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 | |
|---|---|---|---|---|---|---|
|
BRS
1951
DELISTED
Bristow Group, Inc.
BRS
| $22.6M | 0.01% |
2,948,035
-11,586
| -0.4% | -$128K |
|
1952
Universal Display
OLED
$3.75B
| $22.5M | 0.01% |
206,053
+21,036
| +11% | +$2.21M |
|
1953
Middlesex Water
MSEX
$1.07B
| $22.4M | 0.01% |
566,765
+19,114
| +3% | +$714K |
|
|
ENZ
1954
DELISTED
Enzo Biochem, Inc.
ENZ
| $22.4M | 0.01% |
2,026,647
+193,246
| +11% | +$1.8M |
|
|
WPG
1955
DELISTED
Washington Prime Group Inc.
WPG
| $22.4M | 0.01% |
296,937
+13,288
| +5% | +$1,000K |
|
|
AMAG
1956
DELISTED
AMAG Pharmaceuticals
AMAG
| $22.4M | 0.01% |
1,215,249
+189,576
| +18% | +$3.76M |
|
1957
Quad
QUAD
$479M
| $22.3M | 0.01% |
972,723
+18,973
| +2% | +$451K |
|
1958
HEICO Corp
HEI
$49.6B
| $22.3M | 0.01% |
605,551
+22,030
| +4% | +$811K |
|
1959
Sierra Bancorp
BSRR
$532M
| $22.2M | 0.01% |
905,877
+29,524
| +3% | +$751K |
|
|
MYCC
1960
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $22.2M | 0.01% |
1,696,351
+67,722
| +4% | +$921K |
|
1961
News Corp Class B
NWS
$17.7B
| $22.2M | 0.01% |
1,569,343
+70,484
| +5% | +$949K |
|
|
BUFF
1962
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $22.2M | 0.01% |
973,046
+186,947
| +24% | +$4.42M |
|
1963
America's Car Mart
CRMT
$25.9M
| $22.2M | 0.01% |
570,077
+19,794
| +4% | +$730K |
|
|
FARM
1964
DELISTED
Farmer Brothers
FARM
| $22.2M | 0.01% |
732,654
+74,796
| +11% | +$2.46M |
|
|
GLDD
1965
DELISTED
Great Lakes Dredge & Dock
GLDD
| $22.1M | 0.01% |
5,149,893
-3,013
| -0.1% | -$13.1K |
|
1966
Century Communities
CCS
$1.98B
| $22.1M | 0.01% |
892,840
+175,217
| +24% | +$4.52M |
|
1967
KRONOS Worldwide
KRO
$712M
| $22.1M | 0.01% |
1,210,956
+88,453
| +8% | +$1.57M |
|
|
SGI
1968
Somnigroup International
SGI
$14.4B
| $22M | 0.01% |
1,648,264
+162,640
| +11% | +$1.92M |
|
1969
Lifetime Brands
LCUT
$192M
| $22M | 0.01% |
1,211,026
-1,184
| -0.1% | -$22.6K |
|
1970
Alliant Energy
LNT
$18.6B
| $21.9M | 0.01% |
545,912
+8,609
| +2% | +$348K |
|
1971
EQT Corp
EQT
$32.9B
| $21.9M | 0.01% |
685,047
+4,962
| +0.7% | +$157K |
|
|
NAV
1972
DELISTED
Navistar International
NAV
| $21.8M | 0.01% |
831,863
+344,890
| +71% | +$9.1M |
|
1973
Vera Bradley
VRA
$98.7M
| $21.8M | 0.01% |
2,226,704
+413,983
| +23% | +$3.62M |
|
1974
National Presto Industries
NPK
$870M
| $21.7M | 0.01% |
196,659
-134
| -0.1% | -$14.1K |
|
|
LMOS
1975
DELISTED
Lumos Networks Corp
LMOS
| $21.7M | 0.01% |
1,215,549
| – | – |
|
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.