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 | |
|---|---|---|---|---|---|---|
|
KW
1326
DELISTED
Kennedy-Wilson Holdings
KW
| $46.3M | 0.02% |
2,431,812
+194,829
| +9% | +$3.94M |
|
1327
Illumina
ILMN
$29.5B
| $46.3M | 0.02% |
274,288
+1,945
| +0.7% | +$337K |
|
1328
Mercer International
MERC
$40.5M
| $46.3M | 0.02% |
4,024,774
+140,740
| +4% | +$1.63M |
|
|
PPL
1329
PPL Corp
PPL
$26.9B
| $46.2M | 0.02% |
1,195,819
+22,496
| +2% | +$870K |
|
1330
United Parks & Resorts
PRKS
$2.19B
| $46.2M | 0.02% |
2,839,176
+43,358
| +2% | +$745K |
|
1331
Zebra Technologies
ZBRA
$13.5B
| $46.2M | 0.02% |
459,263
+38,791
| +9% | +$3.84M |
|
1332
AMC Entertainment Holdings
AMC
$2.45B
| $46.1M | 0.02% |
202,830
+54,085
| +36% | +$14.5M |
|
1333
Fox Factory Holding Corp
FOXF
$794M
| $46.1M | 0.02% |
1,295,789
+5,135
| +0.4% | +$161K |
|
1334
Edison International
EIX
$30.3B
| $46.1M | 0.02% |
589,722
+5,216
| +0.9% | +$418K |
|
1335
Credit Acceptance
CACC
$5.82B
| $46.1M | 0.02% |
179,251
+3,415
| +2% | +$748K |
|
1336
Cullen/Frost Bankers
CFR
$10.5B
| $46M | 0.02% |
489,984
-47,037
| -9% | -$4.34M |
|
|
FTD
1337
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $46M | 0.02% |
2,299,788
+6,574
| +0.3% | +$127K |
|
|
WPX
1338
DELISTED
WPX Energy, Inc.
WPX
| $46M | 0.02% |
4,760,044
-2,590,265
| -35% | -$29.5M |
|
1339
John B. Sanfilippo & Son
JBSS
$986M
| $46M | 0.02% |
728,136
+3,375
| +0.5% | +$225K |
|
|
QEP
1340
DELISTED
QEP RESOURCES, INC.
QEP
| $45.9M | 0.02% |
4,548,695
+1,988,685
| +78% | +$21.6M |
|
1341
Central Pacific Financial
CPF
$1.02B
| $45.7M | 0.02% |
1,453,155
| – | – |
|
1342
Ubiquiti
UI
$31.6B
| $45.7M | 0.02% |
879,922
-41,008
| -4% | -$2.03M |
|
1343
Douglas Dynamics
PLOW
$992M
| $45.7M | 0.02% |
1,389,370
+82,348
| +6% | +$2.54M |
|
1344
Estee Lauder
EL
$30.4B
| $45.7M | 0.02% |
476,100
+14,932
| +3% | +$1.37M |
|
1345
Brinker International
EAT
$8.82B
| $45.6M | 0.02% |
1,198,052
+9,729
| +0.8% | +$404K |
|
1346
Ralph Lauren
RL
$22.4B
| $45.6M | 0.02% |
618,317
+194,350
| +46% | +$14.6M |
|
1347
Eversource Energy
ES
$28.1B
| $45.6M | 0.02% |
751,272
+12,230
| +2% | +$743K |
|
|
PPBI
1348
DELISTED
Pacific Premier Bancorp
PPBI
| $45.6M | 0.02% |
1,235,250
+177,024
| +17% | +$6.37M |
|
1349
W.W. Grainger
GWW
$64.2B
| $45.6M | 0.02% |
252,445
+3,140
| +1% | +$593K |
|
1350
Keysight
KEYS
$50.7B
| $45.6M | 0.02% |
1,170,614
-36,880
| -3% | -$1.39M |
|
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.