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 | |
|---|---|---|---|---|---|---|
|
HTLF
1251
DELISTED
Heartland Financial USA, Inc.
HTLF
| $52.5M | 0.02% |
1,062,166
+55,543
| +6% | +$2.54M |
|
|
SNI
1252
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $52.5M | 0.02% |
610,831
+543
| +0.1% | +$44.7K |
|
|
GTT
1253
DELISTED
GTT Communications, Inc.
GTT
| $52.4M | 0.02% |
1,656,706
+24,385
| +1% | +$745K |
|
1254
Henry Schein
HSIC
$9.77B
| $52.4M | 0.02% |
815,062
+8,053
| +1% | +$549K |
|
1255
Sensata Technologies
ST
$6.74B
| $52.4M | 0.02% |
1,090,286
+36,430
| +3% | +$1.65M |
|
1256
Hexcel
HXL
$7.79B
| $52.4M | 0.02% |
912,430
+1,747
| +0.2% | +$94.1K |
|
1257
First Industrial Realty Trust
FR
$8.73B
| $52.4M | 0.02% |
1,740,731
+71,899
| +4% | +$2.17M |
|
|
RAVN
1258
DELISTED
Raven Industries Inc
RAVN
| $52.2M | 0.02% |
1,612,614
-3,674
| -0.2% | -$119K |
|
1259
Woodward
WWD
$21.3B
| $52.2M | 0.02% |
672,811
-14,245
| -2% | -$1M |
|
|
PPBI
1260
DELISTED
Pacific Premier Bancorp
PPBI
| $52.1M | 0.02% |
1,380,565
+145,315
| +12% | +$5.23M |
|
1261
Ulta Beauty
ULTA
$22B
| $52.1M | 0.02% |
230,487
+694
| +0.3% | +$167K |
|
1262
Bloomin' Brands
BLMN
$741M
| $52.1M | 0.02% |
2,960,065
+23,110
| +0.8% | +$422K |
|
|
MODV
1263
DELISTED
ModivCare
MODV
| $52.1M | 0.02% |
962,573
+26,060
| +3% | +$1.34M |
|
1264
Anika Therapeutics
ANIK
$258M
| $51.9M | 0.02% |
895,600
+17,594
| +2% | +$920K |
|
1265
REX American Resources
REX
$1.42B
| $51.8M | 0.02% |
3,311,406
-4,122
| -0.1% | -$64.7K |
|
1266
Illumina
ILMN
$31B
| $51.7M | 0.02% |
266,692
-7,596
| -3% | -$1.41M |
|
1267
Estee Lauder
EL
$30.4B
| $51.6M | 0.02% |
478,625
+2,525
| +0.5% | +$259K |
|
1268
First Financial Bankshares
FFIN
$5.04B
| $51.5M | 0.02% |
2,277,680
+120,022
| +6% | +$2.51M |
|
1269
Zebra Technologies
ZBRA
$14B
| $51.4M | 0.02% |
473,296
+14,033
| +3% | +$1.44M |
|
1270
Telkom Indonesia
TLK
$14.5B
| $51.4M | 0.02% |
1,497,112
+10,081
| +0.7% | +$354K |
|
|
BWLD
1271
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $51.4M | 0.02% |
485,970
+27,330
| +6% | +$3.04M |
|
|
CIR
1272
DELISTED
CIRCOR International, Inc
CIR
| $51.3M | 0.02% |
942,699
+16,595
| +2% | +$865K |
|
|
INWK
1273
DELISTED
InnerWorkings, Inc.
INWK
| $51.3M | 0.02% |
4,558,341
-28,502
| -0.6% | -$316K |
|
1274
Asbury Automotive
ABG
$4.31B
| $51.2M | 0.02% |
838,733
+18,156
| +2% | +$1M |
|
1275
Unilever
UL
$137B
| $51.1M | 0.02% |
784,036
+17,312
| +2% | +$1.11M |
|
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.