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 | |
|---|---|---|---|---|---|---|
876
Keurig Dr Pepper
KDP
$42.6B
| $67.9M | 0.03% |
745,148
+40,905
| +6% | +$3.83M |
|
877
Blackbaud
BLKB
$2B
| $67.8M | 0.03% |
791,029
-52,314
| -6% | -$4.29M |
|
878
Omnicell
OMCL
$2.01B
| $67.8M | 0.03% |
1,573,662
-190,134
| -11% | -$7.9M |
|
879
Sherwin-Williams
SHW
$84.6B
| $67.8M | 0.03% |
579,663
+22,089
| +4% | +$2.47M |
|
880
John Wiley & Sons Class A
WLY
$2.89B
| $67.7M | 0.03% |
1,282,694
+69,400
| +6% | +$3.63M |
|
881
New Jersey Resources
NJR
$5.98B
| $67.4M | 0.03% |
1,698,666
-363
| -0% | -$14.9K |
|
|
CCMP
882
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $67.3M | 0.03% |
911,598
-194,414
| -18% | -$14.7M |
|
883
KB Home
KBH
$3.51B
| $67.2M | 0.03% |
2,803,374
+394,584
| +16% | +$8.35M |
|
884
Nu Skin
NUS
$257M
| $67.1M | 0.03% |
1,067,875
+64,767
| +6% | +$3.69M |
|
885
Kadant
KAI
$3.57B
| $67.1M | 0.03% |
891,762
-33,576
| -4% | -$2.34M |
|
886
Nasdaq
NDAQ
$54B
| $67M | 0.03% |
2,812,437
-664,446
| -19% | -$15.3M |
|
887
EPR Properties
EPR
$4.87B
| $67M | 0.03% |
932,472
+64,347
| +7% | +$4.69M |
|
888
Itron
ITRI
$4.59B
| $67M | 0.03% |
989,066
-162,506
| -14% | -$10.7M |
|
889
News Corp Class A
NWSA
$15.7B
| $67M | 0.03% |
4,887,417
+409,591
| +9% | +$5.36M |
|
890
Teleflex
TFX
$5.88B
| $67M | 0.03% |
322,273
-37,920
| -11% | -$7.6M |
|
891
Kroger
KR
$36.6B
| $66.9M | 0.03% |
2,870,501
+95,123
| +3% | +$2.7M |
|
|
WBT
892
DELISTED
Welbilt, Inc.
WBT
| $66.7M | 0.03% |
3,538,317
-294,972
| -8% | -$5.76M |
|
893
Shenandoah Telecom
SHEN
$708M
| $66.7M | 0.03% |
2,172,098
-103,350
| -5% | -$3.2M |
|
894
Graphic Packaging
GPK
$3.32B
| $66.7M | 0.03% |
4,838,882
+188,408
| +4% | +$2.53M |
|
895
AMN Healthcare
AMN
$1.36B
| $66.6M | 0.03% |
1,704,656
+23,596
| +1% | +$905K |
|
896
LCI Industries
LCII
$2.59B
| $66.6M | 0.03% |
649,979
+18,885
| +3% | +$1.81M |
|
897
Papa John's
PZZA
$1B
| $66.4M | 0.03% |
925,918
+32,716
| +4% | +$2.59M |
|
898
IQVIA
IQV
$40.6B
| $66.4M | 0.03% |
741,659
+132,031
| +22% | +$11.1M |
|
899
Archrock
AROC
$6.21B
| $66.3M | 0.03% |
5,818,147
+537,271
| +10% | +$6.16M |
|
|
WOOF
900
DELISTED
VCA Inc.
WOOF
| $66.3M | 0.03% |
717,976
+1,589
| +0.2% | +$146K |
|
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.