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 | |
|---|---|---|---|---|---|---|
1401
Gorman-Rupp
GRC
$1.91B
| $43.3M | 0.02% |
1,700,826
+8,408
| +0.5% | +$225K |
|
1402
Toronto Dominion Bank
TD
$198B
| $43.2M | 0.02% |
857,377
+199,009
| +30% | +$9.6M |
|
1403
MarineMax
HZO
$1.16B
| $43.1M | 0.02% |
2,206,573
+9,452
| +0.4% | +$185K |
|
1404
HNI Corp
HNI
$3.34B
| $43.1M | 0.02% |
1,081,282
+22,012
| +2% | +$960K |
|
|
SUP
1405
DELISTED
Superior Industries International
SUP
| $43.1M | 0.02% |
2,096,782
-59,012
| -3% | -$1.23M |
|
1406
Dick's Sporting Goods
DKS
$11B
| $43M | 0.02% |
1,080,879
+205,443
| +23% | +$9.27M |
|
1407
Advance Auto Parts
AAP
$2.53B
| $43M | 0.02% |
368,826
+11,016
| +3% | +$1.51M |
|
1408
MYR Group
MYRG
$4.29B
| $43M | 0.02% |
1,384,947
-22,489
| -2% | -$771K |
|
1409
Heritage Financial
HFWA
$1.15B
| $42.9M | 0.02% |
1,619,714
+110,898
| +7% | +$2.78M |
|
1410
Installed Building Products
IBP
$5.3B
| $42.9M | 0.02% |
809,581
+20,210
| +3% | +$1.04M |
|
|
PGRE
1411
DELISTED
Paramount Group
PGRE
| $42.9M | 0.02% |
2,678,913
+205,210
| +8% | +$3.33M |
|
1412
Fastenal
FAST
$56.3B
| $42.8M | 0.02% |
3,937,200
+281,124
| +8% | +$3.16M |
|
1413
IDEX
IEX
$16.3B
| $42.8M | 0.02% |
378,901
+1,597
| +0.4% | +$168K |
|
1414
Edgewell Personal Care
EPC
$1.23B
| $42.8M | 0.02% |
563,019
+13,886
| +3% | +$1.02M |
|
1415
Insteel Industries
IIIN
$586M
| $42.8M | 0.02% |
1,297,264
+104,298
| +9% | +$3.48M |
|
|
DOC
1416
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $42.7M | 0.02% |
2,121,300
+250,232
| +13% | +$5.08M |
|
|
IPHS
1417
DELISTED
Innophos Holdings, Inc.
IPHS
| $42.7M | 0.02% |
973,461
+3,717
| +0.4% | +$167K |
|
|
UN
1418
DELISTED
Unilever NV New York Registry Shares
UN
| $42.6M | 0.02% |
771,492
+27,591
| +4% | +$1.49M |
|
1419
Arthur J. Gallagher & Co
AJG
$62.5B
| $42.6M | 0.02% |
743,477
+18,995
| +3% | +$1.07M |
|
|
SLCA
1420
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $42.5M | 0.02% |
1,198,664
+338,827
| +39% | +$13.3M |
|
1421
Jack Henry & Associates
JKHY
$11.1B
| $42.3M | 0.02% |
407,667
+7,267
| +2% | +$725K |
|
|
INFN
1422
DELISTED
Infinera Corporation Common Stock
INFN
| $42.3M | 0.02% |
3,967,303
+729,536
| +23% | +$7.45M |
|
1423
American Vanguard Corp
AVD
$62.8M
| $42.3M | 0.02% |
2,453,236
+82,986
| +4% | +$1.43M |
|
1424
Tredegar Corp
TG
$240M
| $42.3M | 0.02% |
2,772,190
+4,250
| +0.2% | +$69K |
|
1425
SS&C Technologies
SSNC
$18.9B
| $42.2M | 0.02% |
1,097,776
-1,746
| -0.2% | -$65.1K |
|
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.