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 | |
|---|---|---|---|---|---|---|
1001
Salesforce
CRM
$148B
| $58.4M | 0.03% |
707,362
+21,297
| +3% | +$1.7M |
|
1002
Pricesmart
PSMT
$5.94B
| $58.3M | 0.03% |
632,390
+22,068
| +4% | +$1.94M |
|
1003
Liberty Broadband Class C
LBRDK
$4.79B
| $58.3M | 0.03% |
674,309
+54,888
| +9% | +$4.58M |
|
|
ALOG
1004
DELISTED
Analogic Corp
ALOG
| $58.3M | 0.03% |
767,558
+67,979
| +10% | +$5.33M |
|
1005
Sonic Automotive
SAH
$3.17B
| $58.3M | 0.03% |
2,905,384
-5,325
| -0.2% | -$119K |
|
1006
McGrath RentCorp
MGRC
$2.82B
| $58.2M | 0.03% |
1,734,398
+5,082
| +0.3% | +$185K |
|
1007
News Corp Class A
NWSA
$15.2B
| $58.2M | 0.03% |
4,477,826
+736,275
| +20% | +$9.22M |
|
1008
Celanese
CE
$4.91B
| $58.2M | 0.03% |
647,794
-199
| -0% | -$17.4K |
|
1009
Axos Financial
AX
$5.6B
| $58.1M | 0.03% |
2,222,199
-158,116
| -7% | -$4.57M |
|
1010
W.W. Grainger
GWW
$64B
| $58M | 0.03% |
249,305
-1,973
| -0.8% | -$486K |
|
1011
Choice Hotels
CHH
$5.08B
| $58M | 0.03% |
926,823
+27,318
| +3% | +$1.61M |
|
1012
American Electric Power
AEP
$69.5B
| $58M | 0.03% |
863,371
+36,160
| +4% | +$2.34M |
|
1013
Cincinnati Financial
CINF
$26.8B
| $57.9M | 0.03% |
801,556
+9,758
| +1% | +$707K |
|
|
BKS
1014
DELISTED
Barnes & Noble
BKS
| $57.9M | 0.03% |
6,258,704
-13,715
| -0.2% | -$137K |
|
1015
California Water Service
CWT
$3.02B
| $57.8M | 0.03% |
1,613,379
+2,857
| +0.2% | +$98.9K |
|
1016
Coty
COTY
$2.37B
| $57.8M | 0.03% |
3,188,003
-76,150
| -2% | -$1.44M |
|
1017
Zurn Elkay Water Solutions
ZWS
$8.31B
| $57.8M | 0.03% |
5,199,010
+301,302
| +6% | +$3.25M |
|
1018
MYR Group
MYRG
$5.15B
| $57.7M | 0.03% |
1,407,436
-81,817
| -5% | -$3.18M |
|
|
NPKI
1019
NPK International
NPKI
$1.05B
| $57.7M | 0.03% |
7,120,090
+77,639
| +1% | +$597K |
|
1020
NN Inc
NNBR
$257M
| $57.7M | 0.03% |
2,288,095
+142,697
| +7% | +$2.98M |
|
1021
Compass Minerals
CMP
$1.25B
| $57.7M | 0.03% |
849,679
+25,692
| +3% | +$1.96M |
|
1022
Sherwin-Williams
SHW
$83.7B
| $57.7M | 0.03% |
557,574
+14,163
| +3% | +$1.43M |
|
1023
Watts Water Technologies
WTS
$11.5B
| $57.6M | 0.03% |
923,897
+20,976
| +2% | +$1.33M |
|
1024
KLA
KLAC
$236B
| $57.5M | 0.03% |
6,052,290
+385,910
| +7% | +$3.4M |
|
1025
Paychex
PAYX
$41.4B
| $57.4M | 0.03% |
975,086
+10,471
| +1% | +$636K |
|
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.