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 | |
|---|---|---|---|---|---|---|
1751
JD.com
JD
$44.4B
| $28.2M | 0.01% |
904,373
+599
| +0.1% | +$17.6K |
|
|
TYPE
1752
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $28.1M | 0.01% |
1,398,845
+50,793
| +4% | +$1.06M |
|
1753
Boston Beer
SAM
$1.9B
| $28.1M | 0.01% |
194,361
+6,622
| +4% | +$1.04M |
|
1754
Monolithic Power Systems
MPWR
$70.1B
| $28.1M | 0.01% |
305,009
-18,452
| -6% | -$1.63M |
|
1755
Stoneridge
SRI
$193M
| $28.1M | 0.01% |
1,548,415
+5,670
| +0.4% | +$99.8K |
|
|
PCMI
1756
DELISTED
PCM, Inc
PCMI
| $28.1M | 0.01% |
1,000,306
+4,980
| +0.5% | +$127K |
|
1757
Medifast
MED
$109M
| $28.1M | 0.01% |
632,211
+21,847
| +4% | +$940K |
|
1758
CenterPoint Energy
CNP
$27.8B
| $28M | 0.01% |
1,017,386
+61,727
| +6% | +$1.64M |
|
|
DEL
1759
DELISTED
Deltic Timber
DEL
| $28M | 0.01% |
358,932
+5,959
| +2% | +$457K |
|
|
WBC
1760
DELISTED
WABCO HOLDINGS INC.
WBC
| $28M | 0.01% |
238,664
+1,861
| +0.8% | +$209K |
|
1761
Autodesk
ADSK
$49.6B
| $28M | 0.01% |
324,071
+19,439
| +6% | +$1.63M |
|
1762
Forrester Research
FORR
$221M
| $28M | 0.01% |
704,941
+8,519
| +1% | +$335K |
|
|
BGFV
1763
DELISTED
Big 5 Sporting Goods
BGFV
| $28M | 0.01% |
1,855,341
+4,736
| +0.3% | +$72K |
|
1764
Dolby
DLB
$5.53B
| $28M | 0.01% |
534,009
+31,238
| +6% | +$1.55M |
|
1765
Future Fuel
FF
$218M
| $28M | 0.01% |
1,973,064
+174,204
| +10% | +$2.34M |
|
1766
RPC Inc
RES
$1.23B
| $27.9M | 0.01% |
1,526,110
+8,416
| +0.6% | +$170K |
|
1767
Arista Networks
ANET
$228B
| $27.9M | 0.01% |
3,372,256
-8,064
| -0.2% | -$55.6K |
|
1768
O-I Glass
OI
$1.1B
| $27.9M | 0.01% |
1,367,760
-17,575
| -1% | -$344K |
|
|
SIX
1769
DELISTED
Six Flags Entertainment Corp.
SIX
| $27.9M | 0.01% |
468,471
+27,754
| +6% | +$1.66M |
|
1770
Manhattan Associates
MANH
$11.1B
| $27.9M | 0.01% |
535,115
-1,369
| -0.3% | -$69K |
|
1771
Banco Santander
SAN
$202B
| $27.8M | 0.01% |
4,775,515
-229,059
| -5% | -$1.23M |
|
|
IBTX
1772
DELISTED
Independent Bank Group, Inc.
IBTX
| $27.7M | 0.01% |
430,633
+87,826
| +26% | +$5.53M |
|
1773
Chipotle Mexican Grill
CMG
$47.7B
| $27.7M | 0.01% |
3,105,200
-181,400
| -6% | -$1.5M |
|
1774
Enviri
NVRI
$631M
| $27.6M | 0.01% |
2,167,476
+200,320
| +10% | +$2.68M |
|
1775
PDF Solutions
PDFS
$1.94B
| $27.6M | 0.01% |
1,220,753
+34,406
| +3% | +$767K |
|
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.