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 | |
|---|---|---|---|---|---|---|
1451
Smith & Wesson
SWBI
$654M
| $39.2M | 0.02% |
2,573,496
-6,593
| -0.3% | -$101K |
|
|
KBAL
1452
DELISTED
Kimball International
KBAL
| $39.2M | 0.02% |
2,374,353
-102,759
| -4% | -$1.72M |
|
|
EBSB
1453
DELISTED
Meridian Bancorp, Inc.
EBSB
| $39.2M | 0.02% |
2,139,513
+164,243
| +8% | +$3.08M |
|
|
GTT
1454
DELISTED
GTT Communications, Inc.
GTT
| $39.1M | 0.02% |
1,606,192
+16,070
| +1% | +$436K |
|
1455
Estee Lauder
EL
$30.6B
| $39.1M | 0.02% |
461,168
+7,646
| +2% | +$632K |
|
1456
Harmonic Inc
HLIT
$1.26B
| $39.1M | 0.02% |
6,571,202
-31,261
| -0.5% | -$171K |
|
|
ECOL
1457
DELISTED
US Ecology, Inc.
ECOL
| $39M | 0.02% |
832,442
+3,891
| +0.5% | +$195K |
|
|
ALXN
1458
DELISTED
Alexion Pharmaceuticals
ALXN
| $39M | 0.02% |
321,459
+13,679
| +4% | +$1.76M |
|
1459
Inogen
INGN
$169M
| $39M | 0.02% |
502,412
+3,796
| +0.8% | +$263K |
|
1460
Encore Capital Group
ECPG
$2.05B
| $38.9M | 0.02% |
1,264,442
-11,744
| -0.9% | -$370K |
|
1461
Donaldson
DCI
$10.9B
| $38.9M | 0.02% |
855,564
+2,545
| +0.3% | +$110K |
|
1462
SS&C Technologies
SSNC
$18.4B
| $38.9M | 0.02% |
1,099,522
+121,948
| +12% | +$4.1M |
|
|
KE
1463
Kimball Electronics
KE
$595M
| $38.9M | 0.02% |
2,295,943
+65,669
| +3% | +$1.1M |
|
|
MODV
1464
DELISTED
ModivCare
MODV
| $38.9M | 0.02% |
874,864
+47,534
| +6% | +$1.95M |
|
1465
Dine Brands
DIN
$451M
| $38.8M | 0.02% |
712,520
-18,371
| -3% | -$1.16M |
|
|
AKS
1466
DELISTED
AK Steel Holding Corp
AKS
| $38.8M | 0.02% |
5,389,630
+2,436,564
| +83% | +$20.9M |
|
1467
Voya Financial
VOYA
$9.04B
| $38.7M | 0.02% |
1,019,396
+59,580
| +6% | +$2.4M |
|
|
DBD
1468
DELISTED
Diebold Nixdorf Incorporated
DBD
| $38.7M | 0.02% |
1,259,953
-158,768
| -11% | -$4.48M |
|
1469
Pathward Financial
CASH
$1.86B
| $38.7M | 0.02% |
1,310,271
+49,278
| +4% | +$1.52M |
|
1470
Sensata Technologies
ST
$6.79B
| $38.6M | 0.02% |
883,974
+64,591
| +8% | +$2.71M |
|
|
SHOE
1471
Shoe Station Group
SHOE
$417M
| $38.6M | 0.02% |
3,140,204
-81,106
| -3% | -$1.04M |
|
1472
JB Hunt Transport Services
JBHT
$25.7B
| $38.6M | 0.02% |
420,266
+1,492
| +0.4% | +$145K |
|
1473
Herc Holdings
HRI
$5.01B
| $38.5M | 0.02% |
787,022
+83,525
| +12% | +$3.93M |
|
|
ACOR
1474
DELISTED
Acorda Therapeutics
ACOR
| $38.5M | 0.02% |
15,262
+2,699
| +21% | +$7.77M |
|
1475
Steris
STE
$22.4B
| $38.4M | 0.02% |
553,127
+102,257
| +23% | +$7.08M |
|
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.