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 | |
|---|---|---|---|---|---|---|
|
MZTI
1001
The Marzetti Company
MZTI
$3.05B
| $60.8M | 0.03% |
495,572
+3,146
| +0.6% | +$394K |
|
1002
Cimpress
CMPR
$2.37B
| $60.7M | 0.03% |
642,612
+9,933
| +2% | +$877K |
|
1003
PC Connection
CNXN
$2.09B
| $60.7M | 0.03% |
2,244,663
+10,323
| +0.5% | +$285K |
|
|
GPT
1004
DELISTED
Gramercy Property Trust
GPT
| $60.7M | 0.03% |
2,042,207
+126,783
| +7% | +$3.65M |
|
1005
Aramark
ARMK
$15B
| $60.7M | 0.03% |
2,050,499
+204,028
| +11% | +$5.59M |
|
|
LTRPA
1006
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $60.6M | 0.03% |
5,227,740
+664,220
| +15% | +$8.64M |
|
1007
ING
ING
$92.9B
| $60.6M | 0.03% |
3,484,907
-275,300
| -7% | -$4.53M |
|
1008
Exelon
EXC
$48.1B
| $60.6M | 0.03% |
2,355,521
+9,911
| +0.4% | +$252K |
|
1009
PG&E
PCG
$39B
| $60.5M | 0.03% |
912,193
+13,549
| +2% | +$912K |
|
1010
SLM Corp
SLM
$4.83B
| $60.5M | 0.03% |
5,264,047
-2,190,419
| -29% | -$24.9M |
|
|
ANAT
1011
DELISTED
American National Group, Inc. Common Stock
ANAT
| $60.5M | 0.03% |
519,637
+8,331
| +2% | +$968K |
|
1012
Quanex
NX
$825M
| $60.5M | 0.03% |
2,859,309
+111,005
| +4% | +$2.25M |
|
1013
McGrath RentCorp
MGRC
$2.87B
| $60.5M | 0.03% |
1,746,105
+11,707
| +0.7% | +$400K |
|
1014
Intuitive Surgical
ISRG
$127B
| $60.4M | 0.03% |
581,643
-576
| -0.1% | -$55.4K |
|
|
SRCI
1015
DELISTED
SRC Energy Inc
SRCI
| $60.4M | 0.03% |
8,969,265
+1,351,188
| +18% | +$9.93M |
|
1016
Watts Water Technologies
WTS
$11.2B
| $60.3M | 0.03% |
953,898
+30,001
| +3% | +$1.87M |
|
1017
Zurn Elkay Water Solutions
ZWS
$8.6B
| $60.3M | 0.03% |
5,381,926
+182,916
| +4% | +$2.05M |
|
|
CONE
1018
DELISTED
CyrusOne Inc Common Stock
CONE
| $60.2M | 0.03% |
1,079,139
+58,383
| +6% | +$3.23M |
|
1019
Travel + Leisure Co
TNL
$4.76B
| $60.1M | 0.03% |
1,325,130
+12,751
| +1% | +$553K |
|
1020
Globus Medical
GMED
$11.1B
| $60M | 0.03% |
1,811,306
-20,054
| -1% | -$630K |
|
1021
CRH
CRH
$66.6B
| $60M | 0.03% |
1,692,544
-6,597
| -0.4% | -$237K |
|
|
RTEC
1022
DELISTED
Rudolph Technologies Inc
RTEC
| $60M | 0.03% |
2,624,196
-6,123
| -0.2% | -$146K |
|
1023
Progress Software
PRGS
$1.75B
| $59.9M | 0.03% |
1,940,419
-202,759
| -9% | -$6M |
|
|
MSCC
1024
DELISTED
Microsemi Corp
MSCC
| $59.9M | 0.03% |
1,280,118
+4,808
| +0.4% | +$235K |
|
1025
NorthWestern Energy
NWE
$4.34B
| $59.8M | 0.03% |
980,294
+3,762
| +0.4% | +$230K |
|
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.