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 | |
|---|---|---|---|---|---|---|
2201
Barrett Business Services
BBSI
$1.01B
| $14.1M | 0.01% |
982,916
+60,372
| +7% | +$861K |
|
|
CAVM
2202
DELISTED
Cavium, Inc.
CAVM
| $14.1M | 0.01% |
226,463
+10,872
| +5% | +$759K |
|
2203
VEON
VEON
$3.5B
| $14.1M | 0.01% |
143,946
+2,718
| +2% | +$268K |
|
|
ASCMA
2204
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
| $14M | 0.01% |
910,391
+27,162
| +3% | +$377K |
|
|
ENV
2205
DELISTED
ENVESTNET, INC.
ENV
| $14M | 0.01% |
352,324
-1,942
| -0.5% | -$69.8K |
|
|
PKD
2206
DELISTED
Parker Drilling Company
PKD
| $13.9M | 0.01% |
688,263
-10,940
| -2% | -$246K |
|
|
SNBC
2207
DELISTED
Sun Bancorp Inc
SNBC
| $13.9M | 0.01% |
564,844
+16,715
| +3% | +$417K |
|
|
UHT
2208
Universal Health Realty Income Trust
UHT
$621M
| $13.9M | 0.01% |
174,951
+6,842
| +4% | +$493K |
|
2209
Ecopetrol
EC
$33.7B
| $13.9M | 0.01% |
1,526,993
-91,354
| -6% | -$855K |
|
|
LGF.A
2210
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $13.8M | 0.01% |
490,292
+86,010
| +21% | +$2.26M |
|
|
GIFI
2211
DELISTED
Gulf Island Fabrication
GIFI
| $13.8M | 0.01% |
1,189,293
+44,080
| +4% | +$444K |
|
2212
Village Super Market
VLGEA
$657M
| $13.7M | 0.01% |
529,909
+22,811
| +4% | +$591K |
|
|
NSA
2213
DELISTED
National Storage Affiliates Trust
NSA
| $13.7M | 0.01% |
593,268
+67,615
| +13% | +$1.62M |
|
2214
TETRA Technologies
TTI
$1.08B
| $13.7M | 0.01% |
4,913,699
+774,482
| +19% | +$2.57M |
|
2215
Global Net Lease
GNL
$1.87B
| $13.7M | 0.01% |
616,183
+205,533
| +50% | +$4.72M |
|
|
SFE
2216
DELISTED
Safeguard Scientifics, Inc.
SFE
| $13.6M | 0.01% |
1,147,008
+71,379
| +7% | +$841K |
|
2217
Alto Ingredients
ALTO
$338M
| $13.6M | 0.01% |
2,178,378
+533,318
| +32% | +$3.46M |
|
2218
York Water
YORW
$511M
| $13.6M | 0.01% |
389,724
+15,235
| +4% | +$537K |
|
|
GCAP
2219
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $13.5M | 0.01% |
2,169,088
+7,814
| +0.4% | +$50.8K |
|
|
HDNG
2220
DELISTED
Hardinge Inc
HDNG
| $13.5M | 0.01% |
1,087,045
+17,470
| +2% | +$202K |
|
2221
TC Energy
TRP
$70.1B
| $13.4M | 0.01% |
281,922
+1,657
| +0.6% | +$77.8K |
|
2222
IES Holdings
IESC
$9.89B
| $13.4M | 0.01% |
740,302
+4,514
| +0.6% | +$78K |
|
|
MNR
2223
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $13.4M | 0.01% |
890,867
+41,899
| +5% | +$619K |
|
|
TESO
2224
DELISTED
Tesco Corp
TESO
| $13.3M | 0.01% |
2,993,039
+263,160
| +10% | +$1.45M |
|
|
AAMI
2225
Acadian Asset Management
AAMI
$2.88B
| $13.3M | 0.01% |
893,110
+325,351
| +57% | +$4.82M |
|
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.