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 | |
|---|---|---|---|---|---|---|
1626
Cboe Global Markets
CBOE
$32.5B
| $32.8M | 0.02% |
404,819
+33,072
| +9% | +$2.59M |
|
1627
Genpact
G
$5.96B
| $32.8M | 0.02% |
1,325,395
+226,217
| +21% | +$5.51M |
|
|
HAYN
1628
DELISTED
Haynes International, Inc.
HAYN
| $32.8M | 0.02% |
860,868
+84,019
| +11% | +$3.37M |
|
1629
Flexsteel Industries
FLXS
$302M
| $32.8M | 0.02% |
650,914
-2,654
| -0.4% | -$138K |
|
1630
SFL Corp
SFL
$1.64B
| $32.8M | 0.02% |
2,228,638
-10,083
| -0.5% | -$150K |
|
|
HMHC
1631
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $32.7M | 0.02% |
3,221,625
+500,787
| +18% | +$5.24M |
|
1632
Kforce
KFRC
$1.02B
| $32.7M | 0.02% |
1,374,828
+74,810
| +6% | +$1.78M |
|
|
TRCO
1633
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $32.6M | 0.02% |
+875,486
| New | +$29.6M |
|
1634
American Water Works
AWK
$26.7B
| $32.5M | 0.02% |
418,472
+9,787
| +2% | +$727K |
|
|
QEP
1635
DELISTED
QEP RESOURCES, INC.
QEP
| $32.5M | 0.02% |
2,560,010
-1,014,114
| -28% | -$16M |
|
1636
Waters Corp
WAT
$37B
| $32.5M | 0.02% |
207,633
+3,187
| +2% | +$476K |
|
|
LOGM
1637
DELISTED
LogMein, Inc.
LOGM
| $32.4M | 0.02% |
332,772
+261,715
| +368% | +$26M |
|
1638
Cadence Design Systems
CDNS
$93.6B
| $32.4M | 0.02% |
1,033,307
-2,045
| -0.2% | -$59.7K |
|
1639
Stock Yards Bancorp
SYBT
$2.64B
| $32.3M | 0.02% |
793,553
+29,760
| +4% | +$1.31M |
|
|
MXIM
1640
DELISTED
Maxim Integrated Products
MXIM
| $32.2M | 0.02% |
716,933
+96,467
| +16% | +$4.23M |
|
|
CCF
1641
DELISTED
Chase Corporation
CCF
| $32.2M | 0.02% |
337,579
-2,178
| -0.6% | -$196K |
|
|
PEGI
1642
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $32.2M | 0.02% |
1,598,940
-2,276
| -0.1% | -$45.5K |
|
|
ELME
1643
Elme Communities
ELME
$143M
| $32.1M | 0.02% |
1,026,310
+68,401
| +7% | +$2.18M |
|
1644
International Flavors & Fragrances
IFF
$20.2B
| $32.1M | 0.02% |
241,998
+1,870
| +0.8% | +$230K |
|
|
ABAX
1645
DELISTED
Abaxis Inc
ABAX
| $32.1M | 0.02% |
661,238
+25,847
| +4% | +$1.28M |
|
|
BNCN
1646
DELISTED
BNC Bancorp
BNCN
| $32M | 0.02% |
913,519
+22,893
| +3% | +$794K |
|
|
ECHO
1647
DELISTED
Echo Global Logistics, Inc.
ECHO
| $32M | 0.02% |
1,497,435
+181,052
| +14% | +$4.16M |
|
1648
Diamondrock Hospitality Co
DRH
$2.71B
| $31.9M | 0.02% |
2,864,958
+151,427
| +6% | +$1.7M |
|
1649
Lennox International
LII
$14.4B
| $31.9M | 0.02% |
190,643
+4,824
| +3% | +$780K |
|
|
ROIC
1650
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $31.9M | 0.02% |
1,515,881
+140,609
| +10% | +$2.96M |
|
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.