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 | |
|---|---|---|---|---|---|---|
|
NUAN
1451
DELISTED
Nuance Communications, Inc.
NUAN
| $41.2M | 0.02% |
2,730,382
+59,789
| +2% | +$938K |
|
|
AD
1452
Array Digital Infrastructure
AD
$3.28B
| $41.2M | 0.02% |
1,073,994
+140,120
| +15% | +$5.42M |
|
1453
Strategic Education
STRA
$1.82B
| $41.1M | 0.02% |
441,117
+2,295
| +0.5% | +$201K |
|
|
PFC
1454
DELISTED
Premier Financial Corp. Common Stock
PFC
| $41.1M | 0.02% |
1,561,068
+43,894
| +3% | +$1.17M |
|
1455
Universal Insurance Holdings
UVE
$1.23B
| $41.1M | 0.02% |
1,631,586
+12,708
| +0.8% | +$312K |
|
1456
Sturm, Ruger & Co
RGR
$644M
| $41.1M | 0.02% |
661,440
-1,379
| -0.2% | -$85.7K |
|
|
K
1457
DELISTED
Kellanova
K
| $41.1M | 0.02% |
630,131
+16,078
| +3% | +$1.08M |
|
1458
Cal-Maine
CALM
$3.49B
| $41.1M | 0.02% |
1,037,152
-31,137
| -3% | -$1.19M |
|
1459
Voya Financial
VOYA
$9.03B
| $41M | 0.02% |
1,111,127
+91,731
| +9% | +$3.34M |
|
1460
Domino's
DPZ
$9.93B
| $41M | 0.02% |
193,591
+771
| +0.4% | +$152K |
|
1461
JB Hunt Transport Services
JBHT
$22.4B
| $40.9M | 0.02% |
447,890
+27,624
| +7% | +$2.44M |
|
1462
Eagle Materials
EXP
$5.47B
| $40.9M | 0.02% |
442,837
+9,922
| +2% | +$953K |
|
1463
Graco
GGG
$12.3B
| $40.9M | 0.02% |
1,123,278
+10,887
| +1% | +$386K |
|
|
WP
1464
DELISTED
Worldpay, Inc.
WP
| $40.8M | 0.02% |
643,409
+14,584
| +2% | +$916K |
|
|
ATRI
1465
DELISTED
Atrion Corp
ATRI
| $40.7M | 0.02% |
63,268
+1,151
| +2% | +$619K |
|
1466
Haverty Furniture Companies
HVT
$429M
| $40.7M | 0.02% |
1,621,262
+663
| +0% | +$16.2K |
|
1467
Euronet Worldwide
EEFT
$2.57B
| $40.7M | 0.02% |
465,480
-34,140
| -7% | -$2.92M |
|
|
CATM
1468
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $40.6M | 0.02% |
1,234,995
+42,384
| +4% | +$1.59M |
|
|
RHT
1469
DELISTED
Red Hat Inc
RHT
| $40.6M | 0.02% |
423,556
+22,314
| +6% | +$1.99M |
|
|
RPAI
1470
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $40.5M | 0.02% |
3,318,786
+97,216
| +3% | +$1.27M |
|
1471
Greenlight Captial
GLRE
$495M
| $40.5M | 0.02% |
1,937,805
+145,473
| +8% | +$3.03M |
|
|
AKS
1472
DELISTED
AK Steel Holding Corp
AKS
| $40.5M | 0.02% |
6,162,355
+772,725
| +14% | +$4.84M |
|
|
SBNY
1473
DELISTED
Signature Bank
SBNY
| $40.5M | 0.02% |
281,845
+14,818
| +6% | +$2.1M |
|
1474
Orthofix Medical
OFIX
$355M
| $40.4M | 0.02% |
870,120
+90,349
| +12% | +$3.75M |
|
1475
Howard Hughes
HHH
$3.71B
| $40.4M | 0.02% |
345,102
+7,747
| +2% | +$917K |
|
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.