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 | |
|---|---|---|---|---|---|---|
2326
Heritage Insurance Holdings
HRTG
$903M
| $10M | ﹤0.01% |
783,112
+211,312
| +37% | +$3.04M |
|
2327
Ultrapar
UGP
$6.66B
| $9.98M | ﹤0.01% |
878,328
-134,120
| -13% | -$1.44M |
|
2328
Palo Alto Networks
PANW
$256B
| $9.97M | ﹤0.01% |
531,054
+32,394
| +6% | +$724K |
|
2329
Global Net Lease
GNL
$1.87B
| $9.89M | ﹤0.01% |
410,650
+366,985
| +840% | +$8.71M |
|
|
SBY
2330
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $9.89M | ﹤0.01% |
460,483
+7,983
| +2% | +$152K |
|
|
EGIO
2331
DELISTED
Edgio, Inc. Common Stock
EGIO
| $9.86M | ﹤0.01% |
95,533
+5,297
| +6% | +$495K |
|
|
ZIXI
2332
DELISTED
Zix Corporation
ZIXI
| $9.85M | ﹤0.01% |
2,048,744
+188,317
| +10% | +$929K |
|
2333
Buckle
BKE
$2.32B
| $9.85M | ﹤0.01% |
529,577
-3,100
| -0.6% | -$62.5K |
|
|
GTY
2334
Getty Realty Corp
GTY
$2.16B
| $9.84M | ﹤0.01% |
389,468
+18,464
| +5% | +$475K |
|
2335
Fortinet
FTNT
$112B
| $9.81M | ﹤0.01% |
1,278,960
+1,995
| +0.2% | +$14.1K |
|
2336
Consumer Portfolio Services
CPSS
$209M
| $9.8M | ﹤0.01% |
2,081,297
| – | – |
|
|
AHT
2337
Ashford Hospitality Trust
AHT
$20.8M
| $9.79M | ﹤0.01% |
1,555
+70
| +5% | +$491K |
|
2338
Tilly's
TLYS
$114M
| $9.73M | ﹤0.01% |
1,078,718
+270,024
| +33% | +$3.07M |
|
|
IBA
2339
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $9.72M | ﹤0.01% |
179,837
-3,255
| -2% | -$160K |
|
|
MNTA
2340
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $9.7M | ﹤0.01% |
726,515
-910
| -0.1% | -$14.3K |
|
|
KIN
2341
DELISTED
Kindred Biosciences, Inc.
KIN
| $9.66M | ﹤0.01% |
1,369,688
+34,735
| +3% | +$218K |
|
|
TIS
2342
DELISTED
Orchids Paper Products, Inc.
TIS
| $9.65M | ﹤0.01% |
402,040
+2,715
| +0.7% | +$73.2K |
|
2343
Utah Medical Products
UTMD
$226M
| $9.62M | ﹤0.01% |
154,347
-538
| -0.3% | -$33.9K |
|
2344
KVH Industries
KVHI
$171M
| $9.61M | ﹤0.01% |
1,143,838
+84,672
| +8% | +$827K |
|
|
VOXX
2345
DELISTED
VOXX International Corporation Class A
VOXX
| $9.61M | ﹤0.01% |
1,847,067
+58,069
| +3% | +$268K |
|
|
HDSN
2346
Hudson Technologies
HDSN
$246M
| $9.52M | ﹤0.01% |
1,442,918
+363,346
| +34% | +$2.64M |
|
2347
NLI Holdings
NL
$289M
| $9.49M | ﹤0.01% |
1,471,897
+10,410
| +0.7% | +$70.3K |
|
2348
SiriusPoint
SPNT
$3.03B
| $9.43M | ﹤0.01% |
779,205
+269,525
| +53% | +$3.19M |
|
2349
Shutterstock
SSTK
$209M
| $9.35M | ﹤0.01% |
226,121
+21,140
| +10% | +$1.01M |
|
|
LMIA
2350
DELISTED
LMI Aerospace Inc
LMIA
| $9.28M | ﹤0.01% |
673,716
-6,052
| -0.9% | -$68.4K |
|
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.