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 | |
|---|---|---|---|---|---|---|
2551
Natural Alternatives International
NAII
$14.7M
| $5.42M | ﹤0.01% |
542,073
+27,015
| +5% | +$268K |
|
2552
Richardson Electronics
RELL
$274M
| $5.41M | ﹤0.01% |
906,768
-24,801
| -3% | -$148K |
|
|
LTS
2553
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
| $5.41M | ﹤0.01% |
2,215,247
+257,548
| +13% | +$623K |
|
|
RENX
2554
DELISTED
RELX N.V.
RENX
| $5.39M | ﹤0.01% |
260,688
| – | – |
|
|
HWCC
2555
DELISTED
Houston Wire & Cable Company
HWCC
| $5.37M | ﹤0.01% |
1,022,937
+35,058
| +4% | +$220K |
|
2556
First Business Financial Services
FBIZ
$574M
| $5.36M | ﹤0.01% |
232,125
+13,620
| +6% | +$333K |
|
2557
Accuray
ARAY
$29M
| $5.34M | ﹤0.01% |
1,124,803
+266,790
| +31% | +$1.17M |
|
2558
NVE Corp
NVEC
$564M
| $5.33M | ﹤0.01% |
69,197
+17,527
| +34% | +$1.4M |
|
|
FSB
2559
DELISTED
Franklin Financial Network, Inc.
FSB
| $5.31M | ﹤0.01% |
128,817
+49,116
| +62% | +$1.98M |
|
|
ACH
2560
DELISTED
Alum Corp of China Ltd
ACH
| $5.31M | ﹤0.01% |
412,533
-12,418
| -3% | -$150K |
|
|
DPLO
2561
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $5.3M | ﹤0.01% |
358,257
+54,661
| +18% | +$911K |
|
2562
RCM Technologies
RCMT
$205M
| $5.27M | ﹤0.01% |
1,042,905
-5,202
| -0.5% | -$26.3K |
|
|
FIT
2563
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $5.26M | ﹤0.01% |
990,273
+343,401
| +53% | +$1.9M |
|
2564
Monarch Casino & Resort
MCRI
$2.2B
| $5.23M | ﹤0.01% |
172,903
| – | – |
|
|
ORAN
2565
DELISTED
Orange
ORAN
| $5.23M | ﹤0.01% |
327,351
| – | – |
|
|
VBTX
2566
DELISTED
Veritex Holdings
VBTX
| $5.23M | ﹤0.01% |
198,487
+69,427
| +54% | +$1.86M |
|
2567
Clearfield
CLFD
$425M
| $5.22M | ﹤0.01% |
395,595
+71,307
| +22% | +$1.01M |
|
2568
Sportsman's Warehouse
SPWH
$45.7M
| $5.21M | ﹤0.01% |
965,506
+345,564
| +56% | +$1.74M |
|
|
TIS
2569
DELISTED
Orchids Paper Products, Inc.
TIS
| $5.21M | ﹤0.01% |
402,500
+460
| +0.1% | +$7.86K |
|
|
MDSO
2570
DELISTED
Medidata Solutions, Inc.
MDSO
| $5.21M | ﹤0.01% |
66,589
+56,653
| +570% | +$3.95M |
|
|
EBTC
2571
DELISTED
Enterprise Bancorp
EBTC
| $5.2M | ﹤0.01% |
146,180
+7,365
| +5% | +$245K |
|
2572
Hallador Energy
HNRG
$689M
| $5.17M | ﹤0.01% |
665,905
+87,031
| +15% | +$652K |
|
2573
Triumph Financial Inc
TFIN
$1.84B
| $5.16M | ﹤0.01% |
210,010
+97,051
| +86% | +$2.25M |
|
|
BOJA
2574
DELISTED
Bojangles', Inc. Common Stock
BOJA
| $5.15M | ﹤0.01% |
316,704
+58,071
| +22% | +$1.07M |
|
|
AMRB
2575
DELISTED
American River Bankshares
AMRB
| $5.14M | ﹤0.01% |
354,059
+10,030
| +3% | +$143K |
|
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.