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 | |
|---|---|---|---|---|---|---|
|
HOLX
851
DELISTED
Hologic
HOLX
| $66.3M | 0.03% |
1,557,369
-255,990
| -14% | -$10.4M |
|
|
DHC
852
Diversified Healthcare Trust
DHC
$2.15B
| $66.3M | 0.03% |
3,272,137
+41,250
| +1% | +$809K |
|
853
Omnicom Group
OMC
$22.7B
| $66.2M | 0.03% |
768,485
+9,503
| +1% | +$811K |
|
854
Sysco
SYY
$40.8B
| $66.2M | 0.03% |
1,275,252
+61,937
| +5% | +$3.28M |
|
855
Electronic Arts
EA
$52.7B
| $66.1M | 0.03% |
738,265
+18,682
| +3% | +$1.59M |
|
856
Viavi Solutions
VIAV
$7.95B
| $66M | 0.03% |
6,159,588
-246,219
| -4% | -$2.39M |
|
|
ALE
857
DELISTED
Allete
ALE
| $65.9M | 0.03% |
973,827
+16,200
| +2% | +$1.06M |
|
858
Marten Transport
MRTN
$1.22B
| $65.9M | 0.03% |
7,027,083
-59,692
| -0.8% | -$564K |
|
|
FL
859
DELISTED
Foot Locker
FL
| $65.8M | 0.03% |
879,969
+8,365
| +1% | +$603K |
|
860
Ciena
CIEN
$46.8B
| $65.8M | 0.03% |
2,787,087
-145,013
| -5% | -$3.56M |
|
861
L3Harris
LHX
$55.4B
| $65.7M | 0.03% |
590,844
+59,933
| +11% | +$6.41M |
|
862
Mueller Water Products
MWA
$3.94B
| $65.7M | 0.03% |
5,560,944
-1,659,059
| -23% | -$21.1M |
|
|
MSCC
863
DELISTED
Microsemi Corp
MSCC
| $65.7M | 0.03% |
1,275,310
-94,041
| -7% | -$5.05M |
|
864
Dollar Tree
DLTR
$24.8B
| $65.7M | 0.03% |
837,015
+78,642
| +10% | +$6.04M |
|
865
Brady Corp
BRC
$4.46B
| $65.6M | 0.03% |
1,698,424
+27,393
| +2% | +$1.03M |
|
866
Willis Towers Watson
WTW
$29.8B
| $65.6M | 0.03% |
501,159
+33,868
| +7% | +$4.31M |
|
|
WOOF
867
DELISTED
VCA Inc.
WOOF
| $65.5M | 0.03% |
716,387
+1,158
| +0.2% | +$104K |
|
868
Archrock
AROC
$6.16B
| $65.5M | 0.03% |
5,280,876
-6,524
| -0.1% | -$91.6K |
|
869
Scorpio Tankers
STNG
$3.91B
| $65.4M | 0.03% |
1,473,951
+46,596
| +3% | +$1.94M |
|
870
John Wiley & Sons Class A
WLY
$2.83B
| $65.3M | 0.03% |
1,213,294
+27,306
| +2% | +$1.48M |
|
|
TIF
871
DELISTED
Tiffany & Co.
TIF
| $65M | 0.03% |
681,608
+1,793
| +0.3% | +$153K |
|
872
RBC Bearings
RBC
$17.4B
| $64.9M | 0.03% |
668,809
-70,560
| -10% | -$6.55M |
|
873
Rio Tinto
RIO
$152B
| $64.9M | 0.03% |
1,594,999
-2,559
| -0.2% | -$109K |
|
|
THS
874
DELISTED
Treehouse Foods
THS
| $64.9M | 0.03% |
766,183
+53,610
| +8% | +$4.3M |
|
875
Boise Cascade
BCC
$2.73B
| $64.8M | 0.03% |
2,427,729
+231,077
| +11% | +$6.01M |
|
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.