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 | |
|---|---|---|---|---|---|---|
|
ACTA
1551
DELISTED
Actua Corp
ACTA
| $35.3M | 0.02% |
2,510,113
+119,156
| +5% | +$1.67M |
|
1552
WEX
WEX
$6.37B
| $35.2M | 0.02% |
340,254
+22,477
| +7% | +$2.5M |
|
1553
A.O. Smith
AOS
$8.29B
| $35.2M | 0.02% |
688,153
+1,515
| +0.2% | +$75.2K |
|
1554
Credit Acceptance
CACC
$5.95B
| $35.1M | 0.02% |
175,836
+6,055
| +4% | +$1.22M |
|
1555
DHT Holdings
DHT
$2.99B
| $35M | 0.02% |
7,838,331
+172,294
| +2% | +$799K |
|
1556
OceanFirst Financial
OCFC
$1.68B
| $35M | 0.02% |
1,241,493
+184,647
| +17% | +$5.37M |
|
|
FARO
1557
DELISTED
Faro Technologies
FARO
| $35M | 0.02% |
977,948
+86,925
| +10% | +$3.17M |
|
1558
Graco
GGG
$12.9B
| $34.9M | 0.02% |
1,112,391
+71,646
| +7% | +$2.16M |
|
1559
Polaris
PII
$3.82B
| $34.9M | 0.02% |
416,318
+130,433
| +46% | +$11.2M |
|
|
AD
1560
Array Digital Infrastructure
AD
$3.01B
| $34.9M | 0.02% |
933,874
+78,285
| +9% | +$3.22M |
|
|
VRN
1561
DELISTED
Veren
VRN
| $34.9M | 0.02% |
3,221,270
-155,782
| -5% | -$1.81M |
|
1562
Trip.com Group
TCOM
$29.6B
| $34.8M | 0.02% |
708,462
+196,086
| +38% | +$8.99M |
|
|
RATE
1563
DELISTED
Bankrate Inc
RATE
| $34.8M | 0.02% |
3,601,679
+447,530
| +14% | +$4.84M |
|
|
RHT
1564
DELISTED
Red Hat Inc
RHT
| $34.7M | 0.02% |
401,242
+13,616
| +4% | +$1.08M |
|
|
DISH
1565
DELISTED
DISH Network Corp.
DISH
| $34.7M | 0.02% |
546,279
+118,638
| +28% | +$7.34M |
|
1566
Wabtec
WAB
$49.1B
| $34.6M | 0.02% |
443,963
+16,876
| +4% | +$1.39M |
|
1567
Ralph Lauren
RL
$22.6B
| $34.6M | 0.02% |
423,967
-9,680
| -2% | -$799K |
|
|
VTLE
1568
DELISTED
Vital Energy
VTLE
| $34.6M | 0.02% |
118,450
+71,704
| +153% | +$19.9M |
|
1569
Washington Trust Bancorp
WASH
$743M
| $34.6M | 0.02% |
701,410
-1,575
| -0.2% | -$84K |
|
1570
HCI Group
HCI
$2.23B
| $34.5M | 0.02% |
757,105
+79,423
| +12% | +$3.49M |
|
1571
Mattel
MAT
$4.38B
| $34.5M | 0.02% |
1,345,746
+11,301
| +0.8% | +$303K |
|
|
NGHC
1572
DELISTED
National General Holdings Corp
NGHC
| $34.3M | 0.02% |
1,445,459
+103,100
| +8% | +$2.51M |
|
1573
Motorola Solutions
MSI
$72.3B
| $34.3M | 0.02% |
397,623
+17,454
| +5% | +$1.43M |
|
|
SFBS
1574
ServisFirst Bancshares
SFBS
$4.89B
| $34.2M | 0.02% |
940,852
+140,253
| +18% | +$5.5M |
|
|
CBPX
1575
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $34.2M | 0.02% |
1,394,198
-9,411
| -0.7% | -$227K |
|
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.