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 | |
|---|---|---|---|---|---|---|
1151
Range Resources
RRC
$9.33B
| $53.8M | 0.02% |
2,322,750
+973,814
| +72% | +$24.6M |
|
|
RAVN
1152
DELISTED
Raven Industries Inc
RAVN
| $53.8M | 0.02% |
1,616,288
| – | – |
|
1153
Insperity
NSP
$2.03B
| $53.8M | 0.02% |
1,516,100
-163,510
| -10% | -$6.62M |
|
|
GWB
1154
DELISTED
Great Western Bancorp, Inc.
GWB
| $53.7M | 0.02% |
1,316,082
+320,067
| +32% | +$12.9M |
|
1155
Stride
LRN
$4.16B
| $53.7M | 0.02% |
2,996,609
+227,364
| +8% | +$4.36M |
|
1156
Markel Group
MKL
$25.2B
| $53.7M | 0.02% |
55,002
+298
| +0.5% | +$289K |
|
|
CSGS
1157
DELISTED
CSG Systems International
CSGS
| $53.7M | 0.02% |
1,322,533
+2,919
| +0.2% | +$115K |
|
1158
Canadian Natural Resources
CNQ
$96.9B
| $53.6M | 0.02% |
3,797,238
-835,380
| -18% | -$12.6M |
|
1159
AMERISAFE
AMSF
$562M
| $53.6M | 0.02% |
941,447
+1,853
| +0.2% | +$106K |
|
|
SPR
1160
DELISTED
Spirit AeroSystems
SPR
| $53.5M | 0.02% |
924,139
+39,300
| +4% | +$2.21M |
|
1161
Primoris Services
PRIM
$4.06B
| $53.5M | 0.02% |
2,146,794
+25,864
| +1% | +$611K |
|
|
VGR
1162
DELISTED
Vector Group Ltd.
VGR
| $53.4M | 0.02% |
4,087,526
+201,162
| +5% | +$2.65M |
|
1163
BancFirst
BANF
$3.81B
| $53.4M | 0.02% |
1,104,928
+23,820
| +2% | +$1.13M |
|
1164
REX American Resources
REX
$1.39B
| $53.4M | 0.02% |
3,315,528
-1,716
| -0.1% | -$27.2K |
|
|
TCO
1165
DELISTED
Taubman Centers Inc.
TCO
| $53.3M | 0.02% |
895,612
+29,320
| +3% | +$1.81M |
|
|
GCI
1166
DELISTED
Gannett Co., Inc
GCI
| $53.3M | 0.02% |
6,109,673
+1,005,908
| +20% | +$8.31M |
|
1167
Weis Markets
WMK
$1.92B
| $53.3M | 0.02% |
1,092,999
+77,804
| +8% | +$4.29M |
|
|
INWK
1168
DELISTED
InnerWorkings, Inc.
INWK
| $53.2M | 0.02% |
4,586,843
-16,214
| -0.4% | -$174K |
|
1169
White Mountains Insurance
WTM
$5.33B
| $53.2M | 0.02% |
61,223
+2,319
| +4% | +$2.01M |
|
1170
Standex International
SXI
$3.33B
| $53.1M | 0.02% |
585,558
+1,051
| +0.2% | +$95.4K |
|
1171
Enerpac Tool Group
EPAC
$1.86B
| $53.1M | 0.02% |
2,158,705
+166,482
| +8% | +$4.27M |
|
1172
Idexx Laboratories
IDXX
$44.9B
| $53M | 0.02% |
328,360
+1,403
| +0.4% | +$228K |
|
1173
Teledyne Technologies
TDY
$29.2B
| $53M | 0.02% |
415,160
+3,670
| +0.9% | +$476K |
|
|
ARII
1174
DELISTED
American Railcar Industries, Inc.
ARII
| $53M | 0.02% |
1,382,709
-5,586
| -0.4% | -$216K |
|
1175
Metallus
MTUS
$833M
| $52.9M | 0.02% |
3,444,679
+428,630
| +14% | +$6.35M |
|
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.