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 | |
|---|---|---|---|---|---|---|
1226
Douglas Dynamics
PLOW
$1.02B
| $53.8M | 0.02% |
1,364,606
-24,764
| -2% | -$845K |
|
1227
Commerce Bancshares
CBSH
$8.53B
| $53.7M | 0.02% |
1,443,329
+9,723
| +0.7% | +$353K |
|
|
SJI
1228
DELISTED
South Jersey Industries, Inc.
SJI
| $53.7M | 0.02% |
1,555,260
+28,053
| +2% | +$973K |
|
1229
Enel Chile
ENIC
$6.14B
| $53.7M | 0.02% |
8,944,899
-166,331
| -2% | -$948K |
|
1230
Interface
TILE
$1.99B
| $53.6M | 0.02% |
2,448,700
+740
| +0% | +$14.4K |
|
1231
Service Corp International
SCI
$11.7B
| $53.6M | 0.02% |
1,553,582
-94,281
| -6% | -$3.27M |
|
|
IPG
1232
DELISTED
Interpublic Group of Companies
IPG
| $53.6M | 0.02% |
2,577,544
+216,171
| +9% | +$4.7M |
|
1233
Credit Acceptance
CACC
$5.95B
| $53.6M | 0.02% |
191,207
+11,956
| +7% | +$3.14M |
|
1234
AptarGroup
ATR
$8.55B
| $53.5M | 0.02% |
619,630
+12,035
| +2% | +$1.02M |
|
1235
Metallus
MTUS
$838M
| $53.4M | 0.02% |
3,235,507
-209,172
| -6% | -$3.21M |
|
1236
OneMain Financial
OMF
$7.2B
| $53.2M | 0.02% |
1,888,253
+344,126
| +22% | +$9.22M |
|
|
KG
1237
Kestrel Group
KG
$69.4M
| $53.2M | 0.02% |
334,339
-20,897
| -6% | -$3.7M |
|
1238
Monster Beverage
MNST
$94.3B
| $53.1M | 0.02% |
1,921,294
+1,828
| +0.1% | +$49.3K |
|
|
NUVA
1239
DELISTED
NuVasive, Inc.
NUVA
| $53M | 0.02% |
955,469
-25,675
| -3% | -$1.7M |
|
1240
White Mountains Insurance
WTM
$5.2B
| $53M | 0.02% |
61,819
+596
| +1% | +$512K |
|
1241
Bread Financial
BFH
$4.37B
| $52.9M | 0.02% |
299,228
-3,047
| -1% | -$565K |
|
|
EV
1242
DELISTED
Eaton Vance Corp.
EV
| $52.9M | 0.02% |
1,070,988
+77,906
| +8% | +$3.72M |
|
|
ARII
1243
DELISTED
American Railcar Industries, Inc.
ARII
| $52.8M | 0.02% |
1,369,085
-13,624
| -1% | -$498K |
|
1244
Brown & Brown
BRO
$23.6B
| $52.8M | 0.02% |
2,193,012
-59,994
| -3% | -$1.35M |
|
1245
Hilton Worldwide
HLT
$72.1B
| $52.8M | 0.02% |
760,560
-7,378
| -1% | -$470K |
|
1246
Sabra Healthcare REIT
SBRA
$5.34B
| $52.8M | 0.02% |
2,405,450
+1,450,287
| +152% | +$32.8M |
|
1247
AngioDynamics
ANGO
$611M
| $52.7M | 0.02% |
3,085,805
-29,548
| -0.9% | -$496K |
|
|
CSGS
1248
DELISTED
CSG Systems International
CSGS
| $52.7M | 0.02% |
1,314,772
-7,761
| -0.6% | -$306K |
|
1249
Perrigo
PRGO
$1.4B
| $52.7M | 0.02% |
622,690
+180,348
| +41% | +$14M |
|
1250
Argan
AGX
$8B
| $52.5M | 0.02% |
780,685
-7,095
| -0.9% | -$445K |
|
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.