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 | |
|---|---|---|---|---|---|---|
2726
Landmark Bancorp
LARK
$195M
| $3.27M | ﹤0.01% |
164,436
+2,147
| +1% | +$42.6K |
|
|
BZUN
2727
Baozun
BZUN
$168M
| $3.26M | ﹤0.01% |
+147,214
| New | +$2.79M |
|
2728
CSP Inc
CSPI
$81.9M
| $3.26M | ﹤0.01% |
606,988
| – | – |
|
2729
Lifeway Foods
LWAY
$470M
| $3.24M | ﹤0.01% |
346,548
+2,715
| +0.8% | +$26.4K |
|
|
CVLY
2730
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $3.23M | ﹤0.01% |
131,631
+11,626
| +10% | +$271K |
|
|
NCOM
2731
DELISTED
National Commerce Corporation
NCOM
| $3.19M | ﹤0.01% |
80,692
+38,224
| +90% | +$1.46M |
|
2732
Mizuho Financial
MFG
$123B
| $3.19M | ﹤0.01% |
868,333
-12,734
| -1% | -$46K |
|
|
TVRD
2733
Tvardi Therapeutics
TVRD
$22.9M
| $3.18M | ﹤0.01% |
5,743
-33
| -0.6% | -$20.9K |
|
2734
Surgery Partners
SGRY
$2.04B
| $3.17M | ﹤0.01% |
+139,319
| New | +$2.86M |
|
2735
MacroGenics
MGNX
$245M
| $3.17M | ﹤0.01% |
180,739
+137,167
| +315% | +$2.62M |
|
2736
McEwen Inc
MUX
$1.03B
| $3.16M | ﹤0.01% |
120,272
+638
| +0.5% | +$18.1K |
|
2737
CEMIG Preferred Shares
CIG
$6.21B
| $3.14M | ﹤0.01% |
2,568,501
+3,335
| +0.1% | +$4.42K |
|
2738
GoPro
GPRO
$125M
| $3.13M | ﹤0.01% |
384,639
| – | – |
|
|
PVG
2739
DELISTED
PRETIUM RESOURCES INC.
PVG
| $3.13M | ﹤0.01% |
325,217
| – | – |
|
|
ZNH
2740
DELISTED
China Southern Airlines Company Limited
ZNH
| $3.12M | ﹤0.01% |
75,366
+80
| +0.1% | +$2.96K |
|
|
CWBC
2741
Community West Bancshares
CWBC
$693M
| $3.11M | ﹤0.01% |
140,445
+24,019
| +21% | +$512K |
|
|
AIQ
2742
DELISTED
Alliance Healthcare Services
AIQ
| $3.1M | ﹤0.01% |
232,769
| – | – |
|
|
NAME
2743
DELISTED
Rightside Group, Ltd.
NAME
| $3.09M | ﹤0.01% |
290,794
+22,973
| +9% | +$226K |
|
2744
RB Global
RBA
$21.7B
| $3.08M | ﹤0.01% |
107,326
+4,132
| +4% | +$128K |
|
2745
Stantec
STN
$8.19B
| $3.08M | ﹤0.01% |
122,559
+20,340
| +20% | +$500K |
|
|
STCN
2746
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $3.07M | ﹤0.01% |
192,288
-8,185
| -4% | -$123K |
|
2747
Value Line
VALU
$344M
| $3.06M | ﹤0.01% |
167,360
-2,963
| -2% | -$52.6K |
|
|
BSF
2748
DELISTED
Bear State Financial, Inc.
BSF
| $3.05M | ﹤0.01% |
322,138
+15,048
| +5% | +$139K |
|
2749
Travelzoo
TZOO
$77.8M
| $3.02M | ﹤0.01% |
275,552
| – | – |
|
2750
Atlanta Braves Holdings Series B
BATRK
$3.27B
| $3M | ﹤0.01% |
125,096
| – | – |
|
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.