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 | |
|---|---|---|---|---|---|---|
701
Mitsubishi UFJ Financial
MUFG
$253B
| $81M | 0.04% |
12,006,160
-2,600
| -0% | -$16.6K |
|
702
NNN REIT
NNN
$9.37B
| $80.9M | 0.04% |
2,068,879
+112,577
| +6% | +$4.55M |
|
703
Genuine Parts
GPC
$17.9B
| $80.8M | 0.04% |
870,877
+54,935
| +7% | +$5.05M |
|
704
Pegasystems
PEGA
$4.85B
| $80.7M | 0.04% |
2,766,486
-62,394
| -2% | -$1.65M |
|
|
FCE.A
705
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $80.7M | 0.04% |
3,337,080
+126,871
| +4% | +$2.93M |
|
706
Chemed
CHE
$6.87B
| $80.6M | 0.04% |
393,835
-148
| -0% | -$29.5K |
|
707
OSI Systems
OSIS
$3.64B
| $80.5M | 0.04% |
1,071,034
+1,642
| +0.2% | +$124K |
|
|
EXTN
708
DELISTED
Exterran Corporation
EXTN
| $80.3M | 0.04% |
3,007,501
+15,869
| +0.5% | +$450K |
|
709
Mercury Systems
MRCY
$5.97B
| $80.3M | 0.04% |
1,907,065
-41,363
| -2% | -$1.63M |
|
|
VSTO
710
DELISTED
Vista Outdoor Inc.
VSTO
| $80.2M | 0.04% |
3,563,879
+1,041,884
| +41% | +$22M |
|
|
CEO
711
DELISTED
CNOOC Limited
CEO
| $80.2M | 0.04% |
733,022
-77,522
| -10% | -$8.9M |
|
712
Avient
AVNT
$3.41B
| $80.1M | 0.04% |
2,068,582
+47,349
| +2% | +$1.76M |
|
|
CUB
713
DELISTED
Cubic Corporation
CUB
| $80.1M | 0.04% |
1,730,599
+106,660
| +7% | +$5.12M |
|
|
ALJ
714
DELISTED
Alon USA Energy Inc
ALJ
| $79.9M | 0.04% |
5,998,309
-28,761
| -0.5% | -$357K |
|
|
ECHO
715
EchoStar
ECHO
$24.9B
| $79.8M | 0.04% |
1,623,014
+48,252
| +3% | +$2.3M |
|
|
PXD
716
DELISTED
Pioneer Natural Resource Co.
PXD
| $79.7M | 0.04% |
499,309
+19,512
| +4% | +$3.34M |
|
717
Veeco
VECO
$2.79B
| $79.7M | 0.04% |
2,860,280
+381,884
| +15% | +$11.7M |
|
718
Kennametal
KMT
$2.71B
| $79.5M | 0.04% |
2,125,218
-32,556
| -2% | -$1.27M |
|
719
Valmont Industries
VMI
$9.33B
| $79.5M | 0.04% |
531,399
+18,865
| +4% | +$2.84M |
|
|
CBM
720
DELISTED
Cambrex Corporation
CBM
| $79.5M | 0.04% |
1,330,254
+11,762
| +0.9% | +$661K |
|
721
Intuit
INTU
$85.6B
| $79.4M | 0.04% |
598,114
+9,815
| +2% | +$1.27M |
|
|
PRSU
722
Pursuit Attractions and Hospitality Inc
PRSU
$1.48B
| $79.4M | 0.04% |
1,681,148
-8,091
| -0.5% | -$362K |
|
723
Magna International
MGA
$18.8B
| $79.3M | 0.04% |
1,711,074
+302,490
| +21% | +$13.1M |
|
724
Kaiser Aluminum
KALU
$2.65B
| $79.1M | 0.04% |
894,057
| – | – |
|
725
Regeneron Pharmaceuticals
REGN
$72.9B
| $79M | 0.04% |
160,858
+1,564
| +1% | +$684K |
|
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.