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 | |
|---|---|---|---|---|---|---|
1576
Tesla
TSLA
$1.45T
| $36.3M | 0.02% |
1,504,680
+22,830
| +2% | +$503K |
|
1577
Washington Trust Bancorp
WASH
$752M
| $36.3M | 0.02% |
703,417
+2,007
| +0.3% | +$100K |
|
1578
Cohu
COHU
$2.61B
| $36.2M | 0.02% |
2,299,046
+34,480
| +2% | +$631K |
|
1579
Pool Corp
POOL
$6.11B
| $36.1M | 0.02% |
307,371
+5,843
| +2% | +$702K |
|
1580
Western Union
WU
$2.05B
| $36.1M | 0.02% |
1,895,770
+11,627
| +0.6% | +$225K |
|
|
CRAY
1581
DELISTED
Cray, Inc.
CRAY
| $36.1M | 0.02% |
1,959,980
+326,742
| +20% | +$6.02M |
|
|
CCF
1582
DELISTED
Chase Corporation
CCF
| $36M | 0.02% |
337,648
+69
| +0% | +$7.19K |
|
|
ECHO
1583
DELISTED
Echo Global Logistics, Inc.
ECHO
| $36M | 0.02% |
1,807,045
+309,610
| +21% | +$6.02M |
|
1584
Toro Company
TTC
$8.76B
| $35.9M | 0.02% |
517,978
-12,982
| -2% | -$867K |
|
|
AZPN
1585
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $35.8M | 0.02% |
648,716
-189,466
| -23% | -$10.5M |
|
1586
Brown-Forman Class B
BF.B
$12.2B
| $35.8M | 0.02% |
1,151,386
+128,072
| +13% | +$4.02M |
|
1587
Tanger
SKT
$4.12B
| $35.8M | 0.02% |
1,376,676
+36,147
| +3% | +$1.03M |
|
1588
Trimble
TRMB
$13.5B
| $35.8M | 0.02% |
1,002,266
-26,574
| -3% | -$922K |
|
1589
Jazz Pharmaceuticals
JAZZ
$16B
| $35.8M | 0.02% |
229,898
+75,703
| +49% | +$11.6M |
|
1590
Comtech Telecommunications
CMTL
$45.2M
| $35.7M | 0.02% |
1,883,821
+192,707
| +11% | +$2.98M |
|
1591
Manhattan Associates
MANH
$12.2B
| $35.7M | 0.02% |
743,019
+207,904
| +39% | +$9.85M |
|
|
ABAX
1592
DELISTED
Abaxis Inc
ABAX
| $35.6M | 0.02% |
672,229
+10,991
| +2% | +$541K |
|
1593
Flowers Foods
FLO
$1.3B
| $35.6M | 0.02% |
2,054,115
+342,563
| +20% | +$6.44M |
|
1594
Movado Group
MOV
$745M
| $35.6M | 0.02% |
1,408,042
-8,288
| -0.6% | -$191K |
|
|
RUTH
1595
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $35.4M | 0.02% |
1,628,865
+98,417
| +6% | +$2.07M |
|
1596
Flexsteel Industries
FLXS
$334M
| $35.4M | 0.02% |
654,425
+3,511
| +0.5% | +$185K |
|
1597
MaxLinear
MXL
$6.86B
| $35.4M | 0.02% |
1,269,642
+296,899
| +31% | +$8.65M |
|
1598
Johnson Outdoors
JOUT
$469M
| $35.4M | 0.02% |
734,418
-7,047
| -1% | -$294K |
|
1599
TransDigm Group
TDG
$59.8B
| $35.4M | 0.02% |
131,579
+2,133
| +2% | +$541K |
|
|
NXGN
1600
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $35.3M | 0.02% |
2,053,154
+74,936
| +4% | +$1.14M |
|
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.