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 | |
|---|---|---|---|---|---|---|
1726
Center Bancorp
CNOB
$1.59B
| $30.6M | 0.01% |
1,356,084
+152,549
| +13% | +$3.48M |
|
|
ROIC
1727
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $30.6M | 0.01% |
1,592,579
+76,698
| +5% | +$1.56M |
|
1728
F5
FFIV
$24.6B
| $30.6M | 0.01% |
240,506
+9,750
| +4% | +$1.28M |
|
1729
Spok Holdings
SPOK
$218M
| $30.5M | 0.01% |
1,724,951
+116,992
| +7% | +$2.09M |
|
1730
Waterstone Financial
WSBF
$371M
| $30.5M | 0.01% |
1,616,387
+62,140
| +4% | +$1.17M |
|
1731
Sprouts Farmers Market
SFM
$6.49B
| $30.5M | 0.01% |
1,343,803
+514,877
| +62% | +$11.9M |
|
1732
Rush Enterprises Class B
RUSHB
$6.65B
| $30.4M | 0.01% |
2,821,277
-64,574
| -2% | -$643K |
|
1733
Motorcar Parts of America
MPAA
$200M
| $30.4M | 0.01% |
1,076,980
+123,693
| +13% | +$3.62M |
|
1734
Bright Horizons
BFAM
$3.26B
| $30.4M | 0.01% |
393,299
-68,178
| -15% | -$5.18M |
|
|
VSM
1735
DELISTED
Versum Materials, Inc.
VSM
| $30.3M | 0.01% |
932,533
+468,383
| +101% | +$14.6M |
|
1736
SFL Corp
SFL
$1.91B
| $30.2M | 0.01% |
2,224,073
-4,565
| -0.2% | -$62.3K |
|
1737
LeMaitre Vascular
LMAT
$1.82B
| $30.2M | 0.01% |
968,232
+40,767
| +4% | +$1.18M |
|
1738
Atmos Energy
ATO
$27.4B
| $30.2M | 0.01% |
363,950
+2,293
| +0.6% | +$188K |
|
1739
Herbalife
HLF
$1.23B
| $30.2M | 0.01% |
845,664
+21,822
| +3% | +$735K |
|
1740
Boston Beer
SAM
$1.77B
| $30M | 0.01% |
227,183
+32,822
| +17% | +$4.59M |
|
1741
Flowserve
FLS
$9.37B
| $30M | 0.01% |
646,594
-4,773
| -0.7% | -$230K |
|
1742
Banco Santander
SAN
$215B
| $30M | 0.01% |
4,677,863
-97,652
| -2% | -$606K |
|
|
HSII
1743
DELISTED
Heidrick & Struggles
HSII
| $30M | 0.01% |
1,378,516
+106,191
| +8% | +$2.42M |
|
1744
Artisan Partners
APAM
$2.59B
| $30M | 0.01% |
976,472
+106,360
| +12% | +$3.06M |
|
1745
Park National Corp
PRK
$3.3B
| $30M | 0.01% |
289,000
+2,872
| +1% | +$300K |
|
|
STBZ
1746
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $29.9M | 0.01% |
1,103,862
+73,472
| +7% | +$1.93M |
|
|
FRGI
1747
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $29.9M | 0.01% |
1,449,051
+354,351
| +32% | +$8.04M |
|
1748
Devon Energy
DVN
$53.6B
| $29.9M | 0.01% |
935,600
-389,545
| -29% | -$14.2M |
|
|
BGC
1749
DELISTED
General Cable Corporation
BGC
| $29.9M | 0.01% |
1,829,145
-559,035
| -23% | -$9.45M |
|
1750
SEACOR Marine Holdings
SMHI
$256M
| $29.9M | 0.01% |
+1,468,805
| New | +$28.1M |
|
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.