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 | |
|---|---|---|---|---|---|---|
|
RDUS
1251
DELISTED
Radius Recycling
RDUS
| $46.9M | 0.02% |
2,270,696
+18,355
| +0.8% | +$429K |
|
|
UCTT
1252
Ultra Clean Holdings
UCTT
$3.73B
| $46.9M | 0.02% |
2,779,331
+488,054
| +21% | +$6.48M |
|
1253
Las Vegas Sands
LVS
$32.3B
| $46.8M | 0.02% |
820,251
+88,092
| +12% | +$4.79M |
|
|
WLH
1254
DELISTED
WILLIAM LYON HOMES
WLH
| $46.8M | 0.02% |
2,269,188
+393,633
| +21% | +$7.35M |
|
1255
AMC Entertainment Holdings
AMC
$2.47B
| $46.8M | 0.02% |
148,745
+21,117
| +17% | +$6.74M |
|
|
RGC
1256
DELISTED
Regal Entertainment Group
RGC
| $46.7M | 0.02% |
2,070,005
+116,607
| +6% | +$2.57M |
|
|
PDM
1257
Piedmont Realty Trust
PDM
$1.25B
| $46.6M | 0.02% |
2,181,817
+78,038
| +4% | +$1.69M |
|
1258
Patrick Industries
PATK
$2.79B
| $46.6M | 0.02% |
1,479,686
-32,638
| -2% | -$1.13M |
|
1259
Xcel Energy
XEL
$48.8B
| $46.6M | 0.02% |
1,047,305
+14,498
| +1% | +$614K |
|
1260
Edison International
EIX
$30.3B
| $46.5M | 0.02% |
584,506
+11,159
| +2% | +$846K |
|
1261
Signet Jewelers
SIG
$3.72B
| $46.5M | 0.02% |
671,645
+124,963
| +23% | +$9.34M |
|
1262
Interface
TILE
$1.96B
| $46.5M | 0.02% |
2,439,985
+94,970
| +4% | +$1.76M |
|
|
RPAI
1263
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $46.5M | 0.02% |
3,221,570
+37,016
| +1% | +$552K |
|
|
EVER
1264
DELISTED
Everbank Financial Corp
EVER
| $46.4M | 0.02% |
2,384,217
-117,576
| -5% | -$2.29M |
|
|
LABL
1265
DELISTED
Multi-Color Corp
LABL
| $46.4M | 0.02% |
653,645
-3,148
| -0.5% | -$234K |
|
1266
Sunstone Hotel Investors
SHO
$2.18B
| $46.4M | 0.02% |
3,026,987
+77,991
| +3% | +$1.16M |
|
1267
Telkom Indonesia
TLK
$14.4B
| $46.3M | 0.02% |
1,487,031
-4,450
| -0.3% | -$131K |
|
|
TGI
1268
DELISTED
Triumph Group
TGI
| $46.3M | 0.02% |
1,798,799
+109,471
| +6% | +$2.87M |
|
1269
Ubiquiti
UI
$32.3B
| $46.3M | 0.02% |
920,930
-57,767
| -6% | -$3.16M |
|
1270
Hormel Foods
HRL
$14B
| $46.3M | 0.02% |
1,336,211
+200,661
| +18% | +$7.16M |
|
1271
Casey's General Stores
CASY
$32.1B
| $46.2M | 0.02% |
412,030
+4,217
| +1% | +$483K |
|
|
IPG
1272
DELISTED
Interpublic Group of Companies
IPG
| $46.2M | 0.02% |
1,882,095
+15,347
| +0.8% | +$368K |
|
|
FTD
1273
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $46.2M | 0.02% |
2,293,214
+49,839
| +2% | +$1.13M |
|
|
COL
1274
DELISTED
Rockwell Collins
COL
| $46.2M | 0.02% |
475,198
+19,513
| +4% | +$1.83M |
|
|
SKX
1275
DELISTED
Skechers
SKX
| $46.2M | 0.02% |
1,681,575
+433,224
| +35% | +$11.2M |
|
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.