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 | |
|---|---|---|---|---|---|---|
|
ITG
1651
DELISTED
Investment Technology Group Inc
ITG
| $33.3M | 0.02% |
1,569,775
+36,514
| +2% | +$746K |
|
1652
H&R Block
HRB
$5.49B
| $33.3M | 0.02% |
1,078,404
+50,418
| +5% | +$1.32M |
|
|
BFX
1653
DELISTED
BowFlex Inc.
BFX
| $33.3M | 0.02% |
1,740,180
+196,044
| +13% | +$3.54M |
|
1654
Alpha and Omega Semiconductor
AOSL
$769M
| $33.3M | 0.02% |
1,996,806
+11,201
| +0.6% | +$199K |
|
1655
Acadia Realty Trust
AKR
$2.64B
| $33.3M | 0.02% |
1,196,111
+84,092
| +8% | +$2.41M |
|
|
CAI
1656
DELISTED
CAI International, Inc.
CAI
| $33.2M | 0.02% |
1,407,098
+111,741
| +9% | +$2.22M |
|
|
COBZ
1657
DELISTED
CoBiz Financial,Inc
COBZ
| $33.2M | 0.02% |
1,908,216
+57,691
| +3% | +$950K |
|
1658
Casella Waste Systems
CWST
$5.66B
| $33.1M | 0.02% |
2,016,385
+108,350
| +6% | +$1.6M |
|
1659
American Water Works
AWK
$27.4B
| $33M | 0.02% |
423,534
+5,062
| +1% | +$398K |
|
|
WCN
1660
Waste Connections
WCN
$39B
| $33M | 0.02% |
511,661
-22,630
| -4% | -$1.41M |
|
1661
Allegion
ALLE
$13.1B
| $32.9M | 0.02% |
406,117
+12,811
| +3% | +$1M |
|
1662
Cable One
CABO
$103M
| $32.9M | 0.02% |
46,265
-4,358
| -9% | -$2.99M |
|
1663
Teva Pharmaceutical Industries Limited
TEVA
$45.8B
| $32.9M | 0.02% |
989,606
-130,714
| -12% | -$4.05M |
|
1664
Coca-Cola Femsa
KOF
$23.7B
| $32.8M | 0.02% |
388,210
-21,917
| -5% | -$1.71M |
|
1665
Lattice Semiconductor
LSCC
$15.4B
| $32.8M | 0.02% |
4,929,892
| – | – |
|
|
JWN
1666
DELISTED
Nordstrom
JWN
| $32.8M | 0.02% |
685,817
+8,617
| +1% | +$392K |
|
1667
Acuity Brands
AYI
$8.95B
| $32.8M | 0.02% |
161,179
-2,446
| -1% | -$432K |
|
|
LEG
1668
DELISTED
Leggett & Platt
LEG
| $32.7M | 0.02% |
622,389
+35,249
| +6% | +$1.84M |
|
|
CCP
1669
DELISTED
Care Capital Properties, Inc.
CCP
| $32.7M | 0.02% |
1,223,355
+65,788
| +6% | +$1.78M |
|
|
ICON
1670
DELISTED
Iconix Brand Group, Inc.
ICON
| $32.6M | 0.02% |
471,492
-2,707
| -0.6% | -$184K |
|
|
WSTC
1671
DELISTED
West Corporation
WSTC
| $32.6M | 0.02% |
1,395,819
+38,686
| +3% | +$920K |
|
1672
Diamondrock Hospitality Co
DRH
$2.52B
| $32.5M | 0.02% |
2,971,738
+106,780
| +4% | +$1.19M |
|
|
MTSC
1673
DELISTED
MTS Systems Corp
MTSC
| $32.5M | 0.02% |
627,954
+30,667
| +5% | +$1.56M |
|
1674
Cato Corp
CATO
$47M
| $32.5M | 0.02% |
1,845,734
+457,832
| +33% | +$9.35M |
|
|
LION
1675
DELISTED
Fidelity Southern Corporation
LION
| $32.4M | 0.02% |
1,417,689
+119,443
| +9% | +$2.64M |
|
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.