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 | |
|---|---|---|---|---|---|---|
|
EV
1351
DELISTED
Eaton Vance Corp.
EV
| $42.9M | 0.02% |
954,835
+37,304
| +4% | +$1.65M |
|
|
BGC
1352
DELISTED
General Cable Corporation
BGC
| $42.9M | 0.02% |
2,388,180
-271,167
| -10% | -$4.86M |
|
|
GCI
1353
DELISTED
Gannett Co., Inc
GCI
| $42.8M | 0.02% |
5,103,765
+655,077
| +15% | +$5.85M |
|
1354
Euronet Worldwide
EEFT
$2.92B
| $42.7M | 0.02% |
499,620
-42,713
| -8% | -$3.36M |
|
|
ENDP
1355
DELISTED
Endo International plc
ENDP
| $42.7M | 0.02% |
3,824,529
+2,387,156
| +166% | +$29.7M |
|
1356
Dick's Sporting Goods
DKS
$17.9B
| $42.6M | 0.02% |
875,436
+39,248
| +5% | +$1.99M |
|
|
PHH
1357
DELISTED
PHH Corporation
PHH
| $42.5M | 0.02% |
3,341,735
+181,321
| +6% | +$2.46M |
|
1358
Neogen
NEOG
$2.51B
| $42.5M | 0.02% |
1,727,517
-30,480
| -2% | -$746K |
|
1359
Empire State Realty Trust
ESRT
$862M
| $42.5M | 0.02% |
2,057,348
+357,974
| +21% | +$7.39M |
|
1360
Otter Tail
OTTR
$3.75B
| $42.4M | 0.02% |
1,119,802
+9,268
| +0.8% | +$351K |
|
1361
RLJ Lodging Trust
RLJ
$1.87B
| $42.4M | 0.02% |
1,803,471
+86,753
| +5% | +$2.02M |
|
|
TMHC
1362
DELISTED
Taylor Morrison
TMHC
| $42.3M | 0.02% |
1,982,054
+886,491
| +81% | +$17.9M |
|
1363
First Financial Bankshares
FFIN
$5B
| $42.2M | 0.02% |
2,106,870
+294,756
| +16% | +$6.29M |
|
|
GWB
1364
DELISTED
Great Western Bancorp, Inc.
GWB
| $42.2M | 0.02% |
996,015
+312,833
| +46% | +$13.5M |
|
|
HZNP
1365
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $42.2M | 0.02% |
2,856,197
+264,592
| +10% | +$4.29M |
|
1366
TotalEnergies
TTE
$193B
| $42.2M | 0.02% |
837,274
+10,006
| +1% | +$505K |
|
1367
AptarGroup
ATR
$8.54B
| $42.2M | 0.02% |
547,856
+42,712
| +8% | +$3.19M |
|
1368
Vail Resorts
MTN
$5.45B
| $42.1M | 0.02% |
219,379
-51,048
| -19% | -$9.04M |
|
1369
Eagle Materials
EXP
$6.3B
| $42.1M | 0.02% |
432,915
+16,890
| +4% | +$1.72M |
|
|
BDN
1370
Brandywine Realty Trust
BDN
$525M
| $42M | 0.02% |
2,586,213
+63,353
| +3% | +$1.03M |
|
1371
DTE Energy
DTE
$29.5B
| $41.9M | 0.02% |
482,212
+26,600
| +6% | +$2.25M |
|
1372
Resources Connection
RGP
$147M
| $41.9M | 0.02% |
2,500,155
+788
| +0% | +$13.3K |
|
|
K
1373
DELISTED
Kellanova
K
| $41.9M | 0.02% |
614,053
+10,684
| +2% | +$737K |
|
1374
Cohu
COHU
$2.19B
| $41.8M | 0.02% |
2,264,566
+7,325
| +0.3% | +$111K |
|
|
BEAT
1375
DELISTED
BioTelemetry, Inc.
BEAT
| $41.8M | 0.02% |
1,442,254
-1,145
| -0.1% | -$28.4K |
|
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.