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 | |
|---|---|---|---|---|---|---|
2526
Crawford & Co Class B
CRD.B
$507M
| $5.59M | ﹤0.01% |
557,788
+13,626
| +3% | +$151K |
|
2527
Ameresco
AMRC
$980M
| $5.57M | ﹤0.01% |
850,929
+60,657
| +8% | +$332K |
|
|
WSR
2528
DELISTED
Whitestone REIT
WSR
| $5.56M | ﹤0.01% |
401,497
+18,205
| +5% | +$251K |
|
2529
GSI Technology
GSIT
$201M
| $5.56M | ﹤0.01% |
638,637
+64,311
| +11% | +$443K |
|
|
TAHO
2530
DELISTED
Tahoe Resources Inc
TAHO
| $5.54M | ﹤0.01% |
690,107
-18,876
| -3% | -$163K |
|
2531
Harte-Hanks
HHS
$16.4M
| $5.5M | ﹤0.01% |
393,107
-3,085
| -0.8% | -$47K |
|
|
PRCP
2532
DELISTED
Perceptron Inc
PRCP
| $5.47M | ﹤0.01% |
655,779
-475
| -0.1% | -$3.57K |
|
|
TLRD
2533
DELISTED
Tailored Brands, Inc.
TLRD
| $5.45M | ﹤0.01% |
364,806
-160,976
| -31% | -$3.24M |
|
2534
Nice
NICE
$6.15B
| $5.42M | ﹤0.01% |
79,743
+7,702
| +11% | +$528K |
|
|
MXWL
2535
DELISTED
Maxwell Technologies Inc
MXWL
| $5.41M | ﹤0.01% |
931,376
+52,345
| +6% | +$269K |
|
2536
Ring Energy
REI
$307M
| $5.4M | ﹤0.01% |
499,287
+54,420
| +12% | +$661K |
|
2537
Independent Bank Corp
IBCP
$796M
| $5.38M | ﹤0.01% |
259,784
+2,690
| +1% | +$56.8K |
|
2538
Tower Semiconductor
TSEM
$21.2B
| $5.37M | ﹤0.01% |
232,830
+96,283
| +71% | +$2.11M |
|
|
MSL
2539
DELISTED
Midsouth Bancorp, Inc.
MSL
| $5.36M | ﹤0.01% |
350,222
+23,909
| +7% | +$344K |
|
2540
Clearfield
CLFD
$401M
| $5.33M | ﹤0.01% |
324,288
+7,645
| +2% | +$135K |
|
|
SMRT
2541
DELISTED
Stein Mart Inc
SMRT
| $5.32M | ﹤0.01% |
1,766,647
+159,663
| +10% | +$565K |
|
|
PARAA
2542
DELISTED
Paramount Global Class A
PARAA
| $5.31M | ﹤0.01% |
75,414
-3,097
| -4% | -$207K |
|
2543
GoDaddy
GDDY
$13.9B
| $5.3M | ﹤0.01% |
139,990
+38,370
| +38% | +$1.39M |
|
|
BOJA
2544
DELISTED
Bojangles', Inc. Common Stock
BOJA
| $5.3M | ﹤0.01% |
258,633
+202,933
| +364% | +$4.05M |
|
|
MSON
2545
DELISTED
Misonix Inc
MSON
| $5.29M | ﹤0.01% |
452,240
-7,313
| -2% | -$79.1K |
|
|
HCOM
2546
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
| $5.25M | ﹤0.01% |
229,080
+13,292
| +6% | +$323K |
|
2547
Genie Energy
GNE
$370M
| $5.23M | ﹤0.01% |
721,816
-82,228
| -10% | -$482K |
|
|
SCX
2548
DELISTED
The L.S. Starrett Company
SCX
| $5.21M | ﹤0.01% |
496,290
-11,685
| -2% | -$128K |
|
2549
TechTarget
TTGT
$327M
| $5.21M | ﹤0.01% |
576,669
+21,785
| +4% | +$193K |
|
|
KITE
2550
DELISTED
Kite Pharma, Inc.
KITE
| $5.2M | ﹤0.01% |
+66,230
| New | +$4.1M |
|
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.