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 | |
|---|---|---|---|---|---|---|
1676
DHT Holdings
DHT
$3.68B
| $32.4M | 0.02% |
7,807,492
-30,839
| -0.4% | -$134K |
|
1677
AutoZone
AZO
$46.4B
| $32.3M | 0.01% |
56,682
+89
| +0.2% | +$57.9K |
|
1678
West Pharmaceutical
WST
$25.8B
| $32.3M | 0.01% |
341,797
-4,432
| -1% | -$408K |
|
|
VAR
1679
DELISTED
Varian Medical Systems, Inc.
VAR
| $32.3M | 0.01% |
313,073
+2,764
| +0.9% | +$266K |
|
1680
Central Garden & Pet Co
CENT
$2.53B
| $32.3M | 0.01% |
1,270,181
-4,065
| -0.3% | -$110K |
|
|
NVO
1681
Novo Nordisk
NVO
$191B
| $32.3M | 0.01% |
1,505,508
-8,436
| -0.6% | -$170K |
|
1682
Addus HomeCare
ADUS
$2.2B
| $32.3M | 0.01% |
867,298
+42,304
| +5% | +$1.52M |
|
|
CUDA
1683
DELISTED
Barracuda Networks, Inc.
CUDA
| $32.1M | 0.01% |
1,393,043
+129,425
| +10% | +$2.85M |
|
1684
Myers Industries
MYE
$1.18B
| $32.1M | 0.01% |
1,787,791
-95,105
| -5% | -$1.63M |
|
|
ASNA
1685
DELISTED
Ascena Retail Group, Inc.
ASNA
| $32M | 0.01% |
744,995
+82,366
| +12% | +$4.75M |
|
1686
Autodesk
ADSK
$45.7B
| $32M | 0.01% |
317,659
-6,412
| -2% | -$634K |
|
1687
STAG Industrial
STAG
$7.23B
| $32M | 0.01% |
1,159,878
+116,002
| +11% | +$3.1M |
|
|
JOYY
1688
JOYY Inc
JOYY
$3.86B
| $32M | 0.01% |
551,735
+59,473
| +12% | +$3.15M |
|
|
CTRA
1689
DELISTED
Coterra Energy
CTRA
| $32M | 0.01% |
1,276,143
+28,390
| +2% | +$670K |
|
1690
Ligand Pharmaceuticals
LGND
$5.68B
| $32M | 0.01% |
422,544
-7,291
| -2% | -$510K |
|
|
BMCH
1691
DELISTED
BMC Stock Holdings, Inc
BMCH
| $31.9M | 0.01% |
1,461,647
+339,360
| +30% | +$7.39M |
|
1692
MGIC Investment
MTG
$6.09B
| $31.9M | 0.01% |
2,848,952
-179,167
| -6% | -$1.93M |
|
|
HBI
1693
DELISTED
Hanesbrands
HBI
| $31.9M | 0.01% |
1,377,427
+229,479
| +20% | +$4.95M |
|
1694
Hawaiian Electric Industries
HE
$1.74B
| $31.9M | 0.01% |
984,904
-9,272
| -0.9% | -$308K |
|
1695
Pitney Bowes
PBI
$2.37B
| $31.9M | 0.01% |
2,110,043
+1,019,942
| +94% | +$14.9M |
|
1696
Seacoast Banking Corp of Florida
SBCF
$3.26B
| $31.9M | 0.01% |
1,321,937
+12,918
| +1% | +$308K |
|
|
CSRA
1697
DELISTED
CSRA Inc.
CSRA
| $31.8M | 0.01% |
1,003,014
+25,760
| +3% | +$772K |
|
|
SCLN
1698
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $31.8M | 0.01% |
2,886,532
-1,129
| -0% | -$11.3K |
|
|
XEC
1699
DELISTED
CIMAREX ENERGY CO
XEC
| $31.7M | 0.01% |
337,360
-59,891
| -15% | -$6.6M |
|
1700
NewMarket
NEU
$8.18B
| $31.7M | 0.01% |
68,855
+3,211
| +5% | +$1.48M |
|
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.