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 | |
|---|---|---|---|---|---|---|
|
COR
1251
DELISTED
Coresite Realty Corporation
COR
| $49.4M | 0.02% |
477,515
+19,551
| +4% | +$1.96M |
|
1252
Polaris
PII
$3.83B
| $49.4M | 0.02% |
535,963
+119,645
| +29% | +$10.3M |
|
1253
Corpay
CPAY
$25.7B
| $49.4M | 0.02% |
342,724
+10,283
| +3% | +$1.47M |
|
|
HRG
1254
DELISTED
HRG Group, Inc.
HRG
| $49.4M | 0.02% |
2,791,038
+235,706
| +9% | +$4.43M |
|
|
DISCK
1255
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $49.4M | 0.02% |
1,959,719
+402,766
| +26% | +$10.6M |
|
1256
Community Health Systems
CYH
$382M
| $49.4M | 0.02% |
4,957,164
+2,819,955
| +132% | +$25.8M |
|
1257
Consolidated Edison
ED
$41.4B
| $49.3M | 0.02% |
610,002
+5,108
| +0.8% | +$413K |
|
1258
Cousins Properties
CUZ
$5.31B
| $49.3M | 0.02% |
1,401,873
+96,270
| +7% | +$3.31M |
|
|
LHO
1259
DELISTED
LaSalle Hotel Properties
LHO
| $49.2M | 0.02% |
1,649,878
+62,607
| +4% | +$1.84M |
|
1260
Patrick Industries
PATK
$2.87B
| $49M | 0.02% |
1,514,158
+34,472
| +2% | +$1.07M |
|
1261
Affiliated Managers Group
AMG
$9.51B
| $49M | 0.02% |
295,233
+767
| +0.3% | +$122K |
|
1262
Builders FirstSource
BLDR
$7.29B
| $48.9M | 0.02% |
3,193,970
+174,777
| +6% | +$2.61M |
|
1263
COPT Defense Properties
CDP
$4.32B
| $48.9M | 0.02% |
1,396,628
+66,217
| +5% | +$2.25M |
|
|
DYN
1264
DELISTED
Dynegy, Inc.
DYN
| $48.9M | 0.02% |
5,907,332
+2,185,292
| +59% | +$16.5M |
|
1265
Hasbro
HAS
$13.5B
| $48.7M | 0.02% |
436,606
+19,562
| +5% | +$2.02M |
|
1266
Xcel Energy
XEL
$49.2B
| $48.6M | 0.02% |
1,059,594
+12,289
| +1% | +$566K |
|
1267
Lumentum
LITE
$46.9B
| $48.6M | 0.02% |
851,937
+223,643
| +36% | +$12M |
|
1268
Brown & Brown
BRO
$25.1B
| $48.5M | 0.02% |
2,253,006
-98,714
| -4% | -$2.12M |
|
|
VWR
1269
DELISTED
VWR Corporation
VWR
| $48.5M | 0.02% |
1,469,727
+62,488
| +4% | +$1.96M |
|
|
FINL
1270
DELISTED
Finish Line
FINL
| $48.4M | 0.02% |
3,416,355
-13,907
| -0.4% | -$202K |
|
1271
Oxford Industries
OXM
$581M
| $48.3M | 0.02% |
773,568
+51,801
| +7% | +$2.99M |
|
|
LSI
1272
DELISTED
Life Storage, Inc.
LSI
| $48.2M | 0.02% |
975,471
+37,504
| +4% | +$1.95M |
|
1273
Interface
TILE
$1.95B
| $48.1M | 0.02% |
2,447,960
+7,975
| +0.3% | +$157K |
|
|
GPOR
1274
DELISTED
Gulfport Energy Corp.
GPOR
| $48.1M | 0.02% |
3,260,408
+1,794,132
| +122% | +$27.5M |
|
1275
Hexcel
HXL
$7.97B
| $48.1M | 0.02% |
910,683
+112,420
| +14% | +$5.81M |
|
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.