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 | |
|---|---|---|---|---|---|---|
|
BRS
1301
DELISTED
Bristow Group, Inc.
BRS
| $45M | 0.02% |
2,959,621
+21,261
| +0.7% | +$358K |
|
1302
Builders FirstSource
BLDR
$7.1B
| $45M | 0.02% |
3,019,193
+71,261
| +2% | +$921K |
|
|
SWFT
1303
DELISTED
Swift Transportation Company
SWFT
| $45M | 0.02% |
2,189,778
+106,357
| +5% | +$2.37M |
|
1304
City Holding Co
CHCO
$2.04B
| $44.9M | 0.02% |
696,154
+3,451
| +0.5% | +$226K |
|
1305
Sempra
SRE
$58.6B
| $44.8M | 0.02% |
811,714
+16,290
| +2% | +$865K |
|
1306
Nordson
NDSN
$16.4B
| $44.8M | 0.02% |
364,924
-9,044
| -2% | -$1.07M |
|
|
AJRD
1307
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $44.8M | 0.02% |
2,062,980
+111,038
| +6% | +$2.2M |
|
|
SNBR
1308
DELISTED
Sleep Number
SNBR
| $44.7M | 0.02% |
1,803,910
-11,342
| -0.6% | -$254K |
|
1309
Tennant Co
TNC
$1.41B
| $44.7M | 0.02% |
615,175
+6,545
| +1% | +$461K |
|
|
AFAM
1310
DELISTED
Almost Family Inc
AFAM
| $44.7M | 0.02% |
919,584
+46,958
| +5% | +$2.24M |
|
|
POLY
1311
DELISTED
Plantronics, Inc.
POLY
| $44.7M | 0.02% |
825,229
-4,426
| -0.5% | -$241K |
|
1312
MGP Ingredients
MGPI
$380M
| $44.6M | 0.02% |
823,190
-215,735
| -21% | -$10.2M |
|
1313
Ball Corp
BALL
$17.4B
| $44.5M | 0.02% |
1,199,342
+13,430
| +1% | +$501K |
|
1314
Central Pacific Financial
CPF
$1.02B
| $44.4M | 0.02% |
1,453,155
+15,493
| +1% | +$481K |
|
|
SNCR
1315
DELISTED
Synchronoss Technologies
SNCR
| $44.3M | 0.02% |
201,932
+66,228
| +49% | +$19.3M |
|
1316
Sun Life Financial
SLF
$45.9B
| $44.3M | 0.02% |
1,211,562
+125,428
| +12% | +$4.77M |
|
|
FLOW
1317
DELISTED
SPX FLOW, Inc.
FLOW
| $44.2M | 0.02% |
1,272,495
+224,555
| +21% | +$7.67M |
|
1318
Monster Beverage
MNST
$95.5B
| $44.1M | 0.02% |
1,910,212
+29,384
| +2% | +$657K |
|
|
DISCK
1319
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $44.1M | 0.02% |
1,556,953
+77,477
| +5% | +$2.12M |
|
1320
IPG Photonics
IPGP
$3.6B
| $44.1M | 0.02% |
365,062
+5,822
| +2% | +$659K |
|
1321
COPT Defense Properties
CDP
$4.35B
| $44M | 0.02% |
1,330,411
+52,990
| +4% | +$1.73M |
|
1322
Cenovus Energy
CVE
$55.9B
| $44M | 0.02% |
3,895,092
+86,775
| +2% | +$1.17M |
|
1323
Lakeland Financial Corp
LKFN
$1.56B
| $44M | 0.02% |
1,020,218
+28,198
| +3% | +$1.26M |
|
1324
OFG Bancorp
OFG
$2.22B
| $44M | 0.02% |
3,727,024
-2,434
| -0.1% | -$31K |
|
1325
Tanger
SKT
$4.71B
| $43.9M | 0.02% |
1,340,529
+13,198
| +1% | +$447K |
|
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.