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 | |
|---|---|---|---|---|---|---|
1626
Lennox International
LII
$12.4B
| $34.3M | 0.02% |
186,815
-3,828
| -2% | -$667K |
|
1627
Herc Holdings
HRI
$4.67B
| $34.3M | 0.02% |
871,524
+84,502
| +11% | +$3.53M |
|
|
NGHC
1628
DELISTED
National General Holdings Corp
NGHC
| $34.2M | 0.02% |
1,622,874
+177,415
| +12% | +$3.91M |
|
|
HTO
1629
H2O America
HTO
$2.65B
| $34.2M | 0.02% |
695,013
-1,557
| -0.2% | -$77.1K |
|
1630
Pebblebrook Hotel Trust
PEB
$2.03B
| $34.2M | 0.02% |
1,059,676
+49,972
| +5% | +$1.56M |
|
1631
Resources Connection
RGP
$139M
| $34.1M | 0.02% |
2,492,126
-8,029
| -0.3% | -$109K |
|
1632
Urban Edge Properties
UE
$2.54B
| $34.1M | 0.02% |
1,438,042
+80,137
| +6% | +$2.02M |
|
|
GRUB
1633
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $34.1M | 0.02% |
391,353
+34,924
| +10% | +$2.9M |
|
1634
Lifecore Biomedical
LFCR
$168M
| $34.1M | 0.02% |
2,297,667
+7,276
| +0.3% | +$101K |
|
|
GTS
1635
DELISTED
Triple-S Management Corporation
GTS
| $34.1M | 0.02% |
2,119,412
-11,666
| -0.5% | -$191K |
|
|
IVC
1636
DELISTED
Invacare Corporation
IVC
| $34M | 0.02% |
2,578,327
-90,921
| -3% | -$1.19M |
|
1637
Diamondback Energy
FANG
$55B
| $34M | 0.02% |
383,152
-381
| -0.1% | -$37K |
|
|
ELME
1638
Elme Communities
ELME
$148M
| $34M | 0.02% |
1,065,470
+39,160
| +4% | +$1.26M |
|
|
HEES
1639
DELISTED
H&E Equipment Services
HEES
| $34M | 0.02% |
1,665,343
+34,766
| +2% | +$729K |
|
1640
TotalEnergies
TTE
$202B
| $33.9M | 0.02% |
683,561
-153,713
| -18% | -$7.91M |
|
|
EGL
1641
DELISTED
Engility Holdings, Inc.
EGL
| $33.9M | 0.02% |
1,192,908
+122,104
| +11% | +$3.4M |
|
1642
Capri Holdings
CPRI
$1.73B
| $33.8M | 0.02% |
932,614
+38,625
| +4% | +$1.4M |
|
1643
Hershey
HSY
$34.1B
| $33.7M | 0.02% |
314,228
+9,597
| +3% | +$1.06M |
|
|
OME
1644
DELISTED
Omega Protein
OME
| $33.7M | 0.02% |
1,883,983
-12,162
| -0.6% | -$227K |
|
|
CBPX
1645
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $33.7M | 0.02% |
1,445,842
+51,644
| +4% | +$1.25M |
|
1646
TriNet
TNET
$3.12B
| $33.6M | 0.02% |
1,026,624
+75,862
| +8% | +$2.32M |
|
|
GLOG
1647
DELISTED
GASLOG LTD
GLOG
| $33.5M | 0.02% |
2,195,314
+21,703
| +1% | +$305K |
|
1648
StoneX
SNEX
$8.02B
| $33.5M | 0.02% |
4,485,380
+13,188
| +0.3% | +$94.7K |
|
1649
Great Southern Bancorp
GSBC
$863M
| $33.4M | 0.02% |
624,663
+22,862
| +4% | +$1.16M |
|
1650
Perrigo
PRGO
$1.87B
| $33.4M | 0.02% |
442,342
+130,040
| +42% | +$9.32M |
|
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.