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 | |
|---|---|---|---|---|---|---|
1876
Cheniere Energy
LNG
$54.1B
| $24M | 0.01% |
508,536
+27,777
| +6% | +$1.28M |
|
1877
Artisan Partners
APAM
$2.82B
| $24M | 0.01% |
870,112
+179,032
| +26% | +$5.14M |
|
1878
Enova International
ENVA
$6.31B
| $24M | 0.01% |
1,615,853
+298,392
| +23% | +$4.21M |
|
1879
Herbalife
HLF
$1.29B
| $23.9M | 0.01% |
823,842
+4,998
| +0.6% | +$139K |
|
|
BKMU
1880
DELISTED
Bank Mutual Corp
BKMU
| $23.9M | 0.01% |
2,547,811
+132,012
| +5% | +$1.27M |
|
|
GCP
1881
DELISTED
GCP Applied Technologies Inc.
GCP
| $23.9M | 0.01% |
732,598
+160,534
| +28% | +$4.64M |
|
|
GPX
1882
DELISTED
GP Strategies Corp.
GPX
| $23.9M | 0.01% |
945,442
+14,679
| +2% | +$376K |
|
1883
H&R Block
HRB
$5.61B
| $23.9M | 0.01% |
1,027,986
+42,353
| +4% | +$947K |
|
|
SWN
1884
DELISTED
Southwestern Energy Company
SWN
| $23.9M | 0.01% |
2,921,802
-415,572
| -12% | -$3.6M |
|
|
HBI
1885
DELISTED
Hanesbrands
HBI
| $23.8M | 0.01% |
1,147,948
+23,114
| +2% | +$490K |
|
1886
Park-Ohio Holdings
PKOH
$568M
| $23.8M | 0.01% |
662,053
+48,279
| +8% | +$1.99M |
|
1887
Banco Santander Chile
BSAC
$16.5B
| $23.7M | 0.01% |
946,505
-106,131
| -10% | -$2.4M |
|
1888
Grupo Cibest SA
CIB
$22.3B
| $23.7M | 0.01% |
594,581
-88,509
| -13% | -$3.37M |
|
1889
German American Bancorp
GABC
$1.92B
| $23.6M | 0.01% |
749,042
+30,822
| +4% | +$992K |
|
|
VVC
1890
DELISTED
Vectren Corporation
VVC
| $23.6M | 0.01% |
403,222
+25,317
| +7% | +$1.4M |
|
|
HIBB
1891
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $23.6M | 0.01% |
800,637
+161,035
| +25% | +$5.05M |
|
|
SYT
1892
DELISTED
Syngenta Ag
SYT
| $23.6M | 0.01% |
266,313
| – | – |
|
|
XHR
1893
Xenia Hotels & Resorts
XHR
$1.85B
| $23.5M | 0.01% |
1,379,397
+260,152
| +23% | +$4.67M |
|
|
WIFI
1894
DELISTED
Boingo Wireless, Inc.
WIFI
| $23.5M | 0.01% |
1,806,629
+48,357
| +3% | +$578K |
|
|
GRUB
1895
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $23.4M | 0.01% |
356,429
-11,321
| -3% | -$836K |
|
1896
Bristow Group
VTOL
$1.32B
| $23.4M | 0.01% |
880,571
+39,715
| +5% | +$1.14M |
|
1897
National Fuel Gas
NFG
$7.84B
| $23.3M | 0.01% |
391,581
+29,006
| +8% | +$1.71M |
|
1898
Rollins
ROL
$18.5B
| $23.3M | 0.01% |
1,409,504
+50,630
| +4% | +$801K |
|
|
FARM
1899
DELISTED
Farmer Brothers
FARM
| $23.3M | 0.01% |
657,858
+43,405
| +7% | +$1.46M |
|
1900
National Grid
NGG
$80.8B
| $23.2M | 0.01% |
379,215
-491
| -0.1% | -$28.3K |
|
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.