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 | |
|---|---|---|---|---|---|---|
2101
BioMarin Pharmaceuticals
BMRN
$11.9B
| $17.3M | 0.01% |
190,569
+2,422
| +1% | +$220K |
|
|
NFX
2102
DELISTED
Newfield Exploration
NFX
| $17.3M | 0.01% |
607,551
-87,302
| -13% | -$2.87M |
|
|
STS
2103
DELISTED
Supreme Industries Inc Class A
STS
| $17.2M | 0.01% |
1,048,449
+3,994
| +0.4% | +$73.7K |
|
2104
National CineMedia
NCMI
$378M
| $17.2M | 0.01% |
232,382
+19,440
| +9% | +$1.82M |
|
|
SHLO
2105
DELISTED
Shiloh Industries Inc
SHLO
| $17.1M | 0.01% |
1,458,635
+28,170
| +2% | +$352K |
|
2106
NLI Holdings
NL
$289M
| $17.1M | 0.01% |
2,425,054
+953,157
| +65% | +$7.49M |
|
2107
Tiptree Inc
TIPT
$694M
| $17.1M | 0.01% |
2,422,621
-42,508
| -2% | -$288K |
|
2108
SiriusPoint
SPNT
$3.03B
| $17.1M | 0.01% |
1,227,241
+448,036
| +57% | +$5.69M |
|
|
LGF.B
2109
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
| $17M | 0.01% |
646,864
+128,829
| +25% | +$3.12M |
|
2110
Bristow Group
VTOL
$1.33B
| $16.9M | 0.01% |
892,906
+12,335
| +1% | +$263K |
|
2111
United States Lime & Minerals
USLM
$3.24B
| $16.9M | 0.01% |
1,075,870
+26,820
| +3% | +$421K |
|
|
SOHU
2112
Sohu.com
SOHU
$352M
| $16.8M | 0.01% |
372,614
+104,339
| +39% | +$4.47M |
|
2113
ServiceNow
NOW
$120B
| $16.8M | 0.01% |
790,720
+24,015
| +3% | +$471K |
|
|
RP
2114
DELISTED
RealPage, Inc.
RP
| $16.6M | 0.01% |
463,043
+243,149
| +111% | +$8.69M |
|
2115
Liberty Broadband Class A
LBRDA
$4.89B
| $16.6M | 0.01% |
194,000
+272
| +0.1% | +$23.5K |
|
2116
Matador Resources
MTDR
$6.04B
| $16.6M | 0.01% |
+777,869
| New | +$17.7M |
|
|
CCRN
2117
DELISTED
Cross Country Healthcare
CCRN
| $16.6M | 0.01% |
1,283,103
-142,199
| -10% | -$1.83M |
|
2118
LSI Industries
LYTS
$834M
| $16.5M | 0.01% |
1,827,862
+55,073
| +3% | +$499K |
|
|
FSP
2119
Franklin Street Properties
FSP
$49.8M
| $16.5M | 0.01% |
1,490,918
+68,585
| +5% | +$794K |
|
|
SCMP
2120
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $16.5M | 0.01% |
1,570,172
+15,528
| +1% | +$158K |
|
|
EPAY
2121
DELISTED
Bottomline Technologies Inc
EPAY
| $16.4M | 0.01% |
636,619
-5,478
| -0.9% | -$134K |
|
2122
Westwood Holdings Group
WHG
$185M
| $16.3M | 0.01% |
288,211
+13,297
| +5% | +$735K |
|
2123
ASML
ASML
$596B
| $16.3M | 0.01% |
125,357
-992
| -0.8% | -$131K |
|
2124
Ceco Environmental
CECO
$3.49B
| $16.3M | 0.01% |
1,775,095
+126,086
| +8% | +$1.27M |
|
2125
Oil-Dri
ODC
$1.43B
| $16.3M | 0.01% |
775,666
+10,144
| +1% | +$195K |
|
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.