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 | |
|---|---|---|---|---|---|---|
|
EGL
1676
DELISTED
Engility Holdings, Inc.
EGL
| $31M | 0.01% |
1,070,804
+35,252
| +3% | +$1.08M |
|
1677
Masco
MAS
$14.1B
| $30.9M | 0.01% |
910,526
+9,759
| +1% | +$326K |
|
1678
Entergy
ETR
$50.2B
| $30.9M | 0.01% |
812,926
+19,042
| +2% | +$698K |
|
|
PTR
1679
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $30.9M | 0.01% |
421,217
+14,790
| +4% | +$1.14M |
|
1680
Ezcorp Inc
EZPW
$1.83B
| $30.8M | 0.01% |
3,783,607
+237,958
| +7% | +$2.18M |
|
1681
Artivion
AORT
$1.3B
| $30.8M | 0.01% |
1,849,248
+100,125
| +6% | +$1.77M |
|
|
SFR
1682
DELISTED
Starwood Waypoint Homes
SFR
| $30.7M | 0.01% |
904,275
+262,401
| +41% | +$8.34M |
|
|
RUTH
1683
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $30.7M | 0.01% |
1,530,448
+149,947
| +11% | +$2.7M |
|
1684
MGIC Investment
MTG
$6.16B
| $30.7M | 0.01% |
3,028,119
+14,989
| +0.5% | +$158K |
|
|
BEAV
1685
DELISTED
B/E Aerospace Inc
BEAV
| $30.6M | 0.01% |
477,500
-7,944
| -2% | -$498K |
|
1686
Spok Holdings
SPOK
$228M
| $30.6M | 0.01% |
1,607,959
+121,366
| +8% | +$2.35M |
|
1687
HEICO Corp Class A
HEI.A
$36B
| $30.5M | 0.01% |
795,377
-141,678
| -15% | -$5.07M |
|
1688
Fossil Group
FOSL
$293M
| $30.5M | 0.01% |
1,746,955
+810,769
| +87% | +$17.2M |
|
1689
Cato Corp
CATO
$68.3M
| $30.5M | 0.01% |
1,387,902
+199,604
| +17% | +$4.97M |
|
1690
Ameren
AEE
$30.3B
| $30.4M | 0.01% |
556,796
+34,231
| +7% | +$1.83M |
|
1691
Great Southern Bancorp
GSBC
$874M
| $30.4M | 0.01% |
601,801
+18,838
| +3% | +$957K |
|
1692
LXP Industrial Trust
LXP
$3.57B
| $30.4M | 0.01% |
608,998
+24,238
| +4% | +$1.29M |
|
1693
Booz Allen Hamilton
BAH
$8.39B
| $30.3M | 0.01% |
855,261
+94,178
| +12% | +$3.36M |
|
1694
Brown-Forman Class B
BF.B
$13.2B
| $30.2M | 0.01% |
1,023,314
+287,364
| +39% | +$8.55M |
|
1695
Hooker Furnishings Corp
HOFT
$150M
| $30.2M | 0.01% |
972,369
-6,383
| -0.7% | -$211K |
|
1696
Univest Financial
UVSP
$1.22B
| $30.2M | 0.01% |
1,165,290
+113,436
| +11% | +$3.18M |
|
|
NXGN
1697
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $30.1M | 0.01% |
1,978,218
+89,918
| +5% | +$1.32M |
|
1698
Park National Corp
PRK
$3.76B
| $30.1M | 0.01% |
286,128
+6,417
| +2% | +$702K |
|
1699
Erie Indemnity
ERIE
$12.7B
| $30.1M | 0.01% |
245,102
-3,527
| -1% | -$411K |
|
1700
Vipshop
VIPS
$7.37B
| $30.1M | 0.01% |
2,252,295
+996,354
| +79% | +$12.3M |
|
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.