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 | |
|---|---|---|---|---|---|---|
1001
Kosmos Energy
KOS
$1.6B
| $64.4M | 0.03% |
8,088,019
+979,199
| +14% | +$6.76M |
|
1002
Diageo
DEO
$49B
| $64.3M | 0.03% |
486,548
+8,978
| +2% | +$1.16M |
|
|
SYNH
1003
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $64.3M | 0.03% |
1,229,131
+263,026
| +27% | +$14.7M |
|
|
AMWD
1004
DELISTED
American Woodmark
AMWD
| $64.3M | 0.03% |
667,809
-2,390
| -0.4% | -$221K |
|
1005
East-West Bancorp
EWBC
$17.9B
| $64.2M | 0.03% |
1,073,627
-49,003
| -4% | -$2.78M |
|
|
HMSY
1006
DELISTED
HMS Holdings Corp.
HMSY
| $64.2M | 0.03% |
3,230,969
+91,753
| +3% | +$1.71M |
|
1007
Bausch Health
BHC
$2.58B
| $64.1M | 0.03% |
4,472,185
+3,426,410
| +328% | +$51.8M |
|
1008
Ralph Lauren
RL
$22.6B
| $64M | 0.03% |
724,416
+106,099
| +17% | +$8.74M |
|
1009
Armstrong World Industries
AWI
$7.38B
| $63.9M | 0.03% |
1,247,094
+22,833
| +2% | +$1.07M |
|
|
AUO
1010
DELISTED
AU Optronics Corp
AUO
| $63.9M | 0.03% |
15,812,798
-169,723
| -1% | -$686K |
|
|
OPLN
1011
Openlane
OPLN
$4.21B
| $63.9M | 0.03% |
3,534,542
+133,958
| +4% | +$2.21M |
|
1012
Exelon
EXC
$47.2B
| $63.8M | 0.03% |
2,376,082
+20,561
| +0.9% | +$550K |
|
|
TSS
1013
DELISTED
Total System Services, Inc.
TSS
| $63.8M | 0.03% |
974,384
+2,087
| +0.2% | +$135K |
|
|
HRC
1014
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $63.7M | 0.03% |
861,187
-58,453
| -6% | -$4.5M |
|
|
RDUS
1015
DELISTED
Radius Recycling
RDUS
| $63.7M | 0.03% |
2,262,634
+1,470
| +0.1% | +$38.5K |
|
|
LTRPA
1016
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $63.7M | 0.03% |
5,155,930
-71,810
| -1% | -$892K |
|
1017
Heartland Express
HTLD
$948M
| $63.7M | 0.03% |
2,538,181
+45,022
| +2% | +$980K |
|
1018
Healthcare Services Group
HCSG
$1.6B
| $63.4M | 0.03% |
1,174,277
+8,472
| +0.7% | +$436K |
|
1019
BancFirst
BANF
$3.79B
| $63.3M | 0.03% |
1,115,778
+10,850
| +1% | +$557K |
|
1020
PC Connection
CNXN
$2.11B
| $63.3M | 0.03% |
2,243,723
-940
| -0% | -$24.4K |
|
1021
Veeco
VECO
$3.05B
| $63.2M | 0.03% |
2,953,177
+92,897
| +3% | +$2.22M |
|
1022
Sun Life Financial
SLF
$46B
| $63.2M | 0.03% |
1,586,703
+47,039
| +3% | +$1.8M |
|
1023
Conduent
CNDT
$244M
| $63.2M | 0.03% |
4,030,034
+771,222
| +24% | +$12.6M |
|
1024
First Solar
FSLR
$22.7B
| $63.1M | 0.03% |
1,375,313
-39,829
| -3% | -$1.85M |
|
1025
ING
ING
$99.8B
| $63.1M | 0.03% |
3,424,956
-59,951
| -2% | -$1.08M |
|
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.