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 | |
|---|---|---|---|---|---|---|
|
SOHO
3001
DELISTED
Sotherly Hotels
SOHO
| $877K | ﹤0.01% |
129,301
+7,360
| +6% | +$47.2K |
|
|
GSB
3002
DELISTED
GlobalSCAPE, Inc.
GSB
| $877K | ﹤0.01% |
165,853
+10,400
| +7% | +$45.8K |
|
3003
Security National Financial
SNFCA
$252M
| $875K | ﹤0.01% |
217,470
+5,055
| +2% | +$20.8K |
|
|
CPAC
3004
Cementos Pacasmayo
CPAC
$1.03B
| $872K | ﹤0.01% |
76,297
+8,067
| +12% | +$90.4K |
|
3005
Golar LNG
GLNG
$4.94B
| $871K | ﹤0.01% |
39,114
| – | – |
|
3006
Kentucky First Federal Bancorp
KFFB
$43.3M
| $863K | ﹤0.01% |
91,342
+2,251
| +3% | +$21.6K |
|
3007
Ferrari
RACE
$68.6B
| $862K | ﹤0.01% |
10,024
+1,851
| +23% | +$152K |
|
|
ZOES
3008
DELISTED
Zoe's Kitchen, Inc.
ZOES
| $851K | ﹤0.01% |
71,428
+618
| +0.9% | +$9.89K |
|
3009
Telus
TU
$16.6B
| $850K | ﹤0.01% |
49,222
| – | – |
|
3010
Blue Bird Corp
BLBD
$2.34B
| $848K | ﹤0.01% |
49,884
| – | – |
|
3011
Peoples Financial Services
PFIS
$720M
| $847K | ﹤0.01% |
19,361
+3,376
| +21% | +$143K |
|
3012
Vaalco Energy
EGY
$540M
| $846K | ﹤0.01% |
904,863
-157,811
| -15% | -$155K |
|
3013
Electromed
ELMD
$326M
| $845K | ﹤0.01% |
152,727
+9,600
| +7% | +$46.4K |
|
3014
Canterbury Park Holding Corp
CPHC
$80.2M
| $841K | ﹤0.01% |
76,468
-17,043
| -18% | -$178K |
|
3015
Lightpath Technologies
LPTH
$648M
| $840K | ﹤0.01% |
311,047
+289,330
| +1,332% | +$812K |
|
|
IMBI
3016
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
| $832K | ﹤0.01% |
83,162
-7,328
| -8% | -$89.7K |
|
|
CIZN
3017
DELISTED
Citizens Holding Co.
CIZN
| $824K | ﹤0.01% |
31,689
+914
| +3% | +$22.2K |
|
3018
Rigel Pharmaceuticals
RIGL
$712M
| $822K | ﹤0.01% |
30,099
-72,211
| -71% | -$1.98M |
|
|
ENG
3019
DELISTED
ENGlobal Corp
ENG
| $821K | ﹤0.01% |
78,970
-6,982
| -8% | -$78.5K |
|
|
QUMU
3020
DELISTED
Qumu Corp.
QUMU
| $815K | ﹤0.01% |
279,277
-1,624
| -0.6% | -$4.57K |
|
|
DWCH
3021
DELISTED
Datawatch Corp
DWCH
| $815K | ﹤0.01% |
87,628
| – | – |
|
3022
Barnwell Industries
BRN
$13.9M
| $807K | ﹤0.01% |
445,911
-10,676
| -2% | -$20.3K |
|
|
RBPAA
3023
DELISTED
Royal Bancshares Of Pennsylvania Inc
RBPAA
| $807K | ﹤0.01% |
190,757
| – | – |
|
|
PFNX
3024
DELISTED
Pfenex Inc.
PFNX
| $806K | ﹤0.01% |
201,066
+106,257
| +112% | +$489K |
|
3025
Mastech Digital
MHH
$94.1M
| $805K | ﹤0.01% |
248,386
+43,598
| +21% | +$148K |
|
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.