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 | |
|---|---|---|---|---|---|---|
|
WP
1401
DELISTED
Worldpay, Inc.
WP
| $45.3M | 0.02% |
642,904
-505
| -0.1% | -$34.4K |
|
1402
Artivion
AORT
$1.3B
| $45.3M | 0.02% |
1,994,820
+34,599
| +2% | +$697K |
|
|
ABCO
1403
DELISTED
Advisory Board Co
ABCO
| $45.2M | 0.02% |
843,727
+37,429
| +5% | +$2.02M |
|
1404
Piper Sandler
PIPR
$5.12B
| $45.2M | 0.02% |
3,044,680
-47,216
| -2% | -$697K |
|
1405
Vertex Pharmaceuticals
VRTX
$121B
| $45.1M | 0.02% |
296,881
+14,066
| +5% | +$2.12M |
|
1406
Genworth Financial
GNW
$3.76B
| $45.1M | 0.02% |
11,720,614
-873,404
| -7% | -$3.12M |
|
1407
Cadence Design Systems
CDNS
$93.6B
| $45.1M | 0.02% |
1,142,915
+98,971
| +9% | +$3.65M |
|
|
BKS
1408
DELISTED
Barnes & Noble
BKS
| $45.1M | 0.02% |
5,928,534
-303,909
| -5% | -$2.27M |
|
1409
John B. Sanfilippo & Son
JBSS
$967M
| $45M | 0.02% |
668,910
-59,226
| -8% | -$3.8M |
|
1410
Fastenal
FAST
$54.7B
| $45M | 0.02% |
3,946,196
+8,996
| +0.2% | +$96.9K |
|
|
PPL
1411
PPL Corp
PPL
$26.5B
| $45M | 0.02% |
1,184,477
-11,342
| -0.9% | -$439K |
|
1412
Copart
CPRT
$27B
| $44.9M | 0.02% |
5,228,804
-288,232
| -5% | -$2.31M |
|
1413
Flowers Foods
FLO
$1.49B
| $44.9M | 0.02% |
2,387,499
+333,384
| +16% | +$5.92M |
|
|
HMHC
1414
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $44.9M | 0.02% |
3,725,342
+372,056
| +11% | +$4.19M |
|
|
ECOL
1415
DELISTED
US Ecology, Inc.
ECOL
| $44.9M | 0.02% |
833,652
+1,313
| +0.2% | +$66.8K |
|
1416
Idacorp
IDA
$8.27B
| $44.8M | 0.02% |
509,844
-78,487
| -13% | -$6.87M |
|
1417
Euronet Worldwide
EEFT
$2.72B
| $44.8M | 0.02% |
472,823
+7,343
| +2% | +$696K |
|
1418
Cboe Global Markets
CBOE
$32.5B
| $44.8M | 0.02% |
416,362
+8,417
| +2% | +$829K |
|
1419
WEC Energy
WEC
$35.7B
| $44.8M | 0.02% |
713,570
-3,790
| -0.5% | -$242K |
|
1420
SS&C Technologies
SSNC
$18.1B
| $44.8M | 0.02% |
1,114,770
+16,994
| +2% | +$656K |
|
|
GG
1421
DELISTED
Goldcorp Inc
GG
| $44.8M | 0.02% |
3,453,321
-258,571
| -7% | -$3.4M |
|
|
DO
1422
DELISTED
Diamond Offshore Drilling
DO
| $44.7M | 0.02% |
3,085,591
-494,796
| -14% | -$5.96M |
|
1423
Tompkins Financial
TMP
$1.43B
| $44.7M | 0.02% |
519,231
+6,017
| +1% | +$468K |
|
1424
Broadridge
BR
$17.8B
| $44.7M | 0.02% |
553,304
+3,986
| +0.7% | +$307K |
|
|
MSGN
1425
DELISTED
MSG Networks Inc.
MSGN
| $44.7M | 0.02% |
2,107,529
+27,456
| +1% | +$583K |
|
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.