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 | |
|---|---|---|---|---|---|---|
751
Air Products & Chemicals
APD
$65.1B
| $76.4M | 0.04% |
534,047
+14,565
| +3% | +$2.07M |
|
752
Gray Television
GTN
$437M
| $76.3M | 0.04% |
5,571,334
-20,214
| -0.4% | -$273K |
|
753
ON Semiconductor
ON
$31.6B
| $76.3M | 0.04% |
5,435,116
-901,258
| -14% | -$13.5M |
|
|
GNCMA
754
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
| $76.3M | 0.04% |
2,082,033
-1,657
| -0.1% | -$59.9K |
|
|
CPE
755
DELISTED
Callon Petroleum Company
CPE
| $76.2M | 0.04% |
718,551
+462,276
| +180% | +$54.2M |
|
|
IDTI
756
DELISTED
Integrated Device Technology I
IDTI
| $76M | 0.04% |
2,947,907
-11,668
| -0.4% | -$284K |
|
757
Home BancShares
HOMB
$6.33B
| $75.9M | 0.04% |
3,048,977
-27,470
| -0.9% | -$685K |
|
758
Thor Industries
THO
$4.03B
| $75.9M | 0.04% |
725,998
-416,798
| -36% | -$40.4M |
|
759
Brixmor Property Group
BRX
$9.76B
| $75.8M | 0.04% |
4,237,117
+231,763
| +6% | +$4.49M |
|
|
CMD
760
DELISTED
Cantel Medical Corporation
CMD
| $75.8M | 0.04% |
972,355
-17,640
| -2% | -$1.32M |
|
|
RSPP
761
DELISTED
RSP Permian, Inc.
RSPP
| $75.7M | 0.04% |
2,346,837
-209,157
| -8% | -$7.77M |
|
762
L3Harris
LHX
$55.3B
| $75.7M | 0.04% |
694,078
+103,234
| +17% | +$11.4M |
|
763
American Airlines Group
AAL
$9.98B
| $75.6M | 0.03% |
1,501,694
+14,974
| +1% | +$696K |
|
|
NUVA
764
DELISTED
NuVasive, Inc.
NUVA
| $75.5M | 0.03% |
981,144
-77,195
| -7% | -$5.77M |
|
|
IRBT
765
DELISTED
iRobot
IRBT
| $75.4M | 0.03% |
896,588
-51,498
| -5% | -$4.44M |
|
766
ICF International
ICFI
$1.5B
| $75.2M | 0.03% |
1,597,243
-7,852
| -0.5% | -$357K |
|
767
Ameris Bancorp
ABCB
$5.88B
| $75.2M | 0.03% |
1,559,197
+25,010
| +2% | +$1.15M |
|
|
BID
768
DELISTED
Sotheby's
BID
| $75.1M | 0.03% |
1,399,025
-18,192
| -1% | -$906K |
|
769
Gen Digital
GEN
$16.7B
| $74.9M | 0.03% |
2,650,814
-864,378
| -25% | -$26.2M |
|
770
Emergent Biosolutions
EBS
$374M
| $74.8M | 0.03% |
2,205,712
+152,029
| +7% | +$4.69M |
|
771
Apogee Enterprises
APOG
$848M
| $74.8M | 0.03% |
1,315,754
+18,145
| +1% | +$996K |
|
|
AVTA
772
DELISTED
Avantax, Inc. Common Stock
AVTA
| $74.8M | 0.03% |
3,527,403
| – | – |
|
773
Interactive Brokers
IBKR
$38.8B
| $74.7M | 0.03% |
7,987,864
+270,780
| +4% | +$2.4M |
|
|
CIT
774
DELISTED
CIT Group Inc.
CIT
| $74.7M | 0.03% |
1,534,004
+52,792
| +4% | +$2.43M |
|
775
Arch Capital
ACGL
$36.4B
| $74.7M | 0.03% |
2,402,196
-11,370
| -0.5% | -$361K |
|
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.