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 | |
|---|---|---|---|---|---|---|
1426
Public Service Enterprise Group
PEG
$38.4B
| $39.8M | 0.02% |
897,109
+37,527
| +4% | +$1.66M |
|
|
AXON
1427
Axon Enterprise
AXON
$41.8B
| $39.8M | 0.02% |
1,745,380
-9,071
| -0.5% | -$223K |
|
1428
Diamondback Energy
FANG
$56.6B
| $39.8M | 0.02% |
383,533
+13,011
| +4% | +$1.34M |
|
|
CTLT
1429
DELISTED
CATALENT, INC.
CTLT
| $39.7M | 0.02% |
1,403,258
+137,335
| +11% | +$3.84M |
|
|
CTXS
1430
DELISTED
Citrix Systems Inc
CTXS
| $39.7M | 0.02% |
476,351
-90,423
| -16% | -$7.05M |
|
|
VWR
1431
DELISTED
VWR Corporation
VWR
| $39.7M | 0.02% |
1,407,239
+60,009
| +4% | +$1.6M |
|
|
ISCA
1432
DELISTED
International Speedway Corp
ISCA
| $39.7M | 0.02% |
1,073,595
-103,835
| -9% | -$3.84M |
|
1433
Universal Insurance Holdings
UVE
$1.21B
| $39.7M | 0.02% |
1,618,878
-3,035
| -0.2% | -$79.4K |
|
|
SBNY
1434
DELISTED
Signature Bank
SBNY
| $39.6M | 0.02% |
267,027
+5,077
| +2% | +$786K |
|
1435
Greenlight Captial
GLRE
$547M
| $39.6M | 0.02% |
1,792,332
+156,858
| +10% | +$3.55M |
|
1436
The Ensign Group
ENSG
$10.3B
| $39.6M | 0.02% |
2,250,307
+158,882
| +8% | +$2.87M |
|
|
PNRA
1437
DELISTED
Panera Bread Co
PNRA
| $39.5M | 0.02% |
150,879
+2,135
| +1% | +$485K |
|
1438
BJ's Restaurants
BJRI
$1.44B
| $39.5M | 0.02% |
977,686
+32,798
| +3% | +$1.21M |
|
1439
Take-Two Interactive
TTWO
$44.9B
| $39.5M | 0.02% |
666,405
-114,864
| -15% | -$6.42M |
|
1440
Haverty Furniture Companies
HVT
$397M
| $39.5M | 0.02% |
1,620,599
-1,199
| -0.1% | -$27.5K |
|
1441
National Health Investors
NHI
$3.68B
| $39.4M | 0.02% |
542,845
+43,890
| +9% | +$3.22M |
|
|
EXAR
1442
DELISTED
Exar Corporation
EXAR
| $39.4M | 0.02% |
3,025,962
+44,463
| +1% | +$477K |
|
1443
American Vanguard Corp
AVD
$69.2M
| $39.3M | 0.02% |
2,370,250
+84,367
| +4% | +$1.4M |
|
1444
Maximus
MMS
$3.14B
| $39.3M | 0.02% |
632,118
+19,788
| +3% | +$1.16M |
|
1445
Cal-Maine
CALM
$4.06B
| $39.3M | 0.02% |
1,068,289
-58,384
| -5% | -$2.34M |
|
1446
BWX Technologies
BWXT
$15.3B
| $39.3M | 0.02% |
825,521
-392,329
| -32% | -$17.1M |
|
1447
Ovintiv
OVV
$17.1B
| $39.3M | 0.02% |
670,886
-241,578
| -26% | -$14.5M |
|
1448
Ryman Hospitality Properties
RHP
$8.41B
| $39.3M | 0.02% |
634,835
+28,305
| +5% | +$1.78M |
|
1449
Range Resources
RRC
$9.29B
| $39.2M | 0.02% |
1,348,936
-157,219
| -10% | -$4.86M |
|
1450
Iridium Communications
IRDM
$4.94B
| $39.2M | 0.02% |
4,066,524
-5,092
| -0.1% | -$48.6K |
|
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.