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 | |
|---|---|---|---|---|---|---|
|
SHLM
1301
DELISTED
Schulman (A.) Inc
SHLM
| $50.1M | 0.02% |
1,466,866
-310,791
| -17% | -$9.26M |
|
1302
Oxford Industries
OXM
$566M
| $50M | 0.02% |
787,398
+13,830
| +2% | +$844K |
|
1303
Robert Half
RHI
$3.87B
| $50M | 0.02% |
993,577
+233,865
| +31% | +$10.8M |
|
1304
Community Health Systems
CYH
$393M
| $50M | 0.02% |
6,508,663
+1,551,499
| +31% | +$12.1M |
|
1305
Southside Bancshares
SBSI
$967M
| $50M | 0.02% |
1,374,007
+75,241
| +6% | +$2.55M |
|
|
SONC
1306
DELISTED
Sonic Corp
SONC
| $50M | 0.02% |
1,962,894
+15,963
| +0.8% | +$389K |
|
1307
JB Hunt Transport Services
JBHT
$25.5B
| $49.9M | 0.02% |
449,576
+1,686
| +0.4% | +$163K |
|
1308
Tredegar Corp
TG
$265M
| $49.9M | 0.02% |
2,769,827
-2,363
| -0.1% | -$38.4K |
|
1309
Philips
PHG
$25.7B
| $49.9M | 0.02% |
1,594,100
+120,622
| +8% | +$3.51M |
|
|
TBI
1310
Trueblue
TBI
$215M
| $49.8M | 0.02% |
2,219,800
+127,660
| +6% | +$2.89M |
|
|
LHO
1311
DELISTED
LaSalle Hotel Properties
LHO
| $49.7M | 0.02% |
1,711,804
+61,926
| +4% | +$1.79M |
|
1312
City Holding Co
CHCO
$2.05B
| $49.6M | 0.02% |
689,132
-2,250
| -0.3% | -$146K |
|
1313
Bank OZK
OZK
$5.6B
| $49.5M | 0.02% |
1,030,236
+31,644
| +3% | +$1.41M |
|
1314
Consolidated Edison
ED
$40.1B
| $49.5M | 0.02% |
613,255
+3,253
| +0.5% | +$269K |
|
1315
UGI
UGI
$7.74B
| $49.4M | 0.02% |
1,054,264
-19,506
| -2% | -$952K |
|
|
CAI
1316
DELISTED
CAI International, Inc.
CAI
| $49.4M | 0.02% |
1,627,880
+220,782
| +16% | +$6.1M |
|
1317
Equifax
EFX
$20.3B
| $49.3M | 0.02% |
465,474
+4,457
| +1% | +$589K |
|
1318
Vail Resorts
MTN
$5.32B
| $49.3M | 0.02% |
216,098
-522
| -0.2% | -$113K |
|
1319
Lakeland Financial Corp
LKFN
$1.56B
| $49.3M | 0.02% |
1,011,116
-6,766
| -0.7% | -$306K |
|
1320
Banc of California
BANC
$3.03B
| $49.2M | 0.02% |
2,372,728
-29,735
| -1% | -$586K |
|
1321
Inogen
INGN
$175M
| $49.2M | 0.02% |
517,022
-2,501
| -0.5% | -$241K |
|
1322
Lumentum
LITE
$55.5B
| $49.2M | 0.02% |
904,364
+52,427
| +6% | +$3.05M |
|
1323
Mercer International
MERC
$42.3M
| $49.1M | 0.02% |
4,146,636
+121,862
| +3% | +$1.37M |
|
|
TMX
1324
DELISTED
Terminix Global Holdings, Inc.
TMX
| $49.1M | 0.02% |
1,568,158
+32,666
| +2% | +$964K |
|
|
LBAI
1325
DELISTED
Lakeland Bancorp Inc
LBAI
| $48.9M | 0.02% |
2,397,428
+84,832
| +4% | +$1.6M |
|
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.