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 |
Wells Fargo
WFC
|
+$337M |
| 2 |
DXC Technology
DXC
|
+$230M |
| 3 |
JHG
Janus Henderson
JHG
|
+$189M |
| 4 |
American Tower
AMT
|
+$183M |
| 5 |
AT&T
T
|
+$139M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
YHOO
Yahoo Inc
YHOO
|
+$190M |
| 2 |
SWC
Stillwater Mining Co
SWC
|
+$153M |
| 3 |
PVTB
PrivateBancorp Inc
PVTB
|
+$133M |
| 4 |
JNS
Janus Capital Group Inc
JNS
|
+$122M |
| 5 |
WNR
Western Refining Inc
WNR
|
+$112M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 20.16% |
| 2 | Industrials | 13.53% |
| 3 | Technology | 12.72% |
| 4 | Consumer Discretionary | 9.98% |
| 5 | Healthcare | 9.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2526
Pembina Pipeline
PBA
$29B
| $5.9M | ﹤0.01% |
178,139
+20,514
| +13% | +$664K |
|
|
CDR
2527
DELISTED
Cedar Realty Trust, Inc
CDR
| $5.88M | ﹤0.01% |
183,827
+9,416
| +5% | +$320K |
|
2528
Dawson Geophysical
DWSN
$137M
| $5.84M | ﹤0.01% |
1,565,501
+60,026
| +4% | +$263K |
|
|
CBD
2529
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $5.83M | ﹤0.01% |
298,082
+3,279
| +1% | +$68K |
|
2530
NeoGenomics
NEO
$1.74B
| $5.82M | ﹤0.01% |
649,060
+244,434
| +60% | +$1.94M |
|
2531
Tower Semiconductor
TSEM
$22.9B
| $5.81M | ﹤0.01% |
243,715
+10,885
| +5% | +$257K |
|
|
RSYS
2532
DELISTED
Radisys Corp
RSYS
| $5.79M | ﹤0.01% |
1,538,609
+49,835
| +3% | +$194K |
|
|
ERF
2533
DELISTED
Enerplus Corporation
ERF
| $5.78M | ﹤0.01% |
711,687
+247,253
| +53% | +$1.95M |
|
2534
Genie Energy
GNE
$378M
| $5.77M | ﹤0.01% |
757,161
+35,345
| +5% | +$270K |
|
2535
Beazer Homes USA
BZH
$913M
| $5.74M | ﹤0.01% |
418,540
-710
| -0.2% | -$9.18K |
|
2536
Liquidity Services
LQDT
$1.23B
| $5.73M | ﹤0.01% |
902,983
+110,643
| +14% | +$770K |
|
2537
Liberty Global Class A
LBTYA
$3.49B
| $5.72M | ﹤0.01% |
178,105
-743
| -0.4% | -$23.8K |
|
2538
GSI Technology
GSIT
$211M
| $5.69M | ﹤0.01% |
724,462
+85,825
| +13% | +$684K |
|
|
TPHS
2539
DELISTED
Trinity Place Holdings Inc.com
TPHS
| $5.68M | ﹤0.01% |
799,639
-108,184
| -12% | -$768K |
|
|
JUNO
2540
DELISTED
Juno Therapeutics, Inc.
JUNO
| $5.63M | ﹤0.01% |
+188,481
| New | +$4.65M |
|
2541
Jakks Pacific
JAKK
$305M
| $5.61M | ﹤0.01% |
140,174
-8
| -0% | -$365 |
|
2542
Xencor
XNCR
$1.48B
| $5.58M | ﹤0.01% |
264,259
-22,635
| -8% | -$507K |
|
2543
Independent Bank Corp
IBCP
$797M
| $5.57M | ﹤0.01% |
256,051
-3,733
| -1% | -$79K |
|
|
WSR
2544
DELISTED
Whitestone REIT
WSR
| $5.54M | ﹤0.01% |
452,550
+51,053
| +13% | +$638K |
|
2545
Geospace Technologies
GEOS
$88.4M
| $5.54M | ﹤0.01% |
400,276
+42,335
| +12% | +$651K |
|
2546
Houlihan Lokey
HLI
$10.2B
| $5.52M | ﹤0.01% |
158,080
+64,567
| +69% | +$2.19M |
|
|
QHC
2547
DELISTED
Quorum Health Corporation
QHC
| $5.47M | ﹤0.01% |
1,318,005
+225,717
| +21% | +$926K |
|
2548
FirstService
FSV
$6.58B
| $5.45M | ﹤0.01% |
85,239
+5,604
| +7% | +$348K |
|
|
MXWL
2549
DELISTED
Maxwell Technologies Inc
MXWL
| $5.43M | ﹤0.01% |
907,313
-24,063
| -3% | -$140K |
|
2550
Crawford & Co Class B
CRD.B
$502M
| $5.43M | ﹤0.01% |
583,665
+25,877
| +5% | +$251K |
|
Similar funds
Dimensional Fund Advisors's Q2 2017 Portfolio in Review
As of Q2 2017, Dimensional Fund Advisors held 3,388 positions worth $217B, up 3.5% from $209B the previous quarter. Its ten largest holdings account for 8.9% of the portfolio.
Trading was light in Q2 2017: portfolio turnover was 4.8%. Dimensional Fund Advisors opened 86 new positions and exited 78, leaving the 3,388-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 20% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q2 2017 buy was DXC Technology: 3,463,430 shares worth $230M.
- Dimensional Fund Advisors added most to Wells Fargo in Q2 2017, an estimated $337M increase.
- Dimensional Fund Advisors's biggest Q2 2017 reduction was Hewlett Packard, cutting an estimated $97.6M.
- Dimensional Fund Advisors fully exited Yahoo Inc in Q2 2017, selling an estimated $190M.
- Dimensional Fund Advisors's ten largest holdings make up 8.9% of its $217B portfolio in Q2 2017.
- Dimensional Fund Advisors opened 86 new positions and closed 78 in Q2 2017.
- Dimensional Fund Advisors's portfolio value rose 3.5% quarter-over-quarter to $217B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2017, filed 11 Aug 2017.