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 | |
|---|---|---|---|---|---|---|
|
EXPR
1626
DELISTED
Express, Inc.
EXPR
| $36M | 0.02% |
266,403
-64,418
| -19% | -$8.13M |
|
|
EGOV
1627
DELISTED
NIC Inc
EGOV
| $36M | 0.02% |
2,099,245
+13,274
| +0.6% | +$225K |
|
1628
Carriage Services
CSV
$641M
| $36M | 0.02% |
1,406,074
+6,313
| +0.5% | +$158K |
|
1629
Sally Beauty Holdings
SBH
$1.43B
| $35.9M | 0.02% |
1,833,007
+423,109
| +30% | +$8.32M |
|
1630
Great Southern Bancorp
GSBC
$874M
| $35.9M | 0.02% |
644,928
+20,265
| +3% | +$1.04M |
|
|
SPPI
1631
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $35.8M | 0.02% |
2,544,901
-129,778
| -5% | -$1.17M |
|
1632
Chemours
CC
$2.5B
| $35.8M | 0.02% |
707,349
+7,604
| +1% | +$359K |
|
1633
Rush Enterprises Class B
RUSHB
$6.04B
| $35.8M | 0.02% |
1,844,941
-35,910
| -2% | -$608K |
|
1634
MarineMax
HZO
$759M
| $35.7M | 0.02% |
2,157,881
-48,692
| -2% | -$794K |
|
1635
Masco
MAS
$14.1B
| $35.7M | 0.02% |
914,706
-652
| -0.1% | -$24.6K |
|
|
FPRX
1636
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $35.7M | 0.02% |
871,497
-18,079
| -2% | -$568K |
|
|
AZPN
1637
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $35.6M | 0.02% |
567,499
-81,217
| -13% | -$5.1M |
|
|
WBC
1638
DELISTED
WABCO HOLDINGS INC.
WBC
| $35.6M | 0.02% |
240,808
+145
| +0.1% | +$20.1K |
|
1639
Urban Edge Properties
UE
$2.86B
| $35.5M | 0.02% |
1,471,941
+33,899
| +2% | +$841K |
|
1640
Allegion
ALLE
$13.4B
| $35.4M | 0.02% |
409,920
+3,803
| +0.9% | +$307K |
|
|
CUDA
1641
DELISTED
Barracuda Networks, Inc.
CUDA
| $35.4M | 0.02% |
1,462,802
+69,759
| +5% | +$1.64M |
|
1642
Global Industrial
GIC
$1.37B
| $35.4M | 0.02% |
1,340,363
+14,552
| +1% | +$330K |
|
|
LION
1643
DELISTED
Fidelity Southern Corporation
LION
| $35.4M | 0.02% |
1,497,759
+80,070
| +6% | +$1.77M |
|
1644
Acadia Realty Trust
AKR
$3.09B
| $35.4M | 0.02% |
1,235,503
+39,392
| +3% | +$1.14M |
|
1645
JD.com
JD
$44.6B
| $35.3M | 0.02% |
922,502
-13,764
| -1% | -$589K |
|
1646
Protolabs
PRLB
$1.79B
| $35.2M | 0.02% |
438,869
+48,172
| +12% | +$3.48M |
|
1647
MSC Industrial Direct
MSM
$6.89B
| $35.2M | 0.02% |
466,207
-918
| -0.2% | -$66.6K |
|
|
ZAGG
1648
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $35.1M | 0.02% |
2,231,082
-81,542
| -4% | -$895K |
|
|
MTSC
1649
DELISTED
MTS Systems Corp
MTSC
| $35.1M | 0.02% |
657,375
+29,421
| +5% | +$1.48M |
|
|
TACO
1650
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $35.1M | 0.02% |
2,288,964
+345,199
| +18% | +$4.69M |
|
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.