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 | |
|---|---|---|---|---|---|---|
|
FOE
826
DELISTED
Ferro Corporation
FOE
| $74.8M | 0.03% |
3,353,739
+27,427
| +0.8% | +$535K |
|
|
ECHO
827
EchoStar
ECHO
$24.4B
| $74.8M | 0.03% |
1,611,948
-11,066
| -0.7% | -$528K |
|
828
Itron
ITRI
$4.36B
| $74.6M | 0.03% |
963,409
-25,657
| -3% | -$1.86M |
|
|
NPKI
829
NPK International
NPKI
$1.06B
| $74.6M | 0.03% |
7,457,381
-10,015
| -0.1% | -$82K |
|
|
VRTU
830
DELISTED
Virtusa Corporation
VRTU
| $74.5M | 0.03% |
1,972,230
+92,126
| +5% | +$3.17M |
|
831
Stewart Information Services
STC
$2.06B
| $74.3M | 0.03% |
1,966,472
+26,682
| +1% | +$1.04M |
|
|
SPN
832
DELISTED
Superior Energy Services, Inc.
SPN
| $74.2M | 0.03% |
695,120
-132,177
| -16% | -$13M |
|
833
NBT Bancorp
NBTB
$2.74B
| $74.1M | 0.03% |
2,017,225
+42,291
| +2% | +$1.48M |
|
834
Huntington Ingalls Industries
HII
$12.9B
| $74.1M | 0.03% |
327,129
-9,042
| -3% | -$1.89M |
|
835
Liberty Broadband Class C
LBRDK
$4.88B
| $74M | 0.03% |
776,876
+55,404
| +8% | +$5.33M |
|
836
Kelly Services Class A
KELYA
$514M
| $73.9M | 0.03% |
2,945,394
+9,868
| +0.3% | +$222K |
|
837
Old Dominion Freight Line
ODFL
$44.1B
| $73.9M | 0.03% |
2,013,558
-11,910
| -0.6% | -$393K |
|
|
CBM
838
DELISTED
Cambrex Corporation
CBM
| $73.9M | 0.03% |
1,343,468
+13,214
| +1% | +$727K |
|
839
Sensient Technologies
SXT
$5.26B
| $73.8M | 0.03% |
959,579
+8,141
| +0.9% | +$617K |
|
|
ALE
840
DELISTED
Allete
ALE
| $73.8M | 0.03% |
954,370
-9,631
| -1% | -$721K |
|
841
Global Payments
GPN
$23B
| $73.8M | 0.03% |
776,248
-33,983
| -4% | -$3.2M |
|
|
GPOR
842
DELISTED
Gulfport Energy Corp.
GPOR
| $73.7M | 0.03% |
5,141,604
+1,881,196
| +58% | +$24.4M |
|
843
Mercury Insurance
MCY
$5.93B
| $73.7M | 0.03% |
1,299,375
+26,723
| +2% | +$1.51M |
|
844
Ameris Bancorp
ABCB
$5.85B
| $73.3M | 0.03% |
1,527,183
-32,014
| -2% | -$1.45M |
|
845
Ross Stores
ROST
$80.5B
| $73.3M | 0.03% |
1,135,198
+16,397
| +1% | +$943K |
|
846
Steven Madden
SHOO
$3.37B
| $73.2M | 0.03% |
2,537,507
+55,896
| +2% | +$1.54M |
|
847
Cavco Industries
CVCO
$4.22B
| $73.2M | 0.03% |
496,392
+3,390
| +0.7% | +$452K |
|
848
Kroger
KR
$35.4B
| $73.2M | 0.03% |
3,646,777
+776,276
| +27% | +$17.5M |
|
849
Element Solutions
ESI
$8.95B
| $73.1M | 0.03% |
6,558,502
+1,052,378
| +19% | +$13M |
|
|
NLSN
850
DELISTED
Nielsen Holdings plc
NLSN
| $73.1M | 0.03% |
1,763,825
+99,151
| +6% | +$3.96M |
|
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.