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 | |
|---|---|---|---|---|---|---|
|
STMP
1651
DELISTED
Stamps.com, Inc.
STMP
| $31.9M | 0.02% |
269,290
+11,196
| +4% | +$1.38M |
|
|
ANSS
1652
DELISTED
Ansys
ANSS
| $31.9M | 0.02% |
298,119
+7,194
| +2% | +$721K |
|
|
IVC
1653
DELISTED
Invacare Corporation
IVC
| $31.8M | 0.02% |
2,669,248
+84,507
| +3% | +$1.01M |
|
|
BMTC
1654
DELISTED
Bryn Mawr Bank Corp
BMTC
| $31.8M | 0.02% |
803,863
+56,982
| +8% | +$2.31M |
|
|
AVP
1655
DELISTED
Avon Products, Inc.
AVP
| $31.7M | 0.02% |
7,203,815
+621,157
| +9% | +$3.1M |
|
1656
Cable One
CABO
$227M
| $31.6M | 0.02% |
50,623
-13,193
| -21% | -$8.25M |
|
|
LMNX
1657
DELISTED
Luminex Corp
LMNX
| $31.6M | 0.02% |
1,718,886
+33,650
| +2% | +$641K |
|
1658
Flowserve
FLS
$9.71B
| $31.5M | 0.02% |
651,367
-23,838
| -4% | -$1.16M |
|
|
JWN
1659
DELISTED
Nordstrom
JWN
| $31.5M | 0.02% |
677,200
+5,095
| +0.8% | +$228K |
|
1660
US Physical Therapy
USPH
$1.2B
| $31.5M | 0.02% |
482,922
+4,361
| +0.9% | +$309K |
|
|
WCN
1661
Waste Connections
WCN
$42.2B
| $31.4M | 0.02% |
534,291
-60,348
| -10% | -$3.36M |
|
1662
Columbus McKinnon
CMCO
$553M
| $31.4M | 0.02% |
1,264,809
+152,165
| +14% | +$4M |
|
1663
Seacoast Banking Corp of Florida
SBCF
$3.36B
| $31.4M | 0.02% |
1,309,019
+191,182
| +17% | +$4.38M |
|
1664
ArcelorMittal
MT
$52.9B
| $31.4M | 0.02% |
1,252,187
+32,642
| +3% | +$826K |
|
|
FRAN
1665
DELISTED
Francesca's Holdings Corporation
FRAN
| $31.4M | 0.02% |
170,260
+33,241
| +24% | +$6.89M |
|
1666
Robert Half
RHI
$3.87B
| $31.3M | 0.02% |
641,811
+8,881
| +1% | +$429K |
|
1667
Acadia Healthcare
ACHC
$2.76B
| $31.3M | 0.01% |
717,310
+108,192
| +18% | +$4.39M |
|
|
SRCL
1668
DELISTED
Stericycle Inc
SRCL
| $31.3M | 0.01% |
377,242
+134,803
| +56% | +$10.8M |
|
|
CCP
1669
DELISTED
Care Capital Properties, Inc.
CCP
| $31.1M | 0.01% |
1,157,567
+67,019
| +6% | +$1.69M |
|
|
QTS
1670
DELISTED
QTS REALTY TRUST, INC.
QTS
| $31.1M | 0.01% |
637,812
+79,652
| +14% | +$3.99M |
|
|
COBZ
1671
DELISTED
CoBiz Financial,Inc
COBZ
| $31.1M | 0.01% |
1,850,525
+35,360
| +2% | +$605K |
|
1672
Helios Technologies
HLIO
$2.57B
| $31.1M | 0.01% |
860,138
+10,448
| +1% | +$392K |
|
|
ITG
1673
DELISTED
Investment Technology Group Inc
ITG
| $31M | 0.01% |
1,533,261
-32,688
| -2% | -$661K |
|
1674
NACCO Industries
NC
$357M
| $31M | 0.01% |
1,946,841
-1,896
| -0.1% | -$31.7K |
|
1675
Carter's
CRI
$1.42B
| $31M | 0.01% |
345,278
+18,975
| +6% | +$1.64M |
|
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.