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
|
+$282M |
| 2 |
Knight Transportation
KNX
|
+$153M |
| 3 |
DuPont de Nemours
DD
|
+$136M |
| 4 |
AT&T
T
|
+$132M |
| 5 |
ExxonMobil
XOM
|
+$127M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$285M |
| 2 |
CSX Corp
CSX
|
+$204M |
| 3 |
AWH
Allied World Assurance Co Hld Lt
AWH
|
+$168M |
| 4 |
SPLS
Staples Inc
SPLS
|
+$149M |
| 5 |
WFM
Whole Foods Market Inc
WFM
|
+$138M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.98% |
| 2 | Industrials | 13.62% |
| 3 | Technology | 12.76% |
| 4 | Consumer Discretionary | 10.08% |
| 5 | Healthcare | 9.54% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
576
Urban Outfitters
URBN
$6.35B
| $102M | 0.04% |
4,252,727
+1,053,712
| +33% | +$21.2M |
|
|
PRSU
577
Pursuit Attractions and Hospitality Inc
PRSU
$1.39B
| $101M | 0.04% |
1,666,029
-15,119
| -0.9% | -$802K |
|
578
Alamo Group
ALG
$1.94B
| $101M | 0.04% |
944,105
-7,740
| -0.8% | -$725K |
|
|
TMHC
579
DELISTED
Taylor Morrison
TMHC
| $101M | 0.04% |
4,591,375
+1,089,798
| +31% | +$24.1M |
|
|
PX
580
DELISTED
Praxair Inc
PX
| $101M | 0.04% |
721,525
-2,569
| -0.4% | -$342K |
|
581
New York Times
NYT
$12.1B
| $101M | 0.04% |
5,129,862
-118,547
| -2% | -$2.2M |
|
582
Fluor
FLR
$7.01B
| $100M | 0.04% |
2,385,281
+90,626
| +4% | +$3.76M |
|
|
VR
583
DELISTED
Validus Hold Ltd
VR
| $100M | 0.04% |
2,038,051
-222,515
| -10% | -$11.3M |
|
584
Skyworks Solutions
SWKS
$9.37B
| $100M | 0.04% |
984,104
-23,396
| -2% | -$2.43M |
|
|
AIV
585
Aimco
AIV
$387M
| $100M | 0.04% |
17,136,660
+557,793
| +3% | +$3.33M |
|
586
World Kinect Corp
WKC
$2.04B
| $100M | 0.04% |
2,952,606
+363,519
| +14% | +$13M |
|
587
Advanced Energy
AEIS
$11.6B
| $99.9M | 0.04% |
1,236,699
-145,709
| -11% | -$10.6M |
|
588
EnerSys
ENS
$6.78B
| $99.8M | 0.04% |
1,442,133
+12,680
| +0.9% | +$868K |
|
589
ABM Industries
ABM
$2.81B
| $99.3M | 0.04% |
2,380,054
+10,556
| +0.4% | +$450K |
|
590
Ingredion
INGR
$6.27B
| $99M | 0.04% |
820,657
-72,736
| -8% | -$8.87M |
|
591
Equity Lifestyle Properties
ELS
$12.6B
| $98.7M | 0.04% |
2,320,532
+55,850
| +2% | +$2.43M |
|
|
FISV
592
Fiserv Inc
FISV
$28.8B
| $98.6M | 0.04% |
1,529,452
-11,618
| -0.8% | -$722K |
|
593
Belden
BDC
$4.83B
| $98.4M | 0.04% |
1,221,410
-11,590
| -0.9% | -$876K |
|
594
Kilroy Realty
KRC
$4.52B
| $98M | 0.04% |
1,378,651
+33,915
| +3% | +$2.38M |
|
|
BRKL
595
DELISTED
Brookline Bancorp
BRKL
| $97.9M | 0.04% |
6,316,348
+107,716
| +2% | +$1.56M |
|
596
OSI Systems
OSIS
$3.65B
| $97.9M | 0.04% |
1,071,070
+36
| +0% | +$2.93K |
|
597
Cooper-Standard Automotive
CPS
$523M
| $97.7M | 0.04% |
842,217
+27,070
| +3% | +$2.81M |
|
598
Invesco
IVZ
$13.1B
| $97.6M | 0.04% |
2,786,828
+8,917
| +0.3% | +$305K |
|
599
Madison Square Garden
MSGS
$9.48B
| $97.4M | 0.04% |
637,802
-30,810
| -5% | -$4.66M |
|
600
Zimmer Biomet
ZBH
$18.2B
| $97.3M | 0.04% |
855,948
+49,419
| +6% | +$5.7M |
|
Similar funds
Dimensional Fund Advisors's Q3 2017 Portfolio in Review
As of Q3 2017, Dimensional Fund Advisors held 3,413 positions worth $229B, up 5.7% from $217B the previous quarter. Its ten largest holdings account for 9.1% of the portfolio.
Dimensional Fund Advisors's Q3 2017 filing shows 102 new, 1,905 increased, 1,154 reduced and 78 closed positions. Its largest new stake was Knight Transportation: 4,027,578 shares worth $167M. The largest sale was NVIDIA, an estimated $285M.
By sector, the portfolio is most concentrated in Financials at 20% of assets, down from 20% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q3 2017 buy was Knight Transportation: 4,027,578 shares worth $167M.
- Dimensional Fund Advisors added most to Wells Fargo in Q3 2017, an estimated $282M increase.
- Dimensional Fund Advisors's biggest Q3 2017 reduction was NVIDIA, cutting an estimated $285M.
- Dimensional Fund Advisors fully exited Allied World Assurance Co Hld Lt in Q3 2017, selling an estimated $168M.
- Dimensional Fund Advisors's ten largest holdings make up 9.1% of its $229B portfolio in Q3 2017.
- Dimensional Fund Advisors opened 102 new positions and closed 78 in Q3 2017.
- Dimensional Fund Advisors's portfolio value rose 5.7% quarter-over-quarter to $229B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2017, filed 13 Nov 2017.