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 | |
|---|---|---|---|---|---|---|
|
SIVB
1076
DELISTED
SVB Financial Group
SIVB
| $56.9M | 0.03% |
323,911
-2,034
| -0.6% | -$364K |
|
|
TFCF
1077
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $56.9M | 0.03% |
2,042,962
+198,663
| +11% | +$5.63M |
|
1078
AeroVironment
AVAV
$7.19B
| $56.9M | 0.03% |
1,490,349
+44,670
| +3% | +$1.35M |
|
1079
Avista
AVA
$3.43B
| $56.9M | 0.03% |
1,340,414
+43,280
| +3% | +$1.81M |
|
1080
Five Below
FIVE
$11.6B
| $56.9M | 0.03% |
1,152,469
+32,658
| +3% | +$1.61M |
|
|
SHLM
1081
DELISTED
Schulman (A.) Inc
SHLM
| $56.9M | 0.03% |
1,777,657
-370,552
| -17% | -$11M |
|
|
HI
1082
DELISTED
Hillenbrand
HI
| $56.9M | 0.03% |
1,575,172
+9,612
| +0.6% | +$350K |
|
1083
RLI Corp
RLI
$6.02B
| $56.8M | 0.03% |
2,080,836
-3,796
| -0.2% | -$107K |
|
|
PAY
1084
DELISTED
Verifone Systems Inc
PAY
| $56.8M | 0.03% |
3,136,368
+87,063
| +3% | +$1.57M |
|
1085
TTEC Holdings
TTEC
$124M
| $56.8M | 0.03% |
1,391,207
+3,759
| +0.3% | +$136K |
|
1086
Energizer
ENR
$1.47B
| $56.8M | 0.03% |
1,181,799
+107,707
| +10% | +$5.85M |
|
|
NP
1087
DELISTED
Neenah, Inc. Common Stock
NP
| $56.7M | 0.03% |
707,010
+2,360
| +0.3% | +$183K |
|
|
FRC
1088
DELISTED
First Republic Bank
FRC
| $56.7M | 0.03% |
566,596
+3,128
| +0.6% | +$296K |
|
1089
Mettler-Toledo International
MTD
$28.1B
| $56.7M | 0.03% |
96,295
+5,659
| +6% | +$3.1M |
|
1090
Las Vegas Sands
LVS
$32.2B
| $56.6M | 0.03% |
886,581
+66,330
| +8% | +$3.98M |
|
|
TSS
1091
DELISTED
Total System Services, Inc.
TSS
| $56.6M | 0.03% |
972,297
+90,029
| +10% | +$5.15M |
|
|
SYNH
1092
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $56.5M | 0.03% |
966,105
+189,716
| +24% | +$9.86M |
|
1093
B&G Foods
BGS
$303M
| $56.5M | 0.03% |
1,587,396
+65,302
| +4% | +$2.6M |
|
1094
Portland General Electric
POR
$5.82B
| $56.5M | 0.03% |
1,236,583
-215,454
| -15% | -$9.93M |
|
1095
LivaNova
LIVN
$4.47B
| $56.5M | 0.03% |
922,229
+327,395
| +55% | +$18.5M |
|
1096
First Solar
FSLR
$21.4B
| $56.4M | 0.03% |
1,415,142
-1,341,838
| -49% | -$45.6M |
|
1097
NetApp
NTAP
$33.9B
| $56.4M | 0.03% |
1,408,516
-187,453
| -12% | -$7.47M |
|
|
SC
1098
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $56.4M | 0.03% |
4,420,715
+966,516
| +28% | +$11.7M |
|
1099
Armstrong World Industries
AWI
$7.37B
| $56.3M | 0.03% |
1,224,261
+26,548
| +2% | +$1.19M |
|
1100
Synaptics
SYNA
$4.05B
| $56.3M | 0.03% |
1,088,970
+94,143
| +9% | +$5.14M |
|
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.