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 | |
|---|---|---|---|---|---|---|
1226
Five Below
FIVE
$12.1B
| $48.5M | 0.02% |
1,119,811
-21,586
| -2% | -$858K |
|
|
OSG
1227
Octave Specialty Group
OSG
$250M
| $48.5M | 0.02% |
2,571,088
| – | – |
|
1228
Affiliated Managers Group
AMG
$9.65B
| $48.3M | 0.02% |
294,466
+13,943
| +5% | +$2.21M |
|
|
HTLF
1229
DELISTED
Heartland Financial USA, Inc.
HTLF
| $48.2M | 0.02% |
965,801
+86,783
| +10% | +$4.19M |
|
1230
Snap-on
SNA
$21.2B
| $48.2M | 0.02% |
285,914
+12,265
| +4% | +$2.11M |
|
1231
MSCI
MSCI
$41.9B
| $48.1M | 0.02% |
495,144
+2,886
| +0.6% | +$261K |
|
|
UAM
1232
DELISTED
Universal American Corp
UAM
| $48.1M | 0.02% |
4,823,898
-197,052
| -4% | -$1.96M |
|
1233
Heartland Express
HTLD
$986M
| $48.1M | 0.02% |
2,396,827
+104,659
| +5% | +$2.13M |
|
1234
KB Home
KBH
$3.45B
| $47.9M | 0.02% |
2,408,790
-13,556
| -0.6% | -$237K |
|
1235
Cullen/Frost Bankers
CFR
$10.3B
| $47.8M | 0.02% |
537,021
+12,482
| +2% | +$1.12M |
|
1236
Avery Dennison
AVY
$13.4B
| $47.6M | 0.02% |
590,730
+264
| +0% | +$20.5K |
|
1237
Alcoa
AA
$11.9B
| $47.6M | 0.02% |
1,383,264
-15,353
| -1% | -$537K |
|
1238
MarineMax
HZO
$772M
| $47.6M | 0.02% |
2,197,121
+19,177
| +0.9% | +$404K |
|
|
KND
1239
DELISTED
Kindred Healthcare
KND
| $47.5M | 0.02% |
5,688,688
-608,822
| -10% | -$4.77M |
|
|
XEC
1240
DELISTED
CIMAREX ENERGY CO
XEC
| $47.5M | 0.02% |
397,251
-33,665
| -8% | -$4.37M |
|
1241
Eagle Bancorp
EGBN
$838M
| $47.4M | 0.02% |
794,108
+33,046
| +4% | +$2M |
|
1242
Asbury Automotive
ABG
$4.34B
| $47.3M | 0.02% |
787,194
+12,241
| +2% | +$784K |
|
|
FLIR
1243
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $47.3M | 0.02% |
1,302,646
+80,490
| +7% | +$2.9M |
|
|
TSS
1244
DELISTED
Total System Services, Inc.
TSS
| $47.2M | 0.02% |
882,268
+11,379
| +1% | +$607K |
|
|
TSE
1245
DELISTED
Trinseo
TSE
| $47.1M | 0.02% |
701,699
+29,012
| +4% | +$1.95M |
|
1246
Fastenal
FAST
$53.5B
| $47.1M | 0.02% |
3,656,076
+209,992
| +6% | +$2.63M |
|
|
LQ
1247
DELISTED
La Quinta Holdings Inc.
LQ
| $47M | 0.02% |
3,475,351
+788,538
| +29% | +$11M |
|
1248
Consolidated Edison
ED
$40.4B
| $47M | 0.02% |
604,894
+15,382
| +3% | +$1.16M |
|
|
RAVN
1249
DELISTED
Raven Industries Inc
RAVN
| $47M | 0.02% |
1,616,288
-1,056
| -0.1% | -$28.6K |
|
|
SONC
1250
DELISTED
Sonic Corp
SONC
| $46.9M | 0.02% |
1,851,037
-7,097
| -0.4% | -$179K |
|
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.