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 | 20.77% |
| 2 | Industrials | 13.88% |
| 3 | Technology | 13.21% |
| 4 | Consumer Discretionary | 10.44% |
| 5 | Healthcare | 10.09% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
CAMP
1601
DELISTED
CalAmp Corp.
CAMP
| $35.3M | 0.02% |
75,437
+6,771
| +10% | +$2.87M |
|
|
RMAX
1602
DELISTED
RE/MAX Holdings
RMAX
| $35.2M | 0.02% |
628,144
+21,442
| +4% | +$1.21M |
|
|
VRE
1603
DELISTED
Veris Residential
VRE
| $35.2M | 0.02% |
1,296,587
+43,033
| +3% | +$1.18M |
|
1604
BJ's Restaurants
BJRI
$1.28B
| $35.2M | 0.02% |
944,357
-33,329
| -3% | -$1.41M |
|
|
BRSL
1605
Brightstar Lottery PLC
BRSL
$1.93B
| $35.2M | 0.02% |
1,921,569
+12,899
| +0.7% | +$264K |
|
1606
Enviri
NVRI
$591M
| $35.1M | 0.02% |
2,182,338
+14,862
| +0.7% | +$214K |
|
1607
Cognex
CGNX
$10.2B
| $35.1M | 0.02% |
826,198
-569,538
| -41% | -$25.3M |
|
1608
Masco
MAS
$13.4B
| $35M | 0.02% |
915,358
+4,832
| +0.5% | +$177K |
|
1609
Cadence Design Systems
CDNS
$76.9B
| $35M | 0.02% |
1,043,944
+10,637
| +1% | +$354K |
|
1610
PetMed Express
PETS
$35.1M
| $34.9M | 0.02% |
860,601
+65,932
| +8% | +$2.04M |
|
|
CBI
1611
DELISTED
Chicago Bridge & Iron Nv
CBI
| $34.9M | 0.02% |
1,769,901
+2,808
| +0.2% | +$65.1K |
|
1612
Columbus McKinnon
CMCO
$465M
| $34.9M | 0.02% |
1,373,168
+108,359
| +9% | +$2.81M |
|
1613
Harmonic Inc
HLIT
$1.22B
| $34.8M | 0.02% |
6,629,442
+58,240
| +0.9% | +$313K |
|
|
SUM
1614
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $34.8M | 0.02% |
1,242,331
+284,786
| +30% | +$7.41M |
|
1615
Motorola Solutions
MSI
$76.1B
| $34.8M | 0.02% |
400,845
+3,222
| +0.8% | +$273K |
|
1616
Onto Innovation
ONTO
$12.3B
| $34.8M | 0.02% |
1,374,528
+160,595
| +13% | +$4.53M |
|
|
QTS
1617
DELISTED
QTS REALTY TRUST, INC.
QTS
| $34.8M | 0.02% |
664,243
+26,431
| +4% | +$1.37M |
|
1618
Expeditors International
EXPD
$24.6B
| $34.7M | 0.02% |
613,843
+17,950
| +3% | +$988K |
|
1619
International Flavors & Fragrances
IFF
$21.8B
| $34.6M | 0.02% |
256,602
+14,604
| +6% | +$1.98M |
|
1620
Bassett Furniture
BSET
$151M
| $34.5M | 0.02% |
909,173
-6,395
| -0.7% | -$192K |
|
|
HAYN
1621
DELISTED
Haynes International, Inc.
HAYN
| $34.5M | 0.02% |
949,737
+88,869
| +10% | +$3.34M |
|
1622
O-I Glass
OI
$979M
| $34.4M | 0.02% |
1,437,844
+70,084
| +5% | +$1.54M |
|
1623
RPM International
RPM
$12.7B
| $34.4M | 0.02% |
630,428
-13,594
| -2% | -$727K |
|
|
DBD
1624
DELISTED
Diebold Nixdorf Incorporated
DBD
| $34.4M | 0.02% |
1,227,613
-32,340
| -3% | -$895K |
|
|
MXIM
1625
DELISTED
Maxim Integrated Products
MXIM
| $34.4M | 0.02% |
765,566
+48,633
| +7% | +$2.23M |
|
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 21% of assets, up from 21% 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.