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 | |
|---|---|---|---|---|---|---|
1376
Columbia Sportswear
COLM
$3.21B
| $41.8M | 0.02% |
710,681
+44,770
| +7% | +$2.51M |
|
|
EGOV
1377
DELISTED
NIC Inc
EGOV
| $41.7M | 0.02% |
2,066,804
+14,342
| +0.7% | +$322K |
|
|
CCC
1378
DELISTED
Calgon Carbon Corp
CCC
| $41.7M | 0.02% |
2,855,242
+193,581
| +7% | +$2.97M |
|
1379
Installed Building Products
IBP
$6.07B
| $41.6M | 0.02% |
789,371
+79,567
| +11% | +$3.58M |
|
1380
Bankunited
BKU
$3.33B
| $41.6M | 0.02% |
1,115,833
+43,169
| +4% | +$1.64M |
|
1381
Hasbro
HAS
$13.4B
| $41.6M | 0.02% |
417,044
+20,043
| +5% | +$1.86M |
|
1382
Bank OZK
OZK
$5.57B
| $41.4M | 0.02% |
796,904
-85,484
| -10% | -$4.6M |
|
1383
Tompkins Financial
TMP
$1.42B
| $41.4M | 0.02% |
514,396
+3,553
| +0.7% | +$312K |
|
1384
Oxford Industries
OXM
$571M
| $41.3M | 0.02% |
721,767
+37,846
| +6% | +$2.09M |
|
1385
Community Trust Bancorp
CTBI
$1.42B
| $41.3M | 0.02% |
902,414
+50,963
| +6% | +$2.37M |
|
1386
Urban Outfitters
URBN
$6.49B
| $41.3M | 0.02% |
1,736,885
+379,550
| +28% | +$9.84M |
|
|
SLCA
1387
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $41.3M | 0.02% |
859,837
+152,783
| +22% | +$8.18M |
|
|
COR
1388
DELISTED
Coresite Realty Corporation
COR
| $41.2M | 0.02% |
457,964
+23,454
| +5% | +$2.04M |
|
|
HTZ
1389
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $41.2M | 0.02% |
2,706,167
+1,398,517
| +107% | +$25.4M |
|
1390
Team
TISI
$79.8M
| $41.2M | 0.02% |
152,162
+18,953
| +14% | +$6M |
|
1391
TTEC Holdings
TTEC
$125M
| $41.1M | 0.02% |
1,387,448
+7,245
| +0.5% | +$219K |
|
|
CPLA
1392
DELISTED
Capella Education Company
CPLA
| $41.1M | 0.02% |
482,965
+5,937
| +1% | +$487K |
|
1393
VF Corp
VFC
$5.88B
| $41.1M | 0.02% |
793,228
+64,524
| +9% | +$3.18M |
|
1394
Badger Meter
BMI
$3.78B
| $41M | 0.02% |
1,116,664
+29,226
| +3% | +$1.07M |
|
|
OKSB
1395
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $41M | 0.02% |
1,568,272
-1,393
| -0.1% | -$38.2K |
|
1396
Arthur J. Gallagher & Co
AJG
$65.9B
| $41M | 0.02% |
724,482
+30,274
| +4% | +$1.67M |
|
1397
AutoZone
AZO
$49.1B
| $40.9M | 0.02% |
56,593
+18
| +0% | +$13.3K |
|
|
WAIR
1398
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $40.9M | 0.02% |
3,588,399
+462,898
| +15% | +$6.11M |
|
1399
Southside Bancshares
SBSI
$960M
| $40.8M | 0.02% |
1,246,752
+157,052
| +14% | +$5.37M |
|
|
PPBI
1400
DELISTED
Pacific Premier Bancorp
PPBI
| $40.8M | 0.02% |
1,058,226
+128,824
| +14% | +$4.95M |
|
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.