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 | |
|---|---|---|---|---|---|---|
|
CFNB
2376
DELISTED
California First National Banc
CFNB
| $9.49M | ﹤0.01% |
503,677
-916
| -0.2% | -$15.6K |
|
|
CYBE
2377
DELISTED
Cyberoptics Corp
CYBE
| $9.47M | ﹤0.01% |
458,622
-66,066
| -13% | -$1.49M |
|
2378
Consumer Portfolio Services
CPSS
$208M
| $9.45M | ﹤0.01% |
2,077,792
-3,505
| -0.2% | -$15.9K |
|
2379
Buckle
BKE
$2.32B
| $9.39M | ﹤0.01% |
527,795
-1,782
| -0.3% | -$31.8K |
|
|
TEF
2380
DELISTED
Telefonica
TEF
| $9.37M | ﹤0.01% |
1,115,782
-4,177
| -0.4% | -$37.3K |
|
|
NVTR
2381
DELISTED
Nuvectra Corporation Common Stock
NVTR
| $9.32M | ﹤0.01% |
701,849
+21,140
| +3% | +$200K |
|
|
AHT
2382
Ashford Hospitality Trust
AHT
$20.8M
| $9.28M | ﹤0.01% |
1,545
-10
| -0.6% | -$62.5K |
|
2383
DexCom
DXCM
$29B
| $9.27M | ﹤0.01% |
506,696
+70,084
| +16% | +$1.29M |
|
2384
Lantheus
LNTH
$6.51B
| $9.26M | ﹤0.01% |
524,540
+232,856
| +80% | +$3.43M |
|
|
IVAC
2385
DELISTED
Intevac Inc
IVAC
| $9.22M | ﹤0.01% |
830,756
-900
| -0.1% | -$11.5K |
|
|
DEA
2386
Easterly Government Properties
DEA
$1.16B
| $9.21M | ﹤0.01% |
175,923
+45,894
| +35% | +$2.35M |
|
|
ARC
2387
DELISTED
ARC Document Solutions, Inc.
ARC
| $9.16M | ﹤0.01% |
2,202,841
+80,216
| +4% | +$298K |
|
2388
CNB Financial Corp
CCNE
$1.05B
| $9.12M | ﹤0.01% |
380,396
+38,699
| +11% | +$901K |
|
2389
Varex Imaging
VREX
$462M
| $9.05M | ﹤0.01% |
267,669
+162,636
| +155% | +$5.54M |
|
2390
Alico
ALCO
$281M
| $9.04M | ﹤0.01% |
288,827
+17,540
| +6% | +$527K |
|
2391
Outfront Media
OUT
$5.75B
| $9.02M | ﹤0.01% |
+396,517
| New | +$9.41M |
|
|
BV
2392
DELISTED
Bazaarvoice, Inc.
BV
| $9.01M | ﹤0.01% |
1,819,391
+339,536
| +23% | +$1.57M |
|
|
MCF
2393
DELISTED
Contango Oil & Gas Co.
MCF
| $8.98M | ﹤0.01% |
1,353,117
+158,686
| +13% | +$1.11M |
|
|
DATA
2394
DELISTED
Tableau Software, Inc.
DATA
| $8.98M | ﹤0.01% |
146,608
+22,372
| +18% | +$1.31M |
|
2395
Oppenheimer Holdings
OPY
$1.18B
| $8.95M | ﹤0.01% |
545,755
+26,064
| +5% | +$429K |
|
|
LEAF
2396
DELISTED
Leaf Group Ltd.
LEAF
| $8.94M | ﹤0.01% |
1,146,471
-1,844
| -0.2% | -$14.9K |
|
2397
Green Brick Partners
GRBK
$3.08B
| $8.92M | ﹤0.01% |
779,011
+24,369
| +3% | +$255K |
|
|
VLRS
2398
Controladora Vuela Compania de Aviacion
VLRS
$871M
| $8.9M | ﹤0.01% |
611,449
+9,850
| +2% | +$135K |
|
|
MPX
2399
DELISTED
Marine Products Corp
MPX
| $8.89M | ﹤0.01% |
569,848
+16,977
| +3% | +$219K |
|
2400
PennyMac Financial
PFSI
$4.46B
| $8.88M | ﹤0.01% |
531,824
+127,022
| +31% | +$2.1M |
|
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.