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 | |
|---|---|---|---|---|---|---|
|
LSI
1201
DELISTED
Life Storage, Inc.
LSI
| $54.7M | 0.02% |
1,002,329
+26,858
| +3% | +$1.35M |
|
1202
Energizer
ENR
$1.44B
| $54.6M | 0.02% |
1,186,233
+4,434
| +0.4% | +$200K |
|
1203
Allison Transmission
ALSN
$9.5B
| $54.6M | 0.02% |
1,454,902
+51,221
| +4% | +$1.87M |
|
|
PHH
1204
DELISTED
PHH Corporation
PHH
| $54.6M | 0.02% |
3,919,106
+127,845
| +3% | +$1.78M |
|
1205
Dave & Buster's
PLAY
$377M
| $54.6M | 0.02% |
1,040,184
+6,493
| +0.6% | +$386K |
|
1206
Allegiant Air
ALGT
$2.64B
| $54.5M | 0.02% |
413,656
+11,482
| +3% | +$1.48M |
|
|
HR
1207
DELISTED
Healthcare Realty Trust Incorporated
HR
| $54.4M | 0.02% |
1,682,022
+45,645
| +3% | +$1.51M |
|
|
RATE
1208
DELISTED
Bankrate Inc
RATE
| $54.4M | 0.02% |
3,898,760
-32,967
| -0.8% | -$458K |
|
|
DF
1209
DELISTED
Dean Foods Company
DF
| $54.4M | 0.02% |
4,998,465
+78,538
| +2% | +$1.01M |
|
1210
Park Hotels & Resorts
PK
$3.03B
| $54.4M | 0.02% |
1,973,067
+200,095
| +11% | +$5.35M |
|
1211
Corpay
CPAY
$25B
| $54.4M | 0.02% |
351,347
+8,623
| +3% | +$1.27M |
|
1212
PRA Group
PRAA
$663M
| $54.4M | 0.02% |
1,897,547
+152,883
| +9% | +$5.1M |
|
|
FLIR
1213
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $54.3M | 0.02% |
1,395,860
+39,399
| +3% | +$1.49M |
|
1214
Cousins Properties
CUZ
$5.19B
| $54.3M | 0.02% |
1,453,413
+51,540
| +4% | +$1.88M |
|
|
MASI
1215
DELISTED
Masimo
MASI
| $54.3M | 0.02% |
626,931
-75,215
| -11% | -$6.65M |
|
1216
UNIFI
UFI
$119M
| $54.2M | 0.02% |
1,522,187
-6,196
| -0.4% | -$196K |
|
|
VGR
1217
DELISTED
Vector Group Ltd.
VGR
| $54.2M | 0.02% |
4,113,500
+25,974
| +0.6% | +$337K |
|
|
LABL
1218
DELISTED
Multi-Color Corp
LABL
| $54.1M | 0.02% |
660,588
+13,868
| +2% | +$1.11M |
|
1219
Sonic Automotive
SAH
$2.9B
| $54.1M | 0.02% |
2,653,295
-237,360
| -8% | -$4.33M |
|
1220
Franklin Resources
BEN
$17.6B
| $54.1M | 0.02% |
1,214,613
-15,167
| -1% | -$665K |
|
1221
Fortune Brands Innovations
FBIN
$5.88B
| $54.1M | 0.02% |
940,823
+7,170
| +0.8% | +$397K |
|
1222
AMERISAFE
AMSF
$543M
| $54M | 0.02% |
928,238
-13,209
| -1% | -$741K |
|
1223
Johnson Outdoors
JOUT
$491M
| $53.9M | 0.02% |
736,044
+1,626
| +0.2% | +$94.8K |
|
|
FLOW
1224
DELISTED
SPX FLOW, Inc.
FLOW
| $53.9M | 0.02% |
1,398,637
+118,396
| +9% | +$4.18M |
|
|
SFR
1225
DELISTED
Starwood Waypoint Homes
SFR
| $53.8M | 0.02% |
1,479,803
+209,009
| +16% | +$7.47M |
|
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.