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 | |
|---|---|---|---|---|---|---|
|
HF
1176
DELISTED
HFF Inc.
HF
| $52.9M | 0.02% |
1,522,342
+54,426
| +4% | +$1.68M |
|
1177
Generac Holdings
GNRC
$11.5B
| $52.9M | 0.02% |
1,464,989
+48,421
| +3% | +$1.73M |
|
|
UCTT
1178
Ultra Clean Holdings
UCTT
$3.12B
| $52.9M | 0.02% |
2,818,688
+39,357
| +1% | +$792K |
|
1179
Avery Dennison
AVY
$12.8B
| $52.8M | 0.02% |
597,274
+6,544
| +1% | +$548K |
|
1180
OraSure Technologies
OSUR
$273M
| $52.8M | 0.02% |
3,057,690
+167,642
| +6% | +$2.41M |
|
1181
AptarGroup
ATR
$8.69B
| $52.8M | 0.02% |
607,595
+59,739
| +11% | +$4.92M |
|
|
LABL
1182
DELISTED
Multi-Color Corp
LABL
| $52.8M | 0.02% |
646,720
-6,925
| -1% | -$546K |
|
1183
Allison Transmission
ALSN
$9.51B
| $52.6M | 0.02% |
1,403,681
+141,741
| +11% | +$5.29M |
|
|
TRCO
1184
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $52.6M | 0.02% |
1,289,879
+414,393
| +47% | +$16.2M |
|
|
LQ
1185
DELISTED
La Quinta Holdings Inc.
LQ
| $52.6M | 0.02% |
3,559,141
+83,790
| +2% | +$1.18M |
|
1186
Commerce Bancshares
CBSH
$8.68B
| $52.5M | 0.02% |
1,433,606
+68,208
| +5% | +$2.43M |
|
1187
IPG Photonics
IPGP
$3.4B
| $52.5M | 0.02% |
361,911
-3,151
| -0.9% | -$423K |
|
1188
Campbell Soup
CPB
$6.85B
| $52.5M | 0.02% |
1,006,882
+131,876
| +15% | +$7.47M |
|
1189
Axos Financial
AX
$5.58B
| $52.5M | 0.02% |
2,211,979
-10,220
| -0.5% | -$242K |
|
1190
Brunswick
BC
$5.23B
| $52.3M | 0.02% |
834,264
+21,322
| +3% | +$1.24M |
|
1191
First Busey Corp
BUSE
$2.6B
| $52.3M | 0.02% |
1,784,688
+86,789
| +5% | +$2.55M |
|
|
STOR
1192
DELISTED
STORE Capital Corporation
STOR
| $52.3M | 0.02% |
2,329,596
+212,562
| +10% | +$4.7M |
|
|
ATW
1193
DELISTED
Atwood Oceanics
ATW
| $52.3M | 0.02% |
6,416,265
+1,860,301
| +41% | +$16M |
|
|
CBF
1194
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $52.3M | 0.02% |
1,371,423
+160,188
| +13% | +$6.33M |
|
|
IPXL
1195
DELISTED
Impax Laboratories, Inc.
IPXL
| $52.2M | 0.02% |
3,244,580
+607,503
| +23% | +$8.97M |
|
|
PHH
1196
DELISTED
PHH Corporation
PHH
| $52.2M | 0.02% |
3,791,261
+449,526
| +13% | +$6M |
|
|
SJI
1197
DELISTED
South Jersey Industries, Inc.
SJI
| $52.2M | 0.02% |
1,527,207
+12,435
| +0.8% | +$451K |
|
|
FBR
1198
DELISTED
Fibria Celulose Sa
FBR
| $52.1M | 0.02% |
5,124,364
-650,937
| -11% | -$6.51M |
|
1199
Fortune Brands Innovations
FBIN
$5.86B
| $52.1M | 0.02% |
933,653
+51,224
| +6% | +$2.77M |
|
1200
UGI
UGI
$7.87B
| $52M | 0.02% |
1,073,770
-129,520
| -11% | -$6.44M |
|
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.