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 | |
|---|---|---|---|---|---|---|
|
TRST
1426
Trustco Bank Corp NY
TRST
$964M
| $42.1M | 0.02% |
1,087,512
+49,461
| +5% | +$1.92M |
|
1427
Ryman Hospitality Properties
RHP
$8.41B
| $42.1M | 0.02% |
657,725
+22,890
| +4% | +$1.46M |
|
|
REGI
1428
DELISTED
Renewable Energy Group, Inc.
REGI
| $42.1M | 0.02% |
3,248,793
+59,691
| +2% | +$671K |
|
1429
Wynn Resorts
WYNN
$8.75B
| $42M | 0.02% |
313,494
+124,568
| +66% | +$15.7M |
|
|
ECOL
1430
DELISTED
US Ecology, Inc.
ECOL
| $42M | 0.02% |
832,339
-103
| -0% | -$5.1K |
|
1431
Advanced Micro Devices
AMD
$890B
| $42M | 0.02% |
3,366,569
-308,680
| -8% | -$3.77M |
|
|
SNI
1432
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $41.7M | 0.02% |
610,288
+129,039
| +27% | +$9.09M |
|
1433
Community Trust Bancorp
CTBI
$1.39B
| $41.7M | 0.02% |
952,755
+50,341
| +6% | +$2.2M |
|
1434
Peoples Bancorp
PEBO
$1.42B
| $41.6M | 0.02% |
1,296,046
+30,815
| +2% | +$993K |
|
1435
Columbia Sportswear
COLM
$2.92B
| $41.6M | 0.02% |
717,052
+6,371
| +0.9% | +$360K |
|
1436
Radian Group
RDN
$4.66B
| $41.6M | 0.02% |
2,544,519
-250,587
| -9% | -$4.29M |
|
|
STMP
1437
DELISTED
Stamps.com, Inc.
STMP
| $41.5M | 0.02% |
268,206
-1,084
| -0.4% | -$136K |
|
|
ABCO
1438
DELISTED
Advisory Board Co
ABCO
| $41.5M | 0.02% |
806,298
+95,916
| +14% | +$4.81M |
|
1439
Broadridge
BR
$18.9B
| $41.5M | 0.02% |
549,318
+6,727
| +1% | +$486K |
|
1440
Barnes & Noble Education
BNED
$371M
| $41.5M | 0.02% |
39,016
-153
| -0.4% | -$153K |
|
1441
Ennis
EBF
$543M
| $41.4M | 0.02% |
2,169,224
-10,056
| -0.5% | -$169K |
|
1442
Tenet Healthcare
THC
$21.1B
| $41.4M | 0.02% |
2,141,658
+596,526
| +39% | +$10.4M |
|
1443
Genpact
G
$5.93B
| $41.4M | 0.02% |
1,487,882
+162,487
| +12% | +$4.22M |
|
|
KE
1444
Kimball Electronics
KE
$599M
| $41.4M | 0.02% |
2,291,677
-4,266
| -0.2% | -$73.5K |
|
|
SRCL
1445
DELISTED
Stericycle Inc
SRCL
| $41.3M | 0.02% |
541,309
+164,067
| +43% | +$13.5M |
|
1446
ScottsMiracle-Gro
SMG
$3.16B
| $41.3M | 0.02% |
461,876
+31,046
| +7% | +$2.8M |
|
|
CPLA
1447
DELISTED
Capella Education Company
CPLA
| $41.3M | 0.02% |
482,133
-832
| -0.2% | -$74K |
|
|
CNSL
1448
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $41.3M | 0.02% |
1,921,568
-19,522
| -1% | -$425K |
|
|
HMHC
1449
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $41.2M | 0.02% |
3,353,286
+131,661
| +4% | +$1.61M |
|
|
DST
1450
DELISTED
DST Systems Inc.
DST
| $41.2M | 0.02% |
668,227
+12,383
| +2% | +$755K |
|
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.