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 | |
|---|---|---|---|---|---|---|
1851
CRA International
CRAI
$1.04B
| $26.2M | 0.01% |
720,689
+23,397
| +3% | +$826K |
|
1852
German American Bancorp
GABC
$1.85B
| $26.1M | 0.01% |
765,212
+16,170
| +2% | +$518K |
|
|
ZVO
1853
DELISTED
Zovio Inc. Common Stock
ZVO
| $26.1M | 0.01% |
1,766,602
+49,994
| +3% | +$672K |
|
1854
Donegal Group Class A
DGICA
$700M
| $26M | 0.01% |
1,637,594
+33,628
| +2% | +$548K |
|
1855
Lindsay Corp
LNN
$1.19B
| $26M | 0.01% |
291,630
-785
| -0.3% | -$67.6K |
|
1856
Qualys
QLYS
$6.16B
| $26M | 0.01% |
637,482
+43,462
| +7% | +$1.75M |
|
1857
1-800-Flowers.com
FLWS
$167M
| $26M | 0.01% |
2,667,298
+139,643
| +6% | +$1.42M |
|
1858
Cohen & Steers
CNS
$3.74B
| $26M | 0.01% |
640,425
+75,497
| +13% | +$3.01M |
|
1859
RPC Inc
RES
$1.31B
| $26M | 0.01% |
1,284,388
-241,722
| -16% | -$4.6M |
|
|
GRA
1860
DELISTED
W.R. Grace & Co.
GRA
| $26M | 0.01% |
360,448
+62,804
| +21% | +$4.4M |
|
1861
Preferred Bank
PFBC
$1.25B
| $25.9M | 0.01% |
485,055
+10,311
| +2% | +$531K |
|
|
TYPE
1862
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $25.9M | 0.01% |
1,416,107
+17,262
| +1% | +$338K |
|
|
SHYF
1863
DELISTED
The Shyft Group
SHYF
| $25.9M | 0.01% |
2,927,298
+36,862
| +1% | +$312K |
|
|
CS
1864
DELISTED
Credit Suisse Group
CS
| $25.9M | 0.01% |
1,772,073
| – | – |
|
1865
Bath & Body Works
BBWI
$3.47B
| $25.8M | 0.01% |
592,605
+3,414
| +0.6% | +$140K |
|
|
CNR
1866
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $25.8M | 0.01% |
1,545,295
+97,599
| +7% | +$1.65M |
|
|
NXH
1867
Neighborhood Intelligence Inc
NXH
$327M
| $25.7M | 0.01% |
2,100,543
+49,842
| +2% | +$599K |
|
|
PTVCB
1868
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $25.7M | 0.01% |
1,048,788
+2,238
| +0.2% | +$54.6K |
|
|
PERY
1869
DELISTED
Perry Ellis International Inc
PERY
| $25.7M | 0.01% |
1,319,520
+2,923
| +0.2% | +$57.3K |
|
|
INN
1870
Summit Hotel Properties
INN
$617M
| $25.6M | 0.01% |
1,374,090
+127,226
| +10% | +$2.22M |
|
1871
Burlington
BURL
$15B
| $25.6M | 0.01% |
278,071
-29,405
| -10% | -$2.83M |
|
|
DFRG
1872
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $25.5M | 0.01% |
1,585,776
+190,194
| +14% | +$3.28M |
|
1873
WisdomTree
WT
$3.37B
| $25.5M | 0.01% |
2,506,365
-2,068
| -0.1% | -$19.1K |
|
1874
Unitil
UTL
$969M
| $25.5M | 0.01% |
527,531
+16,671
| +3% | +$792K |
|
|
GPX
1875
DELISTED
GP Strategies Corp.
GPX
| $25.5M | 0.01% |
964,815
+19,373
| +2% | +$493K |
|
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.