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 | 20.77% |
| 2 | Industrials | 13.88% |
| 3 | Technology | 13.21% |
| 4 | Consumer Discretionary | 10.44% |
| 5 | Healthcare | 10.09% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1301
Argan
AGX
$5.52B
| $47.3M | 0.02% |
787,780
-48,326
| -6% | -$3.12M |
|
|
CSFL
1302
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $47.2M | 0.02% |
1,899,392
-98,731
| -5% | -$2.46M |
|
|
FLOW
1303
DELISTED
SPX FLOW, Inc.
FLOW
| $47.2M | 0.02% |
1,280,241
+7,746
| +0.6% | +$286K |
|
1304
Verisk Analytics
VRSK
$23.7B
| $47.2M | 0.02% |
559,629
+24,249
| +5% | +$1.96M |
|
1305
Seagate
STX
$178B
| $47.2M | 0.02% |
1,216,875
+53,722
| +5% | +$2.34M |
|
1306
Titan International
TWI
$458M
| $47.1M | 0.02% |
3,922,553
+208,779
| +6% | +$2.25M |
|
1307
UNIFI
UFI
$123M
| $47.1M | 0.02% |
1,528,383
-3,749
| -0.2% | -$106K |
|
1308
Steris
STE
$20.5B
| $47M | 0.02% |
576,920
+23,793
| +4% | +$1.81M |
|
|
FLIR
1309
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $47M | 0.02% |
1,356,461
+53,815
| +4% | +$1.96M |
|
|
EV
1310
DELISTED
Eaton Vance Corp.
EV
| $47M | 0.02% |
993,082
+38,247
| +4% | +$1.74M |
|
|
BDN
1311
Brandywine Realty Trust
BDN
$503M
| $47M | 0.02% |
2,679,465
+93,252
| +4% | +$1.6M |
|
|
SCS
1312
DELISTED
Steelcase
SCS
| $46.9M | 0.02% |
3,352,061
+31,353
| +0.9% | +$517K |
|
1313
Alcoa
AA
$12.2B
| $46.9M | 0.02% |
1,436,360
+53,096
| +4% | +$1.72M |
|
|
CTLT
1314
DELISTED
CATALENT, INC.
CTLT
| $46.9M | 0.02% |
1,335,153
-68,105
| -5% | -$2.24M |
|
1315
Bank OZK
OZK
$5.23B
| $46.8M | 0.02% |
998,592
+201,688
| +25% | +$9.59M |
|
|
ACOR
1316
DELISTED
Acorda Therapeutics
ACOR
| $46.7M | 0.02% |
19,774
+4,512
| +30% | +$8.94M |
|
1317
Lakeland Financial Corp
LKFN
$1.49B
| $46.7M | 0.02% |
1,017,882
-2,336
| -0.2% | -$104K |
|
|
MSGN
1318
DELISTED
MSG Networks Inc.
MSGN
| $46.7M | 0.02% |
2,080,073
+127,441
| +7% | +$2.92M |
|
1319
Unilever
UL
$134B
| $46.7M | 0.02% |
766,724
+86,232
| +13% | +$5.14M |
|
1320
Sempra
SRE
$53.4B
| $46.7M | 0.02% |
827,880
+16,166
| +2% | +$914K |
|
1321
Prudential
PUK
$32.5B
| $46.6M | 0.02% |
1,044,385
-58,888
| -5% | -$2.55M |
|
1322
Woodward
WWD
$18.8B
| $46.4M | 0.02% |
687,056
-61,712
| -8% | -$4.21M |
|
1323
Asbury Automotive
ABG
$3.5B
| $46.4M | 0.02% |
820,577
+33,383
| +4% | +$1.92M |
|
|
CERN
1324
DELISTED
Cerner Corp
CERN
| $46.3M | 0.02% |
697,200
+47,812
| +7% | +$3.05M |
|
1325
Piper Sandler
PIPR
$5.04B
| $46.3M | 0.02% |
3,091,896
-68,356
| -2% | -$1.03M |
|
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 21% of assets, up from 21% 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.