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 | |
|---|---|---|---|---|---|---|
|
TIME
651
DELISTED
Time Inc.
TIME
| $86.1M | 0.04% |
6,001,965
+1,078,946
| +22% | +$16.1M |
|
|
PARA
652
DELISTED
Paramount Global Class B
PARA
| $85.9M | 0.04% |
1,346,135
+1,487
| +0.1% | +$95.1K |
|
653
Children's Place
PLCE
$55.8M
| $85.8M | 0.04% |
840,177
-12,146
| -1% | -$1.33M |
|
654
Scotiabank
BNS
$108B
| $85.6M | 0.04% |
1,423,978
+49,998
| +4% | +$2.86M |
|
655
Griffon
GFF
$4.29B
| $85.6M | 0.04% |
3,897,550
-5,057
| -0.1% | -$116K |
|
|
ACH
656
Accendra Health
ACH
$249M
| $85.5M | 0.04% |
2,657,574
+90,266
| +4% | +$2.96M |
|
657
Bank of Hawaii
BOH
$3.16B
| $85.5M | 0.04% |
1,030,384
+20,389
| +2% | +$1.64M |
|
658
Gibraltar Industries
ROCK
$1.39B
| $85.3M | 0.04% |
2,392,745
-12,598
| -0.5% | -$445K |
|
659
Murphy USA
MUSA
$11.1B
| $85.1M | 0.04% |
1,148,891
+25,895
| +2% | +$1.81M |
|
660
Timken Company
TKR
$9.72B
| $85.1M | 0.04% |
1,840,408
+33,838
| +2% | +$1.55M |
|
661
Forum Energy Technologies
FET
$593M
| $84.8M | 0.04% |
271,662
+22,753
| +9% | +$7.84M |
|
662
General Mills
GIS
$20.1B
| $84.7M | 0.04% |
1,528,242
+181,798
| +14% | +$10.4M |
|
|
HOLX
663
DELISTED
Hologic
HOLX
| $84.6M | 0.04% |
1,863,666
+306,297
| +20% | +$13.5M |
|
664
Worthington Enterprises
WOR
$2.82B
| $84.5M | 0.04% |
2,728,945
+27,874
| +1% | +$748K |
|
665
Dominion Energy
D
$62.1B
| $84.3M | 0.04% |
1,099,718
+13,681
| +1% | +$1.08M |
|
666
Nexstar Media Group
NXST
$5.92B
| $84.3M | 0.04% |
1,409,200
+185,390
| +15% | +$11.6M |
|
667
UMB Financial
UMBF
$10.9B
| $84.2M | 0.04% |
1,124,948
-159,721
| -12% | -$11.7M |
|
668
Texas Roadhouse
TXRH
$13.5B
| $84.2M | 0.04% |
1,651,685
+24,577
| +2% | +$1.19M |
|
|
TMHC
669
DELISTED
Taylor Morrison
TMHC
| $84.1M | 0.04% |
3,501,577
+1,519,523
| +77% | +$35M |
|
670
First Citizens BancShares
FCNCA
$25B
| $83.9M | 0.04% |
225,011
-1,403
| -0.6% | -$485K |
|
671
Standard Motor Products
SMP
$897M
| $83.7M | 0.04% |
1,603,325
-13,014
| -0.8% | -$648K |
|
|
DF
672
DELISTED
Dean Foods Company
DF
| $83.6M | 0.04% |
4,919,927
+156,044
| +3% | +$2.93M |
|
673
Methode Electronics
MEI
$525M
| $83.6M | 0.04% |
2,029,015
-1,406
| -0.1% | -$58.7K |
|
|
PF
674
DELISTED
Pinnacle Foods, Inc.
PF
| $83.4M | 0.04% |
1,403,876
-71,762
| -5% | -$4.29M |
|
675
Dycom Industries
DY
$12.1B
| $83.2M | 0.04% |
929,812
+5,163
| +0.6% | +$501K |
|
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.