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 | |
|---|---|---|---|---|---|---|
|
PSTB
1501
DELISTED
Park Sterling Corp.
PSTB
| $37.3M | 0.02% |
3,032,148
+194,494
| +7% | +$2.26M |
|
1502
Jack Henry & Associates
JKHY
$10.9B
| $37.3M | 0.02% |
400,400
-1,701
| -0.4% | -$157K |
|
1503
Teradata
TDC
$2.92B
| $37.3M | 0.02% |
1,197,863
+228,784
| +24% | +$6.91M |
|
1504
LendingTree
TREE
$447M
| $37.3M | 0.02% |
297,391
-2,193
| -0.7% | -$250K |
|
1505
Monro
MNRO
$383M
| $37.2M | 0.02% |
714,538
+24,175
| +4% | +$1.37M |
|
|
DOC
1506
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $37.2M | 0.02% |
1,871,068
+224,136
| +14% | +$4.28M |
|
1507
Hain Celestial
HAIN
$45M
| $37.1M | 0.02% |
996,612
-3,299
| -0.3% | -$124K |
|
1508
Ennis
EBF
$552M
| $37M | 0.02% |
2,179,280
-4,726
| -0.2% | -$78.6K |
|
1509
Fox Factory Holding Corp
FOXF
$755M
| $37M | 0.02% |
1,290,654
+11,711
| +0.9% | +$318K |
|
|
ENLC
1510
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $37M | 0.02% |
1,907,938
+23,462
| +1% | +$447K |
|
1511
Onto Innovation
ONTO
$12.9B
| $37M | 0.02% |
1,213,933
+142,005
| +13% | +$3.85M |
|
|
UN
1512
DELISTED
Unilever NV New York Registry Shares
UN
| $37M | 0.02% |
743,901
+13,814
| +2% | +$619K |
|
1513
Broadridge
BR
$17.8B
| $36.9M | 0.02% |
542,591
+6,800
| +1% | +$461K |
|
1514
Cooper Companies
COO
$14.1B
| $36.8M | 0.02% |
737,064
+32,768
| +5% | +$1.56M |
|
1515
FerroAtlántica
GSM
$594M
| $36.7M | 0.02% |
3,549,930
+657,529
| +23% | +$6.92M |
|
1516
Park Hotels & Resorts
PK
$3.03B
| $36.6M | 0.02% |
+1,427,251
| New | +$37.9M |
|
|
ESND
1517
DELISTED
Essendant Inc.
ESND
| $36.6M | 0.02% |
2,417,531
+185,555
| +8% | +$3.45M |
|
1518
Lloyds Banking Group
LYG
$89.5B
| $36.6M | 0.02% |
10,764,956
+1,697,943
| +19% | +$5.72M |
|
|
SEE
1519
DELISTED
Sealed Air
SEE
| $36.5M | 0.02% |
838,679
+27,757
| +3% | +$1.3M |
|
1520
Philips
PHG
$25.7B
| $36.5M | 0.02% |
1,535,034
-310,408
| -17% | -$6.96M |
|
|
CXP
1521
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $36.4M | 0.02% |
1,635,794
+111,597
| +7% | +$2.49M |
|
1522
C.H. Robinson
CHRW
$17.4B
| $36.3M | 0.02% |
469,549
+18,311
| +4% | +$1.41M |
|
1523
Hilton Worldwide
HLT
$72.1B
| $36.2M | 0.02% |
618,950
+223,134
| +56% | +$13M |
|
1524
Chesapeake Utilities
CPK
$3.19B
| $36.1M | 0.02% |
522,016
+8,450
| +2% | +$563K |
|
|
IXYS
1525
DELISTED
IXYS Corp
IXYS
| $36.1M | 0.02% |
2,479,421
+124,482
| +5% | +$1.59M |
|
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.