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 | |
|---|---|---|---|---|---|---|
1401
Hubbell
HUBB
$25.2B
| $40.8M | 0.02% |
339,710
+4,548
| +1% | +$546K |
|
|
VISN
1402
Vistance Networks Inc
VISN
$2.65B
| $40.8M | 0.02% |
977,479
+20,248
| +2% | +$780K |
|
1403
Manitowoc
MTW
$491M
| $40.7M | 0.02% |
1,787,010
+442,972
| +33% | +$10.9M |
|
|
TRST
1404
Trustco Bank Corp NY
TRST
$964M
| $40.7M | 0.02% |
1,038,051
+44,238
| +4% | +$1.83M |
|
|
VSI
1405
DELISTED
Vitamin Shoppe Inc.
VSI
| $40.7M | 0.02% |
2,020,687
-4,132
| -0.2% | -$88.2K |
|
1406
Universal Electronics
UEIC
$58.1M
| $40.6M | 0.02% |
593,372
-43,472
| -7% | -$2.87M |
|
|
HF
1407
DELISTED
HFF Inc.
HF
| $40.6M | 0.02% |
1,467,916
+41,929
| +3% | +$1.23M |
|
|
EDR
1408
DELISTED
Education Realty Trust Inc
EDR
| $40.6M | 0.02% |
993,945
+58,599
| +6% | +$2.4M |
|
1409
Align Technology
ALGN
$11.9B
| $40.6M | 0.02% |
353,958
-1,035
| -0.3% | -$105K |
|
1410
AeroVironment
AVAV
$7.39B
| $40.5M | 0.02% |
1,445,679
+107,063
| +8% | +$2.86M |
|
|
WP
1411
DELISTED
Worldpay, Inc.
WP
| $40.3M | 0.02% |
628,825
+6,235
| +1% | +$397K |
|
1412
Perdoceo Education
PRDO
$2B
| $40.3M | 0.02% |
4,633,871
+411,878
| +10% | +$3.78M |
|
|
FRED
1413
DELISTED
Fred's Inc
FRED
| $40.3M | 0.02% |
3,077,302
-12,072
| -0.4% | -$190K |
|
|
WFT
1414
DELISTED
Weatherford International plc
WFT
| $40.3M | 0.02% |
6,055,732
-635,860
| -10% | -$3.73M |
|
1415
ScottsMiracle-Gro
SMG
$3.88B
| $40.2M | 0.02% |
430,830
-21,364
| -5% | -$1.98M |
|
|
DST
1416
DELISTED
DST Systems Inc.
DST
| $40.2M | 0.02% |
655,844
-4,670
| -0.7% | -$271K |
|
1417
Edgewell Personal Care
EPC
$1.25B
| $40.2M | 0.02% |
549,133
+33,535
| +7% | +$2.55M |
|
|
PGRE
1418
DELISTED
Paramount Group
PGRE
| $40.1M | 0.02% |
2,473,703
+461,027
| +23% | +$7.67M |
|
1419
MarketAxess Holdings
MKTX
$5.72B
| $40.1M | 0.02% |
213,758
-179,087
| -46% | -$32.5M |
|
1420
Douglas Dynamics
PLOW
$996M
| $40.1M | 0.02% |
1,307,022
-32,656
| -2% | -$1.06M |
|
1421
Peoples Bancorp
PEBO
$1.48B
| $40.1M | 0.02% |
1,265,231
+49,458
| +4% | +$1.58M |
|
1422
Usana Health Sciences
USNA
$406M
| $40M | 0.02% |
695,170
+9,293
| +1% | +$555K |
|
|
NUAN
1423
DELISTED
Nuance Communications, Inc.
NUAN
| $40M | 0.02% |
2,670,593
+253,330
| +10% | +$3.61M |
|
1424
Moody's
MCO
$81.8B
| $40M | 0.02% |
356,971
+9,536
| +3% | +$1.02M |
|
|
HEES
1425
DELISTED
H&E Equipment Services
HEES
| $40M | 0.02% |
1,630,577
+64,096
| +4% | +$1.57M |
|
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.