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 | |
|---|---|---|---|---|---|---|
176
KB Financial Group
KB
$39.5B
| $204M | 0.1% |
4,637,424
-48,432
| -1% | -$1.99M |
|
177
Terex
TEX
$7.55B
| $202M | 0.1% |
6,444,169
+943,237
| +17% | +$29.6M |
|
178
Regions Financial
RF
$26.7B
| $202M | 0.1% |
13,915,066
+403,258
| +3% | +$5.95M |
|
|
WLL
179
DELISTED
Whiting Petroleum Corporation
WLL
| $202M | 0.1% |
71,052
+34,760
| +96% | +$112M |
|
180
Newmont
NEM
$95.6B
| $200M | 0.1% |
6,074,324
-221,306
| -4% | -$7.73M |
|
181
Reliance Steel & Aluminium
RS
$21.1B
| $200M | 0.1% |
2,500,776
+23,898
| +1% | +$1.96M |
|
182
POSCO
PKX
$15.1B
| $199M | 0.1% |
3,092,632
+112,528
| +4% | +$6.73M |
|
183
Lowe's Companies
LOW
$121B
| $199M | 0.1% |
2,425,597
+60,109
| +3% | +$4.6M |
|
184
Assurant
AIZ
$14B
| $199M | 0.1% |
2,080,048
-54,667
| -3% | -$5.29M |
|
185
Petrobras
PBR
$120B
| $199M | 0.1% |
20,537,811
-10,788,765
| -34% | -$111M |
|
186
Vale
VALE
$62.6B
| $199M | 0.1% |
20,928,002
-1,878
| -0% | -$18.7K |
|
187
Healthpeak Properties
DOC
$15.8B
| $199M | 0.09% |
6,348,782
+97,085
| +2% | +$2.98M |
|
188
Quest Diagnostics
DGX
$25.9B
| $199M | 0.09% |
2,022,107
+99,153
| +5% | +$9.45M |
|
189
Avnet
AVT
$7.1B
| $198M | 0.09% |
4,335,714
+26,894
| +0.6% | +$1.24M |
|
190
Trane Technologies
TT
$103B
| $197M | 0.09% |
2,427,296
-12,562
| -0.5% | -$997K |
|
191
Fomento Económico Mexicano
FMX
$43B
| $196M | 0.09% |
2,212,369
-390,737
| -15% | -$31.8M |
|
192
American Financial Group
AFG
$12B
| $195M | 0.09% |
2,043,632
-77,952
| -4% | -$7.15M |
|
193
Vodafone
VOD
$37.3B
| $195M | 0.09% |
7,363,711
-117,044
| -2% | -$3M |
|
|
194
Caterpillar
CAT
$374B
| $194M | 0.09% |
2,091,030
-1,228,371
| -37% | -$116M |
|
195
ICICI Bank
IBN
$108B
| $194M | 0.09% |
24,796,269
-405,127
| -2% | -$3.02M |
|
|
UFS
196
DELISTED
DOMTAR CORPORATION (New)
UFS
| $193M | 0.09% |
5,291,948
+6,217
| +0.1% | +$246K |
|
197
Kohl's
KSS
$2.15B
| $191M | 0.09% |
4,809,881
+1,567,414
| +48% | +$64M |
|
198
Regal Rexnord
RRX
$13.2B
| $191M | 0.09% |
2,519,036
+233,454
| +10% | +$17.2M |
|
199
PBF Energy
PBF
$7.56B
| $191M | 0.09% |
8,595,206
+2,850,233
| +50% | +$66.8M |
|
200
Labcorp
LH
$25.8B
| $190M | 0.09% |
1,545,360
+229,813
| +17% | +$27.2M |
|
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.