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 | |
|---|---|---|---|---|---|---|
|
POLY
1576
DELISTED
Plantronics, Inc.
POLY
| $38M | 0.02% |
858,695
+18,134
| +2% | +$833K |
|
1577
Cenovus Energy
CVE
$55.7B
| $38M | 0.02% |
3,789,246
-53,635
| -1% | -$439K |
|
|
NFX
1578
DELISTED
Newfield Exploration
NFX
| $37.9M | 0.02% |
1,278,674
+671,123
| +110% | +$18M |
|
1579
Universal Electronics
UEIC
$57.8M
| $37.9M | 0.02% |
597,067
+5,030
| +0.8% | +$313K |
|
1580
Waters Corp
WAT
$37B
| $37.8M | 0.02% |
210,835
+1,754
| +0.8% | +$318K |
|
|
EDR
1581
DELISTED
Education Realty Trust Inc
EDR
| $37.8M | 0.02% |
1,052,831
+17,835
| +2% | +$683K |
|
|
GLOG
1582
DELISTED
GASLOG LTD
GLOG
| $37.8M | 0.02% |
2,165,116
-30,198
| -1% | -$507K |
|
|
PGTI
1583
DELISTED
PGT, Inc.
PGTI
| $37.8M | 0.02% |
2,526,455
+74,185
| +3% | +$988K |
|
1584
Sprouts Farmers Market
SFM
$8.13B
| $37.7M | 0.02% |
2,009,401
+665,598
| +50% | +$14.7M |
|
|
FINL
1585
DELISTED
Finish Line
FINL
| $37.7M | 0.02% |
3,129,872
-286,483
| -8% | -$3.42M |
|
1586
TriNet
TNET
$3.02B
| $37.6M | 0.02% |
1,119,615
+92,991
| +9% | +$3.26M |
|
1587
Advanced Micro Devices
AMD
$776B
| $37.6M | 0.02% |
2,952,120
-414,449
| -12% | -$5.41M |
|
|
EBIX
1588
DELISTED
Ebix Inc
EBIX
| $37.6M | 0.02% |
575,704
-3,232
| -0.6% | -$186K |
|
1589
Boston Beer
SAM
$1.91B
| $37.5M | 0.02% |
240,364
+13,181
| +6% | +$1.93M |
|
1590
O-I Glass
OI
$1.1B
| $37.5M | 0.02% |
1,489,248
+51,404
| +4% | +$1.25M |
|
|
ECHO
1591
DELISTED
Echo Global Logistics, Inc.
ECHO
| $37.4M | 0.02% |
1,984,863
+177,818
| +10% | +$2.91M |
|
|
COBZ
1592
DELISTED
CoBiz Financial,Inc
COBZ
| $37.3M | 0.02% |
1,901,243
-6,973
| -0.4% | -$121K |
|
1593
Universal Insurance Holdings
UVE
$1.22B
| $37.3M | 0.02% |
1,623,029
-8,557
| -0.5% | -$194K |
|
1594
Trimble
TRMB
$13.2B
| $37.3M | 0.02% |
950,427
-51,839
| -5% | -$1.97M |
|
|
CCF
1595
DELISTED
Chase Corporation
CCF
| $37.3M | 0.02% |
334,828
-2,820
| -0.8% | -$286K |
|
1596
LeMaitre Vascular
LMAT
$2.32B
| $37.3M | 0.02% |
995,747
+27,515
| +3% | +$936K |
|
1597
Myers Industries
MYE
$1.29B
| $37.2M | 0.02% |
1,777,000
-10,791
| -0.6% | -$198K |
|
|
NUAN
1598
DELISTED
Nuance Communications, Inc.
NUAN
| $37.2M | 0.02% |
2,730,024
-358
| -0% | -$5.11K |
|
1599
Expeditors International
EXPD
$22B
| $37.1M | 0.02% |
620,622
+6,779
| +1% | +$388K |
|
1600
QuidelOrtho
QDEL
$1.14B
| $37.1M | 0.02% |
844,974
-1,983
| -0.2% | -$69K |
|
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.