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 | |
|---|---|---|---|---|---|---|
|
HDS
1776
DELISTED
HD Supply Holdings, Inc.
HDS
| $27.5M | 0.01% |
669,461
+15,264
| +2% | +$645K |
|
|
AKRX
1777
DELISTED
Akorn Inc
AKRX
| $27.5M | 0.01% |
1,142,067
+37,537
| +3% | +$817K |
|
|
DNKN
1778
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $27.5M | 0.01% |
502,823
+16,716
| +3% | +$897K |
|
1779
Tesla
TSLA
$1.23T
| $27.5M | 0.01% |
1,481,850
+28,410
| +2% | +$481K |
|
1780
Lifecore Biomedical
LFCR
$163M
| $27.5M | 0.01% |
2,290,391
-249
| -0% | -$3.15K |
|
1781
TriNet
TNET
$3B
| $27.5M | 0.01% |
950,762
+44,115
| +5% | +$1.18M |
|
1782
Axalta
AXTA
$7.67B
| $27.4M | 0.01% |
849,973
+95,737
| +13% | +$2.84M |
|
1783
Tenet Healthcare
THC
$20.3B
| $27.4M | 0.01% |
1,545,132
-48,749
| -3% | -$904K |
|
1784
MaxLinear
MXL
$6.2B
| $27.3M | 0.01% |
972,743
+57,155
| +6% | +$1.47M |
|
1785
Factset
FDS
$9.32B
| $27.3M | 0.01% |
165,450
+4,938
| +3% | +$863K |
|
1786
DXP Enterprises
DXPE
$2.45B
| $27.2M | 0.01% |
719,426
+103,298
| +17% | +$3.69M |
|
1787
Enbridge
ENB
$120B
| $27.2M | 0.01% |
651,115
+456,092
| +234% | +$19.3M |
|
1788
Chemours
CC
$2.5B
| $27.2M | 0.01% |
706,929
+215,490
| +44% | +$6.49M |
|
1789
Ingevity
NGVT
$2.56B
| $27.2M | 0.01% |
447,092
+6,728
| +2% | +$381K |
|
|
CBB
1790
DELISTED
Cincinnati Bell Inc.
CBB
| $27.2M | 0.01% |
1,534,532
-19,943
| -1% | -$414K |
|
1791
Ducommun
DCO
$2.74B
| $27.2M | 0.01% |
943,232
+1,464
| +0.2% | +$42.7K |
|
|
MRLN
1792
DELISTED
Marlin Business Services Corp
MRLN
| $27.1M | 0.01% |
1,053,839
-3,118
| -0.3% | -$73.3K |
|
1793
Sibanye-Stillwater
SBSW
$6.22B
| $27.1M | 0.01% |
3,265,749
-129,775
| -4% | -$1.03M |
|
1794
ResMed
RMD
$30.5B
| $27.1M | 0.01% |
376,787
+12,601
| +3% | +$871K |
|
1795
Pearson
PSO
$10.2B
| $27.1M | 0.01% |
3,195,057
-23,998
| -0.7% | -$200K |
|
1796
Johnson Outdoors
JOUT
$495M
| $27.1M | 0.01% |
741,465
-7,853
| -1% | -$274K |
|
1797
Casella Waste Systems
CWST
$5.64B
| $26.9M | 0.01% |
1,908,035
+118,141
| +7% | +$1.47M |
|
|
STBZ
1798
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $26.9M | 0.01% |
1,030,390
+124,601
| +14% | +$3.3M |
|
1799
National CineMedia
NCMI
$368M
| $26.9M | 0.01% |
212,942
+1,517
| +0.7% | +$204K |
|
1800
Sanofi
SNY
$103B
| $26.8M | 0.01% |
592,994
-20,601
| -3% | -$874K |
|
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.