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 | |
|---|---|---|---|---|---|---|
1326
Conduent
CNDT
$245M
| $43.9M | 0.02% |
+2,615,895
| New | +$39.8M |
|
|
PPL
1327
PPL Corp
PPL
$26.8B
| $43.9M | 0.02% |
1,173,323
+65,646
| +6% | +$2.35M |
|
1328
G-III Apparel Group
GIII
$1.55B
| $43.7M | 0.02% |
1,997,215
+461,131
| +30% | +$11.8M |
|
1329
Church & Dwight Co
CHD
$23.1B
| $43.7M | 0.02% |
875,974
+30,327
| +4% | +$1.45M |
|
|
VG
1330
DELISTED
Vonage Holdings Corporation
VG
| $43.7M | 0.02% |
6,906,989
+10,992
| +0.2% | +$73.2K |
|
1331
Keysight
KEYS
$53.4B
| $43.6M | 0.02% |
1,207,494
+262
| +0% | +$9.76K |
|
1332
Modine Manufacturing
MOD
$10.3B
| $43.6M | 0.02% |
3,576,667
+394,754
| +12% | +$4.91M |
|
|
LBAI
1333
DELISTED
Lakeland Bancorp Inc
LBAI
| $43.6M | 0.02% |
2,223,548
+193,369
| +10% | +$3.73M |
|
1334
Hexcel
HXL
$7.78B
| $43.5M | 0.02% |
798,263
+64,740
| +9% | +$3.41M |
|
1335
UNIFI
UFI
$114M
| $43.5M | 0.02% |
1,532,132
+2,888
| +0.2% | +$82.5K |
|
1336
Eversource Energy
ES
$27.8B
| $43.4M | 0.02% |
739,042
+41,599
| +6% | +$2.37M |
|
1337
Verisk Analytics
VRSK
$26.1B
| $43.4M | 0.02% |
535,380
+24,710
| +5% | +$2.03M |
|
|
ATW
1338
DELISTED
Atwood Oceanics
ATW
| $43.4M | 0.02% |
4,555,964
+2,188,009
| +92% | +$24.4M |
|
1339
Mettler-Toledo International
MTD
$27.9B
| $43.4M | 0.02% |
90,636
+3,555
| +4% | +$1.62M |
|
1340
MSC Industrial Direct
MSM
$6.78B
| $43.4M | 0.02% |
421,929
+9,409
| +2% | +$953K |
|
1341
Copart
CPRT
$27.4B
| $43.3M | 0.02% |
5,599,176
-226,824
| -4% | -$1.67M |
|
|
GNCMA
1342
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
| $43.3M | 0.02% |
2,083,690
-224,558
| -10% | -$4.51M |
|
1343
Williams Companies
WMB
$86.7B
| $43.3M | 0.02% |
1,462,187
+116,388
| +9% | +$3.36M |
|
1344
Cousins Properties
CUZ
$5.25B
| $43.2M | 0.02% |
1,305,603
+130,861
| +11% | +$4.39M |
|
|
WBMD
1345
DELISTED
WebMD Health Corp.
WBMD
| $43.1M | 0.02% |
818,627
+96,425
| +13% | +$4.93M |
|
1346
Insteel Industries
IIIN
$593M
| $43.1M | 0.02% |
1,192,966
-27,998
| -2% | -$1.01M |
|
1347
Cleveland-Cliffs
CLF
$6.64B
| $43M | 0.02% |
5,241,713
+2,535,927
| +94% | +$24.1M |
|
1348
NVR
NVR
$16.8B
| $43M | 0.02% |
20,422
-59
| -0.3% | -$112K |
|
1349
WEC Energy
WEC
$35.9B
| $43M | 0.02% |
709,619
+34,005
| +5% | +$2M |
|
1350
First Industrial Realty Trust
FR
$8.75B
| $42.9M | 0.02% |
1,612,502
+65,429
| +4% | +$1.75M |
|
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.