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 | |
|---|---|---|---|---|---|---|
|
ORIT
1276
DELISTED
Oritani Financial Corp. New
ORIT
| $51.1M | 0.02% |
3,041,005
+138,133
| +5% | +$2.27M |
|
|
LVNTA
1277
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $51.1M | 0.02% |
887,182
+37,846
| +4% | +$2.19M |
|
1278
Casey's General Stores
CASY
$32.2B
| $51M | 0.02% |
466,329
+19,995
| +4% | +$2.13M |
|
|
CERN
1279
DELISTED
Cerner Corp
CERN
| $51M | 0.02% |
714,803
+17,603
| +3% | +$1.17M |
|
1280
Sunstone Hotel Investors
SHO
$2.19B
| $50.9M | 0.02% |
3,170,397
+33,310
| +1% | +$529K |
|
1281
Heritage Financial
HFWA
$1.22B
| $50.9M | 0.02% |
1,725,844
+106,130
| +7% | +$2.85M |
|
|
SRCL
1282
DELISTED
Stericycle Inc
SRCL
| $50.8M | 0.02% |
709,332
+168,023
| +31% | +$12.4M |
|
1283
CNA Financial
CNA
$14.2B
| $50.7M | 0.02% |
1,009,410
-25,774
| -2% | -$1.29M |
|
1284
Supernus Pharmaceuticals
SUPN
$2.59B
| $50.7M | 0.02% |
1,267,424
-658
| -0.1% | -$28.5K |
|
1285
Idexx Laboratories
IDXX
$44.1B
| $50.6M | 0.02% |
325,741
-2,619
| -0.8% | -$414K |
|
|
ALXN
1286
DELISTED
Alexion Pharmaceuticals
ALXN
| $50.6M | 0.02% |
360,706
-3,562
| -1% | -$484K |
|
1287
Silgan Holdings
SLGN
$4.23B
| $50.5M | 0.02% |
1,716,471
+81,201
| +5% | +$2.47M |
|
1288
The Ensign Group
ENSG
$10.4B
| $50.5M | 0.02% |
2,388,503
+50,475
| +2% | +$992K |
|
|
CNSL
1289
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $50.4M | 0.02% |
2,643,331
+721,763
| +38% | +$13.6M |
|
1290
Brunswick
BC
$5.13B
| $50.4M | 0.02% |
901,104
+66,840
| +8% | +$3.75M |
|
1291
Photronics
PLAB
$1.79B
| $50.4M | 0.02% |
5,695,104
-85,501
| -1% | -$759K |
|
|
TRCO
1292
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $50.4M | 0.02% |
1,233,212
-56,667
| -4% | -$2.3M |
|
1293
Jefferies Financial Group
JEF
$12.6B
| $50.4M | 0.02% |
2,229,338
+35,384
| +2% | +$793K |
|
1294
VF Corp
VFC
$5.63B
| $50.3M | 0.02% |
839,738
+36,904
| +5% | +$2.13M |
|
1295
Otter Tail
OTTR
$3.71B
| $50.2M | 0.02% |
1,158,720
+33,584
| +3% | +$1.39M |
|
1296
Axcelis
ACLS
$4.01B
| $50.2M | 0.02% |
1,835,551
+25,567
| +1% | +$566K |
|
1297
Xcel Energy
XEL
$48.8B
| $50.2M | 0.02% |
1,060,541
+947
| +0.1% | +$45.4K |
|
1298
Moody's
MCO
$82.8B
| $50.2M | 0.02% |
360,331
-4
| -0% | -$526 |
|
1299
AZZ Inc
AZZ
$4.35B
| $50.1M | 0.02% |
1,029,118
+21,810
| +2% | +$1.08M |
|
|
EMCI
1300
DELISTED
EMC INS Group Inc
EMCI
| $50.1M | 0.02% |
1,779,798
-6,029
| -0.3% | -$167K |
|
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.