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 | |
|---|---|---|---|---|---|---|
1501
Stratasys
SSYS
$679M
| $41.5M | 0.02% |
1,795,494
+566,704
| +46% | +$13.1M |
|
|
EGL
1502
DELISTED
Engility Holdings, Inc.
EGL
| $41.5M | 0.02% |
1,195,761
+2,853
| +0.2% | +$86.8K |
|
|
PSB
1503
DELISTED
PS Business Parks, Inc.
PSB
| $41.4M | 0.02% |
310,123
+9,725
| +3% | +$1.29M |
|
1504
Titan International
TWI
$466M
| $41.4M | 0.02% |
4,075,326
+152,773
| +4% | +$1.59M |
|
|
PFC
1505
DELISTED
Premier Financial Corp. Common Stock
PFC
| $41.4M | 0.02% |
1,575,674
+14,606
| +0.9% | +$368K |
|
1506
Maximus
MMS
$3.17B
| $41.3M | 0.02% |
640,621
+29,145
| +5% | +$1.79M |
|
1507
Brown-Forman Class B
BF.B
$13.2B
| $41.2M | 0.02% |
1,186,700
+35,314
| +3% | +$1.15M |
|
1508
Iridium Communications
IRDM
$5.02B
| $41.2M | 0.02% |
4,000,376
-41,603
| -1% | -$431K |
|
|
INFN
1509
DELISTED
Infinera Corporation Common Stock
INFN
| $41.2M | 0.02% |
4,642,887
+675,584
| +17% | +$6.5M |
|
|
RGC
1510
DELISTED
Regal Entertainment Group
RGC
| $41.2M | 0.02% |
2,573,090
+89,104
| +4% | +$1.54M |
|
|
ACTA
1511
DELISTED
Actua Corp
ACTA
| $41.1M | 0.02% |
2,688,429
+18,687
| +0.7% | +$246K |
|
1512
Hubbell
HUBB
$25B
| $41.1M | 0.02% |
354,230
+4,499
| +1% | +$516K |
|
|
DOC
1513
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $41M | 0.02% |
2,311,440
+190,140
| +9% | +$3.51M |
|
1514
Howard Hughes
HHH
$3.81B
| $41M | 0.02% |
364,517
+19,415
| +6% | +$2.22M |
|
1515
Tennant Co
TNC
$1.43B
| $40.9M | 0.02% |
618,549
+1,180
| +0.2% | +$79K |
|
1516
Ezcorp Inc
EZPW
$1.83B
| $40.9M | 0.02% |
4,309,470
+272,095
| +7% | +$2.38M |
|
1517
Univest Financial
UVSP
$1.22B
| $40.9M | 0.02% |
1,278,172
+48,684
| +4% | +$1.45M |
|
1518
C.H. Robinson
CHRW
$17.4B
| $40.9M | 0.02% |
537,264
+4,707
| +0.9% | +$326K |
|
|
MFGP
1519
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
| $40.8M | 0.02% |
+1,057,730
| New | +$40.8M |
|
1520
Carter's
CRI
$1.42B
| $40.8M | 0.02% |
413,281
+5,359
| +1% | +$477K |
|
|
VSM
1521
DELISTED
Versum Materials, Inc.
VSM
| $40.8M | 0.02% |
1,050,907
+118,374
| +13% | +$4.23M |
|
|
WAIR
1522
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $40.7M | 0.02% |
4,328,895
+267,486
| +7% | +$2.52M |
|
|
IVC
1523
DELISTED
Invacare Corporation
IVC
| $40.7M | 0.02% |
2,583,255
+4,928
| +0.2% | +$70.3K |
|
1524
Hain Celestial
HAIN
$45M
| $40.6M | 0.02% |
987,415
-1,918
| -0.2% | -$79.3K |
|
|
ANSS
1525
DELISTED
Ansys
ANSS
| $40.6M | 0.02% |
330,692
-389
| -0.1% | -$48.8K |
|
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.