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 | |
|---|---|---|---|---|---|---|
1201
Commerce Bancshares
CBSH
$8.55B
| $49.4M | 0.02% |
1,365,398
-50,738
| -4% | -$1.87M |
|
1202
Winnebago Industries
WGO
$863M
| $49.4M | 0.02% |
1,688,517
+108,635
| +7% | +$3.47M |
|
|
AZPN
1203
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $49.4M | 0.02% |
838,182
-28,956
| -3% | -$1.71M |
|
|
HRG
1204
DELISTED
HRG Group, Inc.
HRG
| $49.4M | 0.02% |
2,555,332
+108,155
| +4% | +$1.9M |
|
1205
Xylem
XYL
$27.3B
| $49.3M | 0.02% |
981,075
-7,785
| -0.8% | -$379K |
|
1206
Synaptics
SYNA
$4.25B
| $49.3M | 0.02% |
994,827
+114,715
| +13% | +$6.16M |
|
1207
Primoris Services
PRIM
$4.65B
| $49.2M | 0.02% |
2,120,930
+95,295
| +5% | +$2.29M |
|
1208
Royal Gold
RGLD
$17.2B
| $49.2M | 0.02% |
702,325
-238,613
| -25% | -$16.2M |
|
1209
Aramark
ARMK
$15.1B
| $49.2M | 0.02% |
1,846,471
+172,608
| +10% | +$4.4M |
|
1210
IQVIA
IQV
$39.1B
| $49.1M | 0.02% |
609,628
+186,027
| +44% | +$14.5M |
|
1211
Brown & Brown
BRO
$23.7B
| $49.1M | 0.02% |
2,351,720
-110,340
| -4% | -$2.39M |
|
1212
Healthcare Services Group
HCSG
$1.58B
| $49.1M | 0.02% |
1,138,378
+3,898
| +0.3% | +$160K |
|
|
EE
1213
DELISTED
El Paso Electric Company
EE
| $49M | 0.02% |
970,723
+6,024
| +0.6% | +$285K |
|
1214
Yum! Brands
YUM
$43.3B
| $49M | 0.02% |
766,343
-8,386
| -1% | -$546K |
|
1215
MillerKnoll
MLKN
$1.53B
| $48.8M | 0.02% |
1,547,831
+42,244
| +3% | +$1.31M |
|
1216
SunCoke Energy
SXC
$717M
| $48.8M | 0.02% |
5,449,617
+437,458
| +9% | +$4.28M |
|
1217
HNI Corp
HNI
$3.14B
| $48.8M | 0.02% |
1,059,270
+17,867
| +2% | +$860K |
|
|
FINL
1218
DELISTED
Finish Line
FINL
| $48.8M | 0.02% |
3,430,262
-11,471
| -0.3% | -$193K |
|
|
OPLN
1219
Openlane
OPLN
$4.29B
| $48.8M | 0.02% |
2,952,200
-9,625
| -0.3% | -$164K |
|
|
KATE
1220
DELISTED
Kate Spade & Company
KATE
| $48.7M | 0.02% |
2,094,658
-1,987
| -0.1% | -$41.6K |
|
1221
BancFirst
BANF
$3.77B
| $48.6M | 0.02% |
1,081,108
+33,716
| +3% | +$1.58M |
|
1222
Tredegar Corp
TG
$262M
| $48.6M | 0.02% |
2,767,940
+16,040
| +0.6% | +$334K |
|
1223
Spectrum Brands
SPB
$2.04B
| $48.6M | 0.02% |
349,402
-65,112
| -16% | -$8.65M |
|
1224
British American Tobacco
BTI
$133B
| $48.6M | 0.02% |
732,160
+4,574
| +0.6% | +$283K |
|
1225
Apple Hospitality REIT
APLE
$3.92B
| $48.5M | 0.02% |
2,540,891
+1,547,960
| +156% | +$30.5M |
|
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.