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 | |
|---|---|---|---|---|---|---|
|
NSR
2301
DELISTED
Neustar Inc
NSR
| $11.3M | 0.01% |
338,448
| – | – |
|
2302
Ericsson
ERIC
$32.1B
| $11.3M | 0.01% |
1,571,893
-76,507
| -5% | -$519K |
|
|
SNR
2303
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $11.3M | 0.01% |
1,120,511
+59,710
| +6% | +$600K |
|
2304
DigitalBridge
DBRG
$2.92B
| $11.2M | 0.01% |
199,493
-6,777
| -3% | -$368K |
|
|
CHA
2305
DELISTED
China Telecom Corporation, LTD
CHA
| $11.2M | 0.01% |
234,059
-1,522
| -0.6% | -$74.6K |
|
|
CLDT
2306
Chatham Lodging
CLDT
$632M
| $11.2M | 0.01% |
558,224
+17,027
| +3% | +$335K |
|
|
SJR
2307
DELISTED
Shaw Communications Inc.
SJR
| $11.2M | 0.01% |
513,934
+17,360
| +3% | +$373K |
|
|
EGIO
2308
DELISTED
Edgio, Inc. Common Stock
EGIO
| $11.2M | 0.01% |
96,806
+1,273
| +1% | +$148K |
|
|
WBK
2309
DELISTED
Westpac Banking Corporation
WBK
| $11.2M | 0.01% |
477,695
-566
| -0.1% | -$13.7K |
|
2310
Allient
ALNT
$1.34B
| $11.2M | 0.01% |
615,695
+28,259
| +5% | +$467K |
|
|
PBPB
2311
DELISTED
Potbelly
PBPB
| $11.2M | 0.01% |
970,582
+250,465
| +35% | +$3.06M |
|
|
BLUE
2312
DELISTED
bluebird bio
BLUE
| $11.2M | 0.01% |
8,198
+1,639
| +25% | +$1.98M |
|
|
EOCC
2313
DELISTED
Enel Generacion Chile S.A.
EOCC
| $11.1M | 0.01% |
491,421
+10,766
| +2% | +$251K |
|
2314
Sabesp
SBS
$18.4B
| $11.1M | 0.01% |
6,020,575
| – | – |
|
|
NSM
2315
DELISTED
Nationstar Mortgage Holdings
NSM
| $11.1M | 0.01% |
619,884
+259,460
| +72% | +$4.39M |
|
|
TGH
2316
DELISTED
Textainer Group Holdings limited
TGH
| $11.1M | 0.01% |
762,629
+2,492
| +0.3% | +$32.7K |
|
|
LKSD
2317
DELISTED
LSC Communications, Inc.
LKSD
| $11M | 0.01% |
515,900
+25,792
| +5% | +$589K |
|
|
BFS
2318
Saul Centers
BFS
$858M
| $11M | 0.01% |
190,117
+8,385
| +5% | +$503K |
|
|
RNWK
2319
DELISTED
RealNetworks Inc
RNWK
| $11M | 0.01% |
2,545,262
-43,429
| -2% | -$190K |
|
2320
Citizens
CIA
$248M
| $11M | 0.01% |
1,488,988
-4,435
| -0.3% | -$29.3K |
|
2321
OneSpan
OSPN
$584M
| $10.9M | 0.01% |
760,604
+214,760
| +39% | +$2.95M |
|
|
AGR
2322
DELISTED
Avangrid, Inc.
AGR
| $10.9M | 0.01% |
247,078
-2,372
| -1% | -$105K |
|
2323
Weyerhaeuser
WY
$17.6B
| $10.9M | 0.01% |
325,599
+14,267
| +5% | +$480K |
|
|
PNK
2324
DELISTED
Pinnacle Entertainment Inc.
PNK
| $10.9M | 0.01% |
549,149
-6,906
| -1% | -$139K |
|
|
MBTF
2325
DELISTED
MBT Financial Corporation
MBTF
| $10.7M | ﹤0.01% |
1,104,820
+21,450
| +2% | +$230K |
|
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.