1M | 0.02% |
1,184,142
+5,490
| +0.5% | +$253K |
|
1163
America Movil
AMX
$76B
| $51.1M | 0.02% |
3,604,025
+2,302
| +0.1% | +$30K |
|
1164
United Parks & Resorts
PRKS
$2.15B
| $51.1M | 0.02% |
2,795,818
+249,412
| +10% | +$4.64M |
|
|
HR
1165
DELISTED
Healthcare Realty Trust Incorporated
HR
| $51M | 0.02% |
1,570,231
+68,016
| +5% | +$2.1M |
|
1166
Woodward
WWD
$21.2B
| $50.9M | 0.02% |
748,768
-89,884
| -11% | -$6.22M |
|
1167
Myriad Genetics
MYGN
$507M
| $50.7M | 0.02% |
2,642,820
+987,966
| +60% | +$17.5M |
|
|
LVNTA
1168
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $50.7M | 0.02% |
1,140,415
+117,634
| +12% | +$5.04M |
|
1169
Avista
AVA
$3.39B
| $50.7M | 0.02% |
1,297,134
+20,888
| +2% | +$819K |
|
|
FOE
1170
DELISTED
Ferro Corporation
FOE
| $50.6M | 0.02% |
3,332,686
+42,094
| +1% | +$604K |
|
1171
PRA Group
PRAA
$662M
| $50.6M | 0.02% |
1,526,255
+215,028
| +16% | +$8.08M |
|
|
CFNL
1172
DELISTED
Cardinal Financial Corp
CFNL
| $50.6M | 0.02% |
1,689,637
-478
| -0% | -$14.8K |
|
|
STOR
1173
DELISTED
STORE Capital Corporation
STOR
| $50.6M | 0.02% |
2,117,034
+572,731
| +37% | +$13.9M |
|
1174
Idexx Laboratories
IDXX
$44.1B
| $50.5M | 0.02% |
326,957
+55,939
| +21% | +$7.71M |
|
1175
Piper Sandler
PIPR
$5.15B
| $50.4M | 0.02% |
3,160,252
-6,844
| -0.2% | -$121K |
|
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.