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 | |
|---|---|---|---|---|---|---|
1151
Fox Factory Holding Corp
FOXF
$755M
| $56.3M | 0.02% |
1,306,088
+10,299
| +0.8% | +$400K |
|
1152
Globe Life
GL
$14.2B
| $56.3M | 0.02% |
702,482
-8,329
| -1% | -$649K |
|
1153
NorthWestern Energy
NWE
$4.23B
| $56.3M | 0.02% |
987,924
+7,630
| +0.8% | +$455K |
|
1154
Polaris
PII
$3.82B
| $56.2M | 0.02% |
536,852
+889
| +0.2% | +$84.2K |
|
|
NFBK
1155
DELISTED
Northfield Bancorp
NFBK
| $56.2M | 0.02% |
3,237,391
+42,437
| +1% | +$698K |
|
1156
Yum! Brands
YUM
$41.8B
| $56.1M | 0.02% |
762,703
+572
| +0.1% | +$43K |
|
1157
Affiliated Managers Group
AMG
$9.69B
| $56M | 0.02% |
295,150
-83
| -0% | -$14.8K |
|
|
WRI
1158
DELISTED
Weingarten Realty Investors
WRI
| $56M | 0.02% |
1,764,457
+45,815
| +3% | +$1.46M |
|
1159
Federal Agricultural Mortgage
AGM
$2.47B
| $56M | 0.02% |
769,853
-19,403
| -2% | -$1.31M |
|
1160
M/I Homes
MHO
$3.74B
| $55.9M | 0.02% |
2,092,992
-361
| -0% | -$9.36K |
|
|
TFCF
1161
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $55.9M | 0.02% |
2,169,126
+126,164
| +6% | +$3.42M |
|
1162
Gen Digital
GEN
$16.4B
| $55.9M | 0.02% |
1,704,761
-946,053
| -36% | -$28.8M |
|
|
COR
1163
DELISTED
Coresite Realty Corporation
COR
| $55.9M | 0.02% |
499,857
+22,342
| +5% | +$2.45M |
|
1164
FerroAtlántica
GSM
$594M
| $55.9M | 0.02% |
4,249,451
+109,552
| +3% | +$1.42M |
|
|
SCS
1165
DELISTED
Steelcase
SCS
| $55.9M | 0.02% |
3,630,186
+278,125
| +8% | +$3.81M |
|
1166
Hormel Foods
HRL
$13.8B
| $55.7M | 0.02% |
1,734,687
-901
| -0.1% | -$29.5K |
|
|
WLH
1167
DELISTED
WILLIAM LYON HOMES
WLH
| $55.7M | 0.02% |
2,424,677
-27,498
| -1% | -$640K |
|
1168
Comfort Systems
FIX
$60.9B
| $55.7M | 0.02% |
1,560,750
-2,911
| -0.2% | -$101K |
|
1169
Cheesecake Factory
CAKE
$5.04B
| $55.7M | 0.02% |
1,322,377
+106,475
| +9% | +$4.74M |
|
1170
Viasat
VSAT
$10.6B
| $55.7M | 0.02% |
865,890
-3,968
| -0.5% | -$251K |
|
1171
Semtech
SMTC
$11B
| $55.7M | 0.02% |
1,482,249
-67,676
| -4% | -$2.52M |
|
1172
Apple Hospitality REIT
APLE
$3.9B
| $55.6M | 0.02% |
2,941,920
+59,310
| +2% | +$1.09M |
|
1173
Gentherm
THRM
$1.25B
| $55.6M | 0.02% |
1,496,159
+25,861
| +2% | +$885K |
|
|
CY
1174
DELISTED
Cypress Semiconductor
CY
| $55.6M | 0.02% |
3,699,308
-9,970
| -0.3% | -$139K |
|
|
SNBR
1175
DELISTED
Sleep Number
SNBR
| $55.5M | 0.02% |
1,787,869
-6,932
| -0.4% | -$217K |
|
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.