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 | |
|---|---|---|---|---|---|---|
|
AVID
2351
DELISTED
Avid Technology Inc
AVID
| $10M | ﹤0.01% |
1,909,953
+229,071
| +14% | +$1.18M |
|
|
LAYN
2352
DELISTED
Layne Christensen Co
LAYN
| $10M | ﹤0.01% |
1,140,388
+5,169
| +0.5% | +$42K |
|
2353
Corcept Therapeutics
CORT
$9.98B
| $10M | ﹤0.01% |
849,319
+386,431
| +83% | +$4.2M |
|
|
FBNK
2354
DELISTED
First Connecticut Bancorp, Inc
FBNK
| $10M | ﹤0.01% |
390,596
+30,718
| +9% | +$783K |
|
2355
Ionis Pharmaceuticals
IONS
$8.93B
| $10M | ﹤0.01% |
196,812
+26,496
| +16% | +$1.23M |
|
|
RT
2356
DELISTED
Ruby Tuesday Georgia
RT
| $9.99M | ﹤0.01% |
4,971,333
+131,184
| +3% | +$312K |
|
2357
Flotek Industries
FTK
$789M
| $9.97M | ﹤0.01% |
185,903
+146
| +0.1% | +$9.19K |
|
2358
STRATTEC Security
STRT
$376M
| $9.96M | ﹤0.01% |
281,390
+18,914
| +7% | +$595K |
|
|
BBOX
2359
DELISTED
Black Box Corp
BBOX
| $9.92M | ﹤0.01% |
1,160,224
+12,940
| +1% | +$114K |
|
2360
Compañía de Cervecerías Unidas
CCU
$2.14B
| $9.89M | ﹤0.01% |
376,875
+19,484
| +5% | +$508K |
|
2361
Advanced Drainage Systems
WMS
$10.6B
| $9.88M | ﹤0.01% |
491,677
| – | – |
|
|
AOI
2362
DELISTED
Alliance One International
AOI
| $9.87M | ﹤0.01% |
685,575
+16,541
| +2% | +$212K |
|
2363
Workday
WDAY
$41.5B
| $9.87M | ﹤0.01% |
101,724
+2,797
| +3% | +$261K |
|
2364
Biglari Holdings Class B
BH
$1.2B
| $9.84M | ﹤0.01% |
36,908
+6,561
| +22% | +$1.8M |
|
2365
Lennar Class B
LEN.B
$19.9B
| $9.77M | ﹤0.01% |
233,060
-210
| -0.1% | -$8.5K |
|
2366
Fortinet
FTNT
$112B
| $9.73M | ﹤0.01% |
1,299,580
+20,620
| +2% | +$160K |
|
|
LGTY
2367
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $9.73M | ﹤0.01% |
945,748
+58,553
| +7% | +$634K |
|
|
GNBC
2368
DELISTED
Green Bancorp, Inc
GNBC
| $9.72M | ﹤0.01% |
500,958
+154,167
| +44% | +$2.85M |
|
2369
PTC Therapeutics
PTCT
$6.18B
| $9.69M | ﹤0.01% |
528,586
+5,960
| +1% | +$80.3K |
|
2370
Southern Copper
SCCO
$138B
| $9.68M | ﹤0.01% |
301,371
+759
| +0.3% | +$24.6K |
|
2371
First Bancorp
FNLC
$401M
| $9.66M | ﹤0.01% |
356,827
+17,169
| +5% | +$455K |
|
|
SNC
2372
DELISTED
State National Companies, Inc.
SNC
| $9.65M | ﹤0.01% |
525,264
+72,810
| +16% | +$1.17M |
|
2373
Magnite
MGNI
$2.83B
| $9.6M | ﹤0.01% |
1,866,791
+846,857
| +83% | +$4.65M |
|
2374
Twin Disc
TWIN
$321M
| $9.53M | ﹤0.01% |
590,302
+10,605
| +2% | +$191K |
|
2375
DMC Global
BOOM
$111M
| $9.51M | ﹤0.01% |
726,083
+53,899
| +8% | +$720K |
|
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.