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 | 20.16% |
| 2 | Industrials | 13.53% |
| 3 | Technology | 12.72% |
| 4 | Consumer Discretionary | 9.98% |
| 5 | Healthcare | 9.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2126
Tejon Ranch
TRC
$460M
| $16.3M | 0.01% |
811,702
+56,934
| +8% | +$1.19M |
|
2127
Lazard
LAZ
$4B
| $16.2M | 0.01% |
+349,803
| New | +$15.7M |
|
2128
Unisys
UIS
$252M
| $16.2M | 0.01% |
1,265,614
-7,589
| -0.6% | -$92.3K |
|
2129
AB InBev
BUD
$164B
| $16.2M | 0.01% |
146,506
+27,121
| +23% | +$3.11M |
|
2130
Horizon Bancorp
HBNC
$1.06B
| $16.2M | 0.01% |
919,934
+62,148
| +7% | +$1.08M |
|
2131
Performance Food Group
PFGC
$18.3B
| $16.2M | 0.01% |
589,802
+407,409
| +223% | +$10.8M |
|
2132
LSB Industries
LXU
$824M
| $16.1M | 0.01% |
2,032,472
-954
| -0% | -$6.78K |
|
|
RRTS
2133
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $16.1M | 0.01% |
88,828
-143
| -0.2% | -$23.9K |
|
|
TWNK
2134
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $16.1M | 0.01% |
+1,001,197
| New | +$16.2M |
|
|
DHIL
2135
DELISTED
Diamond Hill
DHIL
| $16.1M | 0.01% |
80,833
+8,282
| +11% | +$1.65M |
|
2136
Stratus Properties
STRS
$155M
| $16.1M | 0.01% |
547,818
+7,351
| +1% | +$206K |
|
|
DOOR
2137
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $16.1M | 0.01% |
213,144
+97,669
| +85% | +$7.5M |
|
2138
NRC Health Common Stock
NRC
$412M
| $16.1M | 0.01% |
598,190
+8,241
| +1% | +$201K |
|
2139
Upbound Group
UPBD
$1.22B
| $16.1M | 0.01% |
1,372,395
-903,666
| -40% | -$10.2M |
|
2140
Sabre
SABR
$716M
| $16.1M | 0.01% |
737,366
+50,050
| +7% | +$1.14M |
|
2141
Omega Flex
OFLX
$292M
| $16M | 0.01% |
248,617
+6,416
| +3% | +$371K |
|
2142
Travere Therapeutics
TVTX
$5.17B
| $16M | 0.01% |
825,253
+271,551
| +49% | +$4.93M |
|
2143
Harmony Gold Mining
HMY
$9.7B
| $16M | 0.01% |
9,681,369
-297,849
| -3% | -$639K |
|
2144
Clean Energy Fuels
CLNE
$416M
| $16M | 0.01% |
6,281,074
+1,342,311
| +27% | +$3.33M |
|
2145
TFS Financial
TFSL
$5.11B
| $15.9M | 0.01% |
1,029,812
+13,200
| +1% | +$213K |
|
2146
Lamb Weston
LW
$7.42B
| $15.9M | 0.01% |
361,362
+18,367
| +5% | +$807K |
|
2147
Lamar Advertising Co
LAMR
$16.7B
| $15.9M | 0.01% |
216,318
+207,195
| +2,271% | +$14.9M |
|
2148
Northrim BanCorp
NRIM
$593M
| $15.9M | 0.01% |
2,090,280
+108,072
| +5% | +$829K |
|
2149
ANI Pharmaceuticals
ANIP
$1.86B
| $15.9M | 0.01% |
339,268
+161,743
| +91% | +$7.8M |
|
2150
Shutterstock
SSTK
$209M
| $15.8M | 0.01% |
357,633
+131,512
| +58% | +$5.82M |
|
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 20% of assets, up from 20% 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.