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 | |
|---|---|---|---|---|---|---|
|
ARCH
1651
DELISTED
Arch Resources, Inc.
ARCH
| $35M | 0.02% |
+488,296
| New | +$36.5M |
|
|
FNGN
1652
DELISTED
Financial Engines, Inc.
FNGN
| $35M | 0.02% |
1,006,003
+242,066
| +32% | +$8.42M |
|
|
NGHC
1653
DELISTED
National General Holdings Corp
NGHC
| $34.9M | 0.02% |
1,825,586
+202,712
| +12% | +$3.87M |
|
1654
Tesla
TSLA
$1.27T
| $34.9M | 0.02% |
1,533,750
+29,070
| +2% | +$671K |
|
1655
NMI Holdings
NMIH
$3.35B
| $34.9M | 0.02% |
2,812,446
+367,394
| +15% | +$4.26M |
|
|
RUTH
1656
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $34.8M | 0.02% |
1,662,250
+33,385
| +2% | +$675K |
|
|
ITG
1657
DELISTED
Investment Technology Group Inc
ITG
| $34.8M | 0.02% |
1,570,961
+1,186
| +0.1% | +$24.8K |
|
1658
Park-Ohio Holdings
PKOH
$581M
| $34.8M | 0.02% |
762,438
+45,070
| +6% | +$1.81M |
|
1659
National Healthcare
NHC
$3.48B
| $34.7M | 0.02% |
554,532
+24,685
| +5% | +$1.59M |
|
1660
Tanger
SKT
$4.68B
| $34.7M | 0.02% |
1,419,021
+42,345
| +3% | +$1.07M |
|
1661
AutoZone
AZO
$48.8B
| $34.6M | 0.02% |
58,155
+1,473
| +3% | +$785K |
|
1662
Tractor Supply
TSCO
$16.8B
| $34.6M | 0.02% |
2,733,755
+167,440
| +7% | +$1.9M |
|
|
ESIO
1663
DELISTED
Electro Scientific Industries
ESIO
| $34.6M | 0.02% |
2,484,586
-87,793
| -3% | -$951K |
|
1664
Motorcar Parts of America
MPAA
$257M
| $34.5M | 0.02% |
1,171,965
+94,985
| +9% | +$2.57M |
|
1665
American Water Works
AWK
$26.1B
| $34.4M | 0.02% |
425,434
+1,900
| +0.4% | +$154K |
|
1666
Hershey
HSY
$35.7B
| $34.4M | 0.02% |
315,134
+906
| +0.3% | +$96.5K |
|
1667
Resources Connection
RGP
$153M
| $34.4M | 0.02% |
2,473,116
-19,010
| -0.8% | -$248K |
|
|
STBZ
1668
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $34.3M | 0.02% |
1,198,614
+94,752
| +9% | +$2.56M |
|
1669
Insteel Industries
IIIN
$602M
| $34.3M | 0.02% |
1,314,319
+17,055
| +1% | +$461K |
|
1670
Bright Horizons
BFAM
$4.01B
| $34.2M | 0.01% |
396,806
+3,507
| +0.9% | +$280K |
|
|
SUP
1671
DELISTED
Superior Industries International
SUP
| $34.2M | 0.01% |
2,053,679
-43,103
| -2% | -$735K |
|
1672
ATI
ATI
$26.4B
| $34.1M | 0.01% |
1,427,608
-31,534
| -2% | -$624K |
|
1673
Motorola Solutions
MSI
$72.6B
| $34.1M | 0.01% |
401,901
+1,056
| +0.3% | +$92.5K |
|
|
HBI
1674
DELISTED
Hanesbrands
HBI
| $34.1M | 0.01% |
1,383,535
+6,108
| +0.4% | +$147K |
|
1675
Sturm, Ruger & Co
RGR
$616M
| $34.1M | 0.01% |
659,136
-2,304
| -0.3% | -$122K |
|
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.