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 | |
|---|---|---|---|---|---|---|
|
SHOR
2051
DELISTED
ShoreTel, Inc.
SHOR
| $19.2M | 0.01% |
3,311,253
+413,754
| +14% | +$2.54M |
|
2052
Agilysys
AGYS
$3.21B
| $19.2M | 0.01% |
1,892,584
+29,361
| +2% | +$285K |
|
2053
Moelis & Co
MC
$4.85B
| $19.1M | 0.01% |
492,213
+79,405
| +19% | +$2.96M |
|
|
AVHI
2054
DELISTED
A V Homes, Inc.
AVHI
| $19.1M | 0.01% |
952,410
+37,473
| +4% | +$643K |
|
|
BBG
2055
DELISTED
Bill Barrett Corp
BBG
| $19.1M | 0.01% |
6,214,771
+1,777,309
| +40% | +$6.61M |
|
|
ABB
2056
DELISTED
ABB Ltd
ABB
| $19M | 0.01% |
763,439
-3,045
| -0.4% | -$74.7K |
|
2057
Clearway Energy Class C
CWEN
$4.79B
| $19M | 0.01% |
1,079,576
+28,166
| +3% | +$493K |
|
|
PGEM
2058
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $18.9M | 0.01% |
1,055,151
+39,823
| +4% | +$714K |
|
|
CHUY
2059
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $18.9M | 0.01% |
808,766
+128,526
| +19% | +$3.55M |
|
|
PE
2060
DELISTED
PARSLEY ENERGY INC
PE
| $18.9M | 0.01% |
681,194
-23,347
| -3% | -$695K |
|
|
BELFB
2061
Bel Fuse Inc Class B
BELFB
$3.45B
| $18.9M | 0.01% |
763,431
-2,672
| -0.3% | -$64.2K |
|
|
UNVR
2062
DELISTED
Univar Solutions Inc.
UNVR
| $18.8M | 0.01% |
645,190
+63,298
| +11% | +$1.92M |
|
2063
iShares MSCI India ETF
INDA
$6.81B
| $18.8M | 0.01% |
586,532
-9,803
| -2% | -$316K |
|
2064
Regional Management Corp
RM
$390M
| $18.8M | 0.01% |
796,386
+88,569
| +13% | +$1.86M |
|
|
SIGM
2065
DELISTED
Sigma Designs Inc
SIGM
| $18.8M | 0.01% |
3,215,759
+38,299
| +1% | +$232K |
|
2066
lululemon athletica
LULU
$13.5B
| $18.8M | 0.01% |
314,404
+29,880
| +11% | +$1.56M |
|
2067
Korea Electric Power
KEP
$14.6B
| $18.8M | 0.01% |
1,044,366
+61,761
| +6% | +$1.19M |
|
2068
Seneca Foods Class A
SENEA
$1.15B
| $18.7M | 0.01% |
603,460
+20,656
| +4% | +$696K |
|
2069
Tootsie Roll Industries
TR
$2.97B
| $18.6M | 0.01% |
696,197
+155
| +0% | +$4.31K |
|
2070
Imperial Oil
IMO
$62.3B
| $18.5M | 0.01% |
635,275
+55,757
| +10% | +$1.63M |
|
2071
Mesa Laboratories
MLAB
$551M
| $18.5M | 0.01% |
129,320
+4,634
| +4% | +$659K |
|
|
GBNK
2072
DELISTED
Guaranty Bancorp
GBNK
| $18.5M | 0.01% |
681,195
+43,006
| +7% | +$1.09M |
|
|
JKS
2073
JinkoSolar
JKS
$764M
| $18.5M | 0.01% |
890,728
+277,537
| +45% | +$5M |
|
2074
Sociedad Química y Minera de Chile
SQM
$19.3B
| $18.4M | 0.01% |
557,058
-2,583
| -0.5% | -$90.8K |
|
|
PDLI
2075
DELISTED
PDL BioPharma, Inc.
PDLI
| $18.3M | 0.01% |
7,428,030
+1,744,380
| +31% | +$4.01M |
|
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.