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 | |
|---|---|---|---|---|---|---|
|
ITIC
1751
Investors Title Co
ITIC
$559M
| $29.9M | 0.01% |
154,458
+180
| +0.1% | +$32.6K |
|
|
ISCA
1752
DELISTED
International Speedway Corp
ISCA
| $29.8M | 0.01% |
794,803
-278,792
| -26% | -$10.2M |
|
1753
Ducommun
DCO
$2.52B
| $29.8M | 0.01% |
944,793
+1,561
| +0.2% | +$48.5K |
|
|
LEXEA
1754
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
| $29.7M | 0.01% |
550,293
+121,868
| +28% | +$6.14M |
|
|
MEET
1755
DELISTED
The Meet Group, Inc. Common Stock
MEET
| $29.7M | 0.01% |
5,884,568
+1,069,400
| +22% | +$5.55M |
|
|
NUTR
1756
DELISTED
Nutraceutical International Co
NUTR
| $29.7M | 0.01% |
713,115
+11,742
| +2% | +$419K |
|
|
AFI
1757
DELISTED
Armstrong Flooring, Inc.
AFI
| $29.7M | 0.01% |
1,652,697
+217,579
| +15% | +$4.07M |
|
|
KMG
1758
DELISTED
KMG Chemicals Inc
KMG
| $29.6M | 0.01% |
608,368
+43,214
| +8% | +$2.21M |
|
|
NATI
1759
DELISTED
National Instruments Corp
NATI
| $29.6M | 0.01% |
735,420
+36,880
| +5% | +$1.34M |
|
|
XCRA
1760
DELISTED
Xcerra Corporation
XCRA
| $29.5M | 0.01% |
3,023,104
+47,037
| +2% | +$457K |
|
1761
ResMed
RMD
$33B
| $29.5M | 0.01% |
379,317
+2,530
| +0.7% | +$181K |
|
|
DENN
1762
DELISTED
Denny's
DENN
| $29.5M | 0.01% |
2,506,528
+86,049
| +4% | +$1.03M |
|
1763
Booz Allen Hamilton
BAH
$9.49B
| $29.5M | 0.01% |
905,275
+50,014
| +6% | +$1.8M |
|
1764
US Physical Therapy
USPH
$1.24B
| $29.4M | 0.01% |
486,775
+3,853
| +0.8% | +$246K |
|
|
AVP
1765
DELISTED
Avon Products, Inc.
AVP
| $29.3M | 0.01% |
7,705,471
+501,656
| +7% | +$1.96M |
|
1766
Churchill Downs
CHDN
$5.73B
| $29.3M | 0.01% |
957,912
-1,584
| -0.2% | -$44.9K |
|
|
AMRI
1767
DELISTED
Albany Molecular Research Inc
AMRI
| $29.2M | 0.01% |
1,346,341
-94,693
| -7% | -$1.72M |
|
|
WIFI
1768
DELISTED
Boingo Wireless, Inc.
WIFI
| $29.2M | 0.01% |
1,952,425
+145,796
| +8% | +$2.2M |
|
1769
Camden National
CAC
$971M
| $29.1M | 0.01% |
677,859
+21,880
| +3% | +$924K |
|
|
THR
1770
DELISTED
Thermon Group Holdings
THR
| $29.1M | 0.01% |
1,517,164
+142,933
| +10% | +$2.81M |
|
|
LFC
1771
DELISTED
China Life Insurance Company Ltd.
LFC
| $29.1M | 0.01% |
1,894,309
-11,491
| -0.6% | -$178K |
|
|
CONN
1772
DELISTED
Conn's Inc.
CONN
| $29M | 0.01% |
1,517,111
-4,793
| -0.3% | -$77.5K |
|
|
EVRI
1773
DELISTED
Everi Holdings
EVRI
| $28.9M | 0.01% |
3,965,918
+318,508
| +9% | +$2.06M |
|
1774
Axalta
AXTA
$6.98B
| $28.9M | 0.01% |
900,444
+50,471
| +6% | +$1.61M |
|
1775
Financial Institutions
FISI
$802M
| $28.8M | 0.01% |
967,271
+77,202
| +9% | +$2.45M |
|
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.