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 | |
|---|---|---|---|---|---|---|
1276
HCA Healthcare
HCA
$85.7B
| $46.1M | 0.02% |
518,454
+10,371
| +2% | +$865K |
|
1277
Live Nation Entertainment
LYV
$42.7B
| $46.1M | 0.02% |
1,519,163
-191,958
| -11% | -$5.49M |
|
|
ORIT
1278
DELISTED
Oritani Financial Corp. New
ORIT
| $46.1M | 0.02% |
2,710,712
+172,780
| +7% | +$2.98M |
|
|
SC
1279
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $46M | 0.02% |
3,454,199
+876,530
| +34% | +$12.2M |
|
1280
Regis Corp
RGS
$68.5M
| $46M | 0.02% |
196,234
-39
| -0% | -$10.2K |
|
|
LHO
1281
DELISTED
LaSalle Hotel Properties
LHO
| $46M | 0.02% |
1,587,271
+34,183
| +2% | +$1.02M |
|
1282
Fortune Brands Innovations
FBIN
$5.88B
| $45.9M | 0.02% |
882,429
+3,077
| +0.3% | +$151K |
|
|
INWK
1283
DELISTED
InnerWorkings, Inc.
INWK
| $45.8M | 0.02% |
4,603,057
+26,438
| +0.6% | +$256K |
|
|
PDCO
1284
DELISTED
Patterson Companies, Inc.
PDCO
| $45.8M | 0.02% |
1,013,324
+86,618
| +9% | +$3.76M |
|
1285
Diageo
DEO
$49.5B
| $45.7M | 0.02% |
395,747
+1,969
| +0.5% | +$221K |
|
|
MJN
1286
DELISTED
Mead Johnson Nutrition Company
MJN
| $45.7M | 0.02% |
513,257
+1,592
| +0.3% | +$131K |
|
1287
CNA Financial
CNA
$14.4B
| $45.7M | 0.02% |
1,034,589
-22,031
| -2% | -$938K |
|
1288
Federal Agricultural Mortgage
AGM
$2.39B
| $45.7M | 0.02% |
793,527
-4,710
| -0.6% | -$272K |
|
|
MSGN
1289
DELISTED
MSG Networks Inc.
MSGN
| $45.6M | 0.02% |
1,952,632
-71,840
| -4% | -$1.61M |
|
1290
Lincoln Electric
LECO
$13.7B
| $45.5M | 0.02% |
524,325
+27,648
| +6% | +$2.32M |
|
1291
Allison Transmission
ALSN
$9.57B
| $45.5M | 0.02% |
1,261,940
-59,762
| -5% | -$2.13M |
|
|
VRTU
1292
DELISTED
Virtusa Corporation
VRTU
| $45.5M | 0.02% |
1,505,787
+140,598
| +10% | +$4.05M |
|
|
KNL
1293
DELISTED
Knoll, Inc.
KNL
| $45.5M | 0.02% |
1,909,616
+13,886
| +0.7% | +$343K |
|
|
CNSL
1294
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $45.5M | 0.02% |
1,941,090
+32,584
| +2% | +$811K |
|
1295
Mercer International
MERC
$39.5M
| $45.4M | 0.02% |
3,884,034
+158,696
| +4% | +$1.87M |
|
1296
Prudential
PUK
$38.5B
| $45.3M | 0.02% |
1,103,273
-1,545
| -0.1% | -$60.7K |
|
|
BRSL
1297
Brightstar Lottery PLC
BRSL
$1.87B
| $45.2M | 0.02% |
1,908,670
-3,757
| -0.2% | -$97.9K |
|
1298
Power Integrations
POWI
$3.39B
| $45.2M | 0.02% |
1,375,374
+17,378
| +1% | +$578K |
|
1299
Illumina
ILMN
$31B
| $45.2M | 0.02% |
272,343
+9,270
| +4% | +$1.46M |
|
1300
Silgan Holdings
SLGN
$4.34B
| $45.2M | 0.02% |
1,522,198
+60,388
| +4% | +$1.77M |
|
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.