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 | |
|---|---|---|---|---|---|---|
1801
HEICO Corp Class A
HEI.A
$30.9B
| $27.8M | 0.01% |
876,688
-117,533
| -12% | -$3.66M |
|
1802
Tractor Supply
TSCO
$17.1B
| $27.8M | 0.01% |
2,566,315
+139,750
| +6% | +$1.66M |
|
1803
Sibanye-Stillwater
SBSW
$8.53B
| $27.8M | 0.01% |
6,367,214
+3,101,465
| +95% | +$20.6M |
|
|
NPTN
1804
DELISTED
NEOPHOTONICS CORP
NPTN
| $27.7M | 0.01% |
3,590,387
+760,110
| +27% | +$6.42M |
|
|
BSMX
1805
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $27.6M | 0.01% |
2,860,995
-13,986
| -0.5% | -$129K |
|
|
WFT
1806
DELISTED
Weatherford International plc
WFT
| $27.6M | 0.01% |
7,121,453
+1,065,721
| +18% | +$5.42M |
|
1807
Republic Bancorp
RBCAA
$1.84B
| $27.5M | 0.01% |
769,928
+22,745
| +3% | +$798K |
|
|
FRED
1808
DELISTED
Fred's Inc
FRED
| $27.5M | 0.01% |
2,977,122
-100,180
| -3% | -$1.33M |
|
1809
American Public Education
APEI
$811M
| $27.5M | 0.01% |
1,161,716
+69,379
| +6% | +$1.59M |
|
1810
CEVA Inc
CEVA
$840M
| $27.5M | 0.01% |
604,030
-2,848
| -0.5% | -$117K |
|
1811
First Community Bankshares
FCBC
$884M
| $27.4M | 0.01% |
1,003,331
+35,315
| +4% | +$921K |
|
|
LSXMA
1812
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $27.4M | 0.01% |
904,229
+4,013
| +0.4% | +$115K |
|
1813
Medifast
MED
$134M
| $27.4M | 0.01% |
659,896
+27,685
| +4% | +$1.2M |
|
1814
Park-Ohio Holdings
PKOH
$669M
| $27.3M | 0.01% |
717,368
+55,315
| +8% | +$2.07M |
|
|
PTR
1815
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $27.3M | 0.01% |
444,854
+23,637
| +6% | +$1.6M |
|
1816
Crocs
CROX
$5.9B
| $27.2M | 0.01% |
3,532,024
+937,111
| +36% | +$6.29M |
|
|
HIBB
1817
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $27.2M | 0.01% |
1,312,080
+511,443
| +64% | +$12.6M |
|
|
NEWS
1818
DELISTED
NewStar Financial, Inc.
NEWS
| $27.2M | 0.01% |
2,590,665
+90,892
| +4% | +$921K |
|
1819
Crown Holdings
CCK
$12B
| $27.1M | 0.01% |
454,277
+21,140
| +5% | +$1.19M |
|
1820
Stoneridge
SRI
$205M
| $27.1M | 0.01% |
1,756,176
+207,761
| +13% | +$3.48M |
|
1821
Natural Gas Services Group
NGS
$462M
| $27M | 0.01% |
1,086,304
-5,292
| -0.5% | -$140K |
|
1822
Enova International
ENVA
$4.46B
| $27M | 0.01% |
1,817,102
+201,249
| +12% | +$2.85M |
|
|
WMAR
1823
DELISTED
West Marine Inc
WMAR
| $27M | 0.01% |
2,100,106
+3,560
| +0.2% | +$35.8K |
|
1824
Pearson
PSO
$9.62B
| $26.9M | 0.01% |
3,004,366
-190,691
| -6% | -$1.66M |
|
|
DEL
1825
DELISTED
Deltic Timber
DEL
| $26.9M | 0.01% |
360,932
+2,000
| +0.6% | +$147K |
|
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.