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 | |
|---|---|---|---|---|---|---|
|
RATE
1226
DELISTED
Bankrate Inc
RATE
| $50.5M | 0.02% |
3,931,727
+330,048
| +9% | +$3.54M |
|
|
CKH
1227
DELISTED
Seacor Holdings Inc.
CKH
| $50.5M | 0.02% |
1,522,803
+15,340
| +1% | +$813K |
|
1228
AngioDynamics
ANGO
$605M
| $50.5M | 0.02% |
3,115,353
-13,424
| -0.4% | -$212K |
|
1229
Royal Gold
RGLD
$16.6B
| $50.5M | 0.02% |
645,832
-56,493
| -8% | -$4.25M |
|
1230
CNA Financial
CNA
$14.9B
| $50.5M | 0.02% |
1,035,184
+595
| +0.1% | +$27.2K |
|
1231
Encore Capital Group
ECPG
$2.01B
| $50.5M | 0.02% |
1,256,711
-7,731
| -0.6% | -$278K |
|
1232
Bio-Rad Laboratories Class A
BIO
$8.76B
| $50.3M | 0.02% |
222,200
-50,802
| -19% | -$11.1M |
|
1233
Idacorp
IDA
$8B
| $50.2M | 0.02% |
588,331
-75,992
| -11% | -$6.52M |
|
1234
Cinemark Holdings
CNK
$4.07B
| $50.1M | 0.02% |
1,290,534
+50,300
| +4% | +$2.08M |
|
1235
Enel Chile
ENIC
$6.03B
| $50.1M | 0.02% |
9,111,230
-323,179
| -3% | -$1.79M |
|
1236
Virtus Investment Partners
VRTS
$1.12B
| $50.1M | 0.02% |
451,488
-21,434
| -5% | -$2.27M |
|
1237
Power Integrations
POWI
$3.15B
| $50.1M | 0.02% |
1,373,856
-1,518
| -0.1% | -$50.3K |
|
1238
Telkom Indonesia
TLK
$14.2B
| $50.1M | 0.02% |
1,487,031
| – | – |
|
1239
Enpro
NPO
$6.26B
| $50M | 0.02% |
701,057
-92,241
| -12% | -$6.38M |
|
1240
Viavi Solutions
VIAV
$7.95B
| $49.9M | 0.02% |
4,737,673
-1,421,915
| -23% | -$15.3M |
|
1241
Conagra Brands
CAG
$7.42B
| $49.8M | 0.02% |
1,392,135
+31,340
| +2% | +$1.21M |
|
1242
NVR
NVR
$17.1B
| $49.8M | 0.02% |
20,643
+221
| +1% | +$498K |
|
1243
British American Tobacco
BTI
$136B
| $49.7M | 0.02% |
725,534
-6,626
| -0.9% | -$460K |
|
1244
Mativ Holdings
MATV
$479M
| $49.7M | 0.02% |
1,334,057
+25,906
| +2% | +$1.02M |
|
1245
Snap-on
SNA
$21.5B
| $49.6M | 0.02% |
314,173
+28,259
| +10% | +$4.62M |
|
|
EMCI
1246
DELISTED
EMC INS Group Inc
EMCI
| $49.6M | 0.02% |
1,785,827
+11,059
| +0.6% | +$304K |
|
1247
Inogen
INGN
$174M
| $49.6M | 0.02% |
519,523
+17,111
| +3% | +$1.46M |
|
|
WBMD
1248
DELISTED
WebMD Health Corp.
WBMD
| $49.5M | 0.02% |
844,798
+26,171
| +3% | +$1.46M |
|
|
ORIT
1249
DELISTED
Oritani Financial Corp. New
ORIT
| $49.5M | 0.02% |
2,902,872
+192,160
| +7% | +$3.24M |
|
1250
FerroAtlántica
GSM
$590M
| $49.5M | 0.02% |
4,139,899
+589,969
| +17% | +$5.97M |
|
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.