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 | |
|---|---|---|---|---|---|---|
|
SSI
2601
DELISTED
Stage Stores Inc
SSI
| $4.75M | ﹤0.01% |
2,281,553
| – | – |
|
|
CPL
2602
DELISTED
CPFL Energia S.A.
CPL
| $4.73M | ﹤0.01% |
296,519
-1,920
| -0.6% | -$31K |
|
2603
Fresenius Medical Care
FMS
$13.3B
| $4.73M | ﹤0.01% |
97,812
+5,662
| +6% | +$261K |
|
|
PRGX
2604
DELISTED
PRGX Global, Inc.
PRGX
| $4.72M | ﹤0.01% |
726,299
+34,620
| +5% | +$222K |
|
|
BKI
2605
DELISTED
Black Knight, Inc. Common Stock
BKI
| $4.71M | ﹤0.01% |
114,897
+26,592
| +30% | +$1.05M |
|
|
CARO
2606
DELISTED
Carolina Financial Corp.
CARO
| $4.7M | ﹤0.01% |
145,366
+35,932
| +33% | +$1.1M |
|
2607
Civeo
CVEO
$376M
| $4.69M | ﹤0.01% |
186,256
+50,384
| +37% | +$1.5M |
|
|
PWOD
2608
DELISTED
Penns Woods Bancorp
PWOD
| $4.68M | ﹤0.01% |
170,489
| – | – |
|
2609
Embotelladora Andina Series B
AKO.B
$4.69B
| $4.65M | ﹤0.01% |
183,172
+2,004
| +1% | +$49.4K |
|
|
SIFI
2610
DELISTED
SI Financial Group, Inc. NEW MD
SIFI
| $4.64M | ﹤0.01% |
288,445
+33,054
| +13% | +$498K |
|
2611
Gildan
GIL
$9.58B
| $4.63M | ﹤0.01% |
150,553
+66,100
| +78% | +$1.9M |
|
2612
Canadian Pacific Kansas City
CP
$81.4B
| $4.63M | ﹤0.01% |
143,805
+8,055
| +6% | +$250K |
|
|
NXRT
2613
NexPoint Residential Trust
NXRT
$686M
| $4.62M | ﹤0.01% |
185,460
+13,751
| +8% | +$343K |
|
|
FRBK
2614
DELISTED
Republic First Bancorp Inc
FRBK
| $4.61M | ﹤0.01% |
498,376
+45,088
| +10% | +$401K |
|
|
MCRN
2615
DELISTED
Milacron Holdings Corp.
MCRN
| $4.6M | ﹤0.01% |
261,457
+209,792
| +406% | +$3.76M |
|
2616
Compañía de Minas Buenaventura
BVN
$7.72B
| $4.59M | ﹤0.01% |
401,354
+1,895
| +0.5% | +$22.8K |
|
|
WWE
2617
DELISTED
World Wrestling Entertainment
WWE
| $4.52M | ﹤0.01% |
222,028
+20,576
| +10% | +$426K |
|
|
MSL
2618
DELISTED
Midsouth Bancorp, Inc.
MSL
| $4.51M | ﹤0.01% |
383,844
+33,622
| +10% | +$462K |
|
|
DGAS
2619
DELISTED
Delta Natural Gas Co Inc
DGAS
| $4.51M | ﹤0.01% |
147,890
| – | – |
|
|
GBL
2620
DELISTED
GAMCO Investors, Inc.
GBL
| $4.5M | ﹤0.01% |
151,857
+16,484
| +12% | +$481K |
|
|
BHR
2621
Braemar Hotels & Resorts
BHR
$160M
| $4.49M | ﹤0.01% |
441,107
+24,933
| +6% | +$255K |
|
|
OLBK
2622
DELISTED
Old Line Bancshares, Inc.
OLBK
| $4.49M | ﹤0.01% |
159,148
+18,110
| +13% | +$505K |
|
|
OMCC
2623
DELISTED
Old Market Capital Corp
OMCC
| $4.47M | ﹤0.01% |
483,953
+1,010
| +0.2% | +$9.36K |
|
|
HNP
2624
DELISTED
Huaneng Power Intl, Inc.
HNP
| $4.44M | ﹤0.01% |
159,797
+100
| +0.1% | +$2.87K |
|
2625
Boot Barn
BOOT
$4.81B
| $4.44M | ﹤0.01% |
626,993
+285,871
| +84% | +$2.46M |
|
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.