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 | |
|---|---|---|---|---|---|---|
2026
Equinor
EQNR
$96.8B
| $19.1M | 0.01% |
1,113,314
-149,522
| -12% | -$2.69M |
|
2027
Bio-Techne
TECH
$11.2B
| $19.1M | 0.01% |
752,376
+31,556
| +4% | +$815K |
|
2028
Cameco
CCJ
$38.4B
| $19M | 0.01% |
1,720,737
-20,568
| -1% | -$235K |
|
2029
Babcock & Wilcox
BW
$1.41B
| $19M | 0.01% |
203,493
+45,824
| +29% | +$6.42M |
|
2030
Rayonier Advanced Materials
RYAM
$604M
| $19M | 0.01% |
1,411,284
+275,545
| +24% | +$3.87M |
|
2031
Community Health Systems
CYH
$391M
| $19M | 0.01% |
2,137,209
+15,523
| +0.7% | +$121K |
|
2032
iShares MSCI India ETF
INDA
$6.88B
| $18.8M | 0.01% |
596,335
+16,100
| +3% | +$472K |
|
|
LBY
2033
DELISTED
Libbey, Inc.
LBY
| $18.7M | 0.01% |
1,284,920
+56,076
| +5% | +$914K |
|
2034
Canadian National Railway
CNI
$76.9B
| $18.7M | 0.01% |
253,063
+21,155
| +9% | +$1.5M |
|
2035
Clearway Energy Class C
CWEN
$4.94B
| $18.6M | 0.01% |
1,051,410
+48,507
| +5% | +$821K |
|
2036
VSE Corp
VSEC
$5.37B
| $18.6M | 0.01% |
456,066
+13,783
| +3% | +$533K |
|
2037
KRONOS Worldwide
KRO
$717M
| $18.4M | 0.01% |
1,122,503
-81,159
| -7% | -$1.13M |
|
2038
Winmark
WINA
$1.19B
| $18.4M | 0.01% |
162,969
+45
| +0% | +$5.15K |
|
|
PKD
2039
DELISTED
Parker Drilling Company
PKD
| $18.4M | 0.01% |
699,203
+4,926
| +0.7% | +$162K |
|
2040
Crocs
CROX
$6.14B
| $18.3M | 0.01% |
2,594,913
+220,190
| +9% | +$1.53M |
|
|
ZVO
2041
DELISTED
Zovio Inc. Common Stock
ZVO
| $18.3M | 0.01% |
1,716,608
+104,839
| +7% | +$1.07M |
|
2042
Century Communities
CCS
$1.95B
| $18.2M | 0.01% |
717,623
+137,217
| +24% | +$3.17M |
|
|
IHC
2043
DELISTED
Independence Holding Company
IHC
| $18.2M | 0.01% |
979,602
+8,963
| +0.9% | +$169K |
|
|
ALX
2044
Alexander's
ALX
$1.36B
| $18.1M | 0.01% |
41,898
+904
| +2% | +$386K |
|
|
BUFF
2045
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $18.1M | 0.01% |
786,099
+182,923
| +30% | +$4.49M |
|
|
ZAYO
2046
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $18M | 0.01% |
547,905
+205,874
| +60% | +$6.56M |
|
|
GCAP
2047
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $18M | 0.01% |
2,161,274
+206,327
| +11% | +$1.6M |
|
2048
Tiptree Inc
TIPT
$655M
| $18M | 0.01% |
2,465,129
-103,932
| -4% | -$682K |
|
|
BIVV
2049
DELISTED
Bioverativ Inc. Common Stock
BIVV
| $18M | 0.01% |
+330,238
| New | +$16.3M |
|
|
GSH
2050
DELISTED
Guangshen Railway Co. Ltd
GSH
| $18M | 0.01% |
595,447
-6,517
| -1% | -$206K |
|
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.