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 | |
|---|---|---|---|---|---|---|
|
RHT
1351
DELISTED
Red Hat Inc
RHT
| $47.3M | 0.02% |
426,663
+3,107
| +0.7% | +$318K |
|
1352
COPT Defense Properties
CDP
$4.3B
| $47.3M | 0.02% |
1,439,711
+43,083
| +3% | +$1.44M |
|
1353
Wabtec
WAB
$49.1B
| $47.3M | 0.02% |
623,787
+194,785
| +45% | +$15M |
|
|
CVGW
1354
DELISTED
Calavo Growers
CVGW
| $47.2M | 0.02% |
645,154
+12,002
| +2% | +$850K |
|
1355
Voya Financial
VOYA
$9.01B
| $47.2M | 0.02% |
1,183,708
+72,581
| +7% | +$2.78M |
|
1356
Eagle Materials
EXP
$6.29B
| $47.2M | 0.02% |
442,459
-378
| -0.1% | -$36.1K |
|
|
WEB
1357
DELISTED
Web.com Group, Inc.
WEB
| $47.2M | 0.02% |
1,887,755
+7,309
| +0.4% | +$175K |
|
1358
W.W. Grainger
GWW
$65.3B
| $47.2M | 0.02% |
262,424
+9,979
| +4% | +$1.68M |
|
|
BEAT
1359
DELISTED
BioTelemetry, Inc.
BEAT
| $47M | 0.02% |
1,424,408
+3,120
| +0.2% | +$108K |
|
|
GTS
1360
DELISTED
Triple-S Management Corporation
GTS
| $47M | 0.02% |
2,086,036
-33,376
| -2% | -$650K |
|
1361
Helios Technologies
HLIO
$2.57B
| $47M | 0.02% |
869,720
+2,989
| +0.3% | +$139K |
|
|
HRG
1362
DELISTED
HRG Group, Inc.
HRG
| $47M | 0.02% |
3,008,528
+217,490
| +8% | +$3.51M |
|
1363
Wynn Resorts
WYNN
$10.3B
| $46.9M | 0.02% |
315,078
+1,584
| +0.5% | +$216K |
|
1364
Huron Consulting
HURN
$2.41B
| $46.9M | 0.02% |
1,366,383
-59,203
| -4% | -$2.09M |
|
|
FL
1365
DELISTED
Foot Locker
FL
| $46.8M | 0.02% |
1,329,354
+357,669
| +37% | +$15M |
|
1366
Central Pacific Financial
CPF
$1.02B
| $46.7M | 0.02% |
1,452,630
-525
| -0% | -$15.9K |
|
1367
Verisk Analytics
VRSK
$25.4B
| $46.7M | 0.02% |
561,666
+2,037
| +0.4% | +$169K |
|
1368
Perdoceo Education
PRDO
$1.99B
| $46.7M | 0.02% |
4,494,614
-133,835
| -3% | -$1.24M |
|
1369
Adeia
ADEA
$2.94B
| $46.7M | 0.02% |
6,975,593
+138,125
| +2% | +$1.02M |
|
1370
Trip.com Group
TCOM
$29.6B
| $46.6M | 0.02% |
883,432
+37,955
| +4% | +$2.06M |
|
1371
MGP Ingredients
MGPI
$379M
| $46.6M | 0.02% |
767,792
-8,691
| -1% | -$498K |
|
|
PDM
1372
Piedmont Realty Trust
PDM
$1.21B
| $46.5M | 0.02% |
2,306,576
+41,312
| +2% | +$843K |
|
1373
Akamai
AKAM
$16.7B
| $46.5M | 0.02% |
954,560
+57,089
| +6% | +$2.73M |
|
1374
Hooker Furnishings Corp
HOFT
$150M
| $46.5M | 0.02% |
973,225
+4,091
| +0.4% | +$175K |
|
|
TVPT
1375
DELISTED
Travelport Worldwide Limited
TVPT
| $46.4M | 0.02% |
2,957,615
+171,968
| +6% | +$2.52M |
|
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.