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 | |
|---|---|---|---|---|---|---|
1176
Ethan Allen Interiors
ETD
$583M
| $50.4M | 0.02% |
1,643,631
+119,706
| +8% | +$3.63M |
|
|
GPT
1177
DELISTED
Gramercy Property Trust
GPT
| $50.4M | 0.02% |
1,915,424
+279,613
| +17% | +$7.51M |
|
1178
Corpay
CPAY
$25.5B
| $50.3M | 0.02% |
332,441
+11,338
| +4% | +$1.78M |
|
1179
Interparfums
IPAR
$4.02B
| $50.3M | 0.02% |
1,375,410
+29,457
| +2% | +$1.02M |
|
1180
Northwest Natural Holdings
NWN
$2.11B
| $50.3M | 0.02% |
850,548
+3,198
| +0.4% | +$189K |
|
1181
Radian Group
RDN
$5.16B
| $50.2M | 0.02% |
2,795,106
-17,710
| -0.6% | -$328K |
|
1182
Campbell Soup
CPB
$6.58B
| $50.1M | 0.02% |
875,006
+90,818
| +12% | +$5.49M |
|
1183
Virtus Investment Partners
VRTS
$1.09B
| $50.1M | 0.02% |
472,922
+90,422
| +24% | +$10.1M |
|
1184
REX American Resources
REX
$1.44B
| $50M | 0.02% |
3,317,244
-38,520
| -1% | -$547K |
|
|
GG
1185
DELISTED
Goldcorp Inc
GG
| $50M | 0.02% |
3,428,082
+397,198
| +13% | +$6.21M |
|
|
AIMC
1186
DELISTED
Altra Industrial Motion Corp
AIMC
| $50M | 0.02% |
1,283,764
-26,099
| -2% | -$1M |
|
|
PIR
1187
DELISTED
Pier 1 Imports, Inc.
PIR
| $50M | 0.02% |
348,993
+89,487
| +34% | +$13.1M |
|
1188
Travel + Leisure Co
TNL
$4.61B
| $49.9M | 0.02% |
1,312,379
-5,074
| -0.4% | -$186K |
|
1189
First Busey Corp
BUSE
$2.6B
| $49.9M | 0.02% |
1,697,899
+71,916
| +4% | +$2.17M |
|
|
CSGS
1190
DELISTED
CSG Systems International
CSGS
| $49.9M | 0.02% |
1,319,614
-24,394
| -2% | -$1.03M |
|
1191
Oneok
OKE
$56.1B
| $49.9M | 0.02% |
899,251
+16,026
| +2% | +$881K |
|
1192
Banc of California
BANC
$2.91B
| $49.8M | 0.02% |
2,407,991
-5,704
| -0.2% | -$106K |
|
1193
CDW
CDW
$18.6B
| $49.8M | 0.02% |
863,133
+9,891
| +1% | +$557K |
|
|
EMCI
1194
DELISTED
EMC INS Group Inc
EMCI
| $49.8M | 0.02% |
1,774,768
+7,684
| +0.4% | +$221K |
|
1195
Brunswick
BC
$5.18B
| $49.8M | 0.02% |
812,942
+10,730
| +1% | +$634K |
|
|
HOUS
1196
DELISTED
Anywhere Real Estate
HOUS
| $49.7M | 0.02% |
1,667,750
+178,813
| +12% | +$4.86M |
|
|
KW
1197
DELISTED
Kennedy-Wilson Holdings
KW
| $49.7M | 0.02% |
2,236,983
+151,989
| +7% | +$3.2M |
|
1198
Intuitive Surgical
ISRG
$126B
| $49.6M | 0.02% |
582,219
+6,615
| +1% | +$523K |
|
|
RPXC
1199
DELISTED
RPX Corporation
RPXC
| $49.6M | 0.02% |
4,131,232
+601,694
| +17% | +$6.83M |
|
|
VGR
1200
DELISTED
Vector Group Ltd.
VGR
| $49.5M | 0.02% |
3,886,364
+37,225
| +1% | +$500K |
|
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.