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 | |
|---|---|---|---|---|---|---|
|
IIP
2401
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $8.87M | ﹤0.01% |
2,416,350
-36,020
| -1% | -$132K |
|
2402
Smith & Nephew
SNN
$13.7B
| $8.83M | ﹤0.01% |
253,325
-1,511
| -0.6% | -$51.1K |
|
2403
Ampco-Pittsburgh
AP
$163M
| $8.8M | ﹤0.01% |
596,848
+23,955
| +4% | +$359K |
|
2404
Agnico Eagle Mines
AEM
$72.1B
| $8.79M | ﹤0.01% |
194,896
+11,303
| +6% | +$531K |
|
2405
Aware
AWRE
$24M
| $8.73M | ﹤0.01% |
1,694,294
+16,656
| +1% | +$79.6K |
|
|
WW
2406
DELISTED
WW International
WW
| $8.71M | ﹤0.01% |
260,726
+151,036
| +138% | +$3.65M |
|
|
MR
2407
DELISTED
Montage Resources Corporation Common Stock
MR
| $8.69M | ﹤0.01% |
202,527
+68,593
| +51% | +$2.4M |
|
|
PRMW
2408
DELISTED
Primo Water Corporation
PRMW
| $8.68M | ﹤0.01% |
601,216
+112,470
| +23% | +$1.5M |
|
2409
Kopin
KOPN
$584M
| $8.66M | ﹤0.01% |
2,335,132
-113,438
| -5% | -$427K |
|
2410
ASE Group
ASX
$69.4B
| $8.66M | ﹤0.01% |
1,372,201
+12,161
| +0.9% | +$76.2K |
|
2411
CGI
GIB
$15.7B
| $8.64M | ﹤0.01% |
169,099
+3,110
| +2% | +$152K |
|
2412
Under Armour
UAA
$3.01B
| $8.63M | ﹤0.01% |
396,433
-1,621
| -0.4% | -$33K |
|
|
ANCX
2413
DELISTED
Access National Corp
ANCX
| $8.6M | ﹤0.01% |
324,215
+46,935
| +17% | +$1.32M |
|
2414
Rocky Brands
RCKY
$369M
| $8.59M | ﹤0.01% |
638,933
| – | – |
|
|
CDI
2415
DELISTED
CDI Corp.
CDI
| $8.59M | ﹤0.01% |
1,468,266
+49,481
| +3% | +$340K |
|
|
ACHN
2416
DELISTED
Achillion Pharmaceuticals
ACHN
| $8.58M | ﹤0.01% |
1,868,968
+1,255,962
| +205% | +$5.05M |
|
2417
Gencor Industries
GENC
$212M
| $8.57M | ﹤0.01% |
529,322
+52,091
| +11% | +$834K |
|
|
RRD
2418
DELISTED
RR Donnelley & Sons Co.
RRD
| $8.52M | ﹤0.01% |
679,442
-658,714
| -49% | -$8.1M |
|
|
NRE
2419
DELISTED
NorthStar Realty Europe Corp.
NRE
| $8.5M | ﹤0.01% |
670,428
+105,880
| +19% | +$1.28M |
|
2420
Brown-Forman Class A
BF.A
$13.7B
| $8.5M | ﹤0.01% |
215,419
+16,570
| +8% | +$662K |
|
2421
Altisource Portfolio Solutions
ASPS
$58.4M
| $8.49M | ﹤0.01% |
48,666
-77
| -0.2% | -$15.3K |
|
2422
Napco Security Technologies
NSSC
$1.3B
| $8.49M | ﹤0.01% |
1,806,172
+7,608
| +0.4% | +$37.2K |
|
2423
Hingham Institution for Saving
HIFS
$624M
| $8.47M | ﹤0.01% |
46,537
+1,177
| +3% | +$208K |
|
|
BT
2424
DELISTED
BT Group plc (ADR)
BT
| $8.45M | ﹤0.01% |
435,486
| – | – |
|
|
GV
2425
DELISTED
Goldfield Corporation
GV
| $8.42M | ﹤0.01% |
1,530,221
+267,386
| +21% | +$1.31M |
|
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.