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 | |
|---|---|---|---|---|---|---|
426
Applied Materials
AMAT
$378B
| $120M | 0.06% |
2,894,323
+79,201
| +3% | +$3.37M |
|
427
NETGEAR
NTGR
$663M
| $119M | 0.06% |
2,764,602
+66,287
| +2% | +$3.04M |
|
428
Crown Castle
CCI
$33.1B
| $119M | 0.05% |
1,184,138
+1,034,693
| +692% | +$102M |
|
429
PayPal
PYPL
$51.4B
| $119M | 0.05% |
2,208,259
+3,055
| +0.1% | +$150K |
|
430
eBay
EBAY
$52.1B
| $118M | 0.05% |
3,387,463
+875,085
| +35% | +$29.9M |
|
|
BECN
431
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $118M | 0.05% |
2,411,991
+2,242
| +0.1% | +$110K |
|
432
NextEra Energy
NEE
$186B
| $118M | 0.05% |
3,369,052
+36,500
| +1% | +$1.25M |
|
433
Oil States International
OIS
$483M
| $118M | 0.05% |
4,342,159
+3,830
| +0.1% | +$113K |
|
434
TJX Companies
TJX
$178B
| $118M | 0.05% |
3,262,500
+50,622
| +2% | +$1.91M |
|
435
Capitol Federal Financial
CFFN
$1.09B
| $118M | 0.05% |
8,274,295
+218,238
| +3% | +$3.12M |
|
|
VR
436
DELISTED
Validus Hold Ltd
VR
| $117M | 0.05% |
2,260,566
+454
| +0% | +$24.5K |
|
|
MON
437
DELISTED
Monsanto Co
MON
| $117M | 0.05% |
991,252
+3,882
| +0.4% | +$453K |
|
438
United Rentals
URI
$67.9B
| $117M | 0.05% |
1,039,429
-599,508
| -37% | -$66.9M |
|
|
MDRX
439
DELISTED
Veradigm Inc. Common Stock
MDRX
| $117M | 0.05% |
9,171,285
+1,943,496
| +27% | +$23.6M |
|
|
MDP
440
DELISTED
Meredith Corporation
MDP
| $117M | 0.05% |
1,963,817
-3,733
| -0.2% | -$218K |
|
441
Targa Resources
TRGP
$56.2B
| $116M | 0.05% |
2,574,986
+215,440
| +9% | +$10.8M |
|
442
PVH
PVH
$4.01B
| $116M | 0.05% |
1,015,356
+21,515
| +2% | +$2.23M |
|
443
Group 1 Automotive
GPI
$4.17B
| $116M | 0.05% |
1,834,766
-13,936
| -0.8% | -$895K |
|
444
Deere & Co
DE
$173B
| $116M | 0.05% |
939,439
+3,532
| +0.4% | +$414K |
|
445
T. Rowe Price
TROW
$26.1B
| $116M | 0.05% |
1,562,881
+237,970
| +18% | +$17M |
|
446
Macerich
MAC
$7.52B
| $116M | 0.05% |
1,997,237
+48,761
| +3% | +$2.96M |
|
447
Shinhan Financial Group
SHG
$32.8B
| $116M | 0.05% |
2,663,670
-31,299
| -1% | -$1.35M |
|
448
Canadian Imperial Bank of Commerce
CM
$109B
| $116M | 0.05% |
2,852,078
+2,372,104
| +494% | +$95.8M |
|
449
Louisiana-Pacific
LPX
$5.35B
| $116M | 0.05% |
4,793,951
+95,195
| +2% | +$2.32M |
|
450
CONMED
CNMD
$1.33B
| $115M | 0.05% |
2,264,021
-79,465
| -3% | -$3.93M |
|
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.