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 | |
|---|---|---|---|---|---|---|
1601
Acadia Realty Trust
AKR
$3.09B
| $33.4M | 0.02% |
1,112,019
+106,366
| +11% | +$3.35M |
|
1602
Acuity Brands
AYI
$9.83B
| $33.4M | 0.02% |
163,625
+904
| +0.6% | +$191K |
|
|
GLOG
1603
DELISTED
GASLOG LTD
GLOG
| $33.4M | 0.02% |
2,173,611
-5,432
| -0.2% | -$86.9K |
|
|
IPXL
1604
DELISTED
Impax Laboratories, Inc.
IPXL
| $33.4M | 0.02% |
2,637,077
+845,375
| +47% | +$10.2M |
|
|
PRFT
1605
DELISTED
Perficient Inc
PRFT
| $33.3M | 0.02% |
1,920,360
+109,121
| +6% | +$1.94M |
|
|
REGI
1606
DELISTED
Renewable Energy Group, Inc.
REGI
| $33.3M | 0.02% |
3,189,102
-59,623
| -2% | -$551K |
|
1607
Warner Bros
WBD
$65.9B
| $33.3M | 0.02% |
1,145,256
+108,859
| +11% | +$3.05M |
|
1608
Hershey
HSY
$35.5B
| $33.3M | 0.02% |
304,631
+11,855
| +4% | +$1.27M |
|
|
PSB
1609
DELISTED
PS Business Parks, Inc.
PSB
| $33.2M | 0.02% |
289,738
+12,705
| +5% | +$1.46M |
|
|
ABCO
1610
DELISTED
Advisory Board Co
ABCO
| $33.2M | 0.02% |
710,382
-23,851
| -3% | -$1.05M |
|
1611
Flowers Foods
FLO
$1.49B
| $33.2M | 0.02% |
1,711,552
+309,420
| +22% | +$6.08M |
|
1612
Axcelis
ACLS
$4.01B
| $33.2M | 0.02% |
1,766,009
+163,016
| +10% | +$2.57M |
|
1613
Toro Company
TTC
$8.75B
| $33.2M | 0.02% |
530,960
+1,285
| +0.2% | +$76.6K |
|
|
WSTC
1614
DELISTED
West Corporation
WSTC
| $33.1M | 0.02% |
1,357,133
+50,322
| +4% | +$1.23M |
|
|
INFN
1615
DELISTED
Infinera Corporation Common Stock
INFN
| $33.1M | 0.02% |
3,237,767
+765,724
| +31% | +$7.68M |
|
1616
Hawaiian Electric Industries
HE
$2.23B
| $33.1M | 0.02% |
994,176
+49,130
| +5% | +$1.63M |
|
|
TMX
1617
DELISTED
Terminix Global Holdings, Inc.
TMX
| $33.1M | 0.02% |
1,182,154
+32,811
| +3% | +$852K |
|
|
JOY
1618
DELISTED
Joy Global Inc
JOY
| $33M | 0.02% |
1,168,685
-167,553
| -13% | -$4.72M |
|
1619
Toronto Dominion Bank
TD
$198B
| $33M | 0.02% |
658,368
+165,292
| +34% | +$8.45M |
|
1620
UBS Group
UBS
$173B
| $33M | 0.02% |
2,066,717
+131,711
| +7% | +$2.12M |
|
1621
Trimble
TRMB
$13.2B
| $32.9M | 0.02% |
1,028,840
-23,980
| -2% | -$742K |
|
1622
Hackett Group
HCKT
$270M
| $32.9M | 0.02% |
1,689,164
-14,752
| -0.9% | -$265K |
|
1623
F5
FFIV
$22.9B
| $32.9M | 0.02% |
230,756
+8,939
| +4% | +$1.28M |
|
|
MTSC
1624
DELISTED
MTS Systems Corp
MTSC
| $32.9M | 0.02% |
597,287
+54,307
| +10% | +$3.05M |
|
1625
Watsco Inc
WSO
$12.7B
| $32.8M | 0.02% |
229,416
+9,334
| +4% | +$1.4M |
|
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.