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 | |
|---|---|---|---|---|---|---|
1701
Future Fuel
FF
$216M
| $33.2M | 0.01% |
2,108,886
+55,942
| +3% | +$808K |
|
1702
OFG Bancorp
OFG
$2.23B
| $33.2M | 0.01% |
3,624,403
-89,124
| -2% | -$849K |
|
|
JWN
1703
DELISTED
Nordstrom
JWN
| $33.1M | 0.01% |
701,770
+15,953
| +2% | +$741K |
|
1704
LXP Industrial Trust
LXP
$3.57B
| $33M | 0.01% |
645,946
+9,795
| +2% | +$490K |
|
|
CSRA
1705
DELISTED
CSRA Inc.
CSRA
| $33M | 0.01% |
1,022,418
+19,404
| +2% | +$626K |
|
1706
Waterstone Financial
WSBF
$379M
| $33M | 0.01% |
1,691,782
+75,395
| +5% | +$1.39M |
|
|
CTRA
1707
DELISTED
Coterra Energy
CTRA
| $33M | 0.01% |
1,232,988
-43,155
| -3% | -$1.1M |
|
1708
Pool Corp
POOL
$7.03B
| $33M | 0.01% |
304,920
-2,451
| -0.8% | -$265K |
|
1709
Alpha and Omega Semiconductor
AOSL
$951M
| $33M | 0.01% |
1,999,661
+2,855
| +0.1% | +$46.8K |
|
1710
Manhattan Associates
MANH
$11.4B
| $32.9M | 0.01% |
792,513
+49,494
| +7% | +$2.17M |
|
1711
MaxLinear
MXL
$5.82B
| $32.9M | 0.01% |
1,383,686
+114,044
| +9% | +$2.74M |
|
1712
BJ's Restaurants
BJRI
$1.41B
| $32.7M | 0.01% |
1,075,435
+131,078
| +14% | +$4.25M |
|
1713
Ameren
AEE
$30.1B
| $32.7M | 0.01% |
566,018
+1,645
| +0.3% | +$95.1K |
|
|
DEL
1714
DELISTED
Deltic Timber
DEL
| $32.7M | 0.01% |
369,675
+8,743
| +2% | +$662K |
|
|
WSTC
1715
DELISTED
West Corporation
WSTC
| $32.7M | 0.01% |
1,392,030
-3,789
| -0.3% | -$88.5K |
|
|
SHYF
1716
DELISTED
The Shyft Group
SHYF
| $32.7M | 0.01% |
2,954,902
+27,604
| +0.9% | +$257K |
|
1717
Park National Corp
PRK
$3.87B
| $32.6M | 0.01% |
302,117
+13,117
| +5% | +$1.31M |
|
|
SHOE
1718
Shoe Station Group
SHOE
$432M
| $32.6M | 0.01% |
2,914,252
-28,648
| -1% | -$266K |
|
|
KMG
1719
DELISTED
KMG Chemicals Inc
KMG
| $32.6M | 0.01% |
593,780
-14,588
| -2% | -$726K |
|
|
XHR
1720
Xenia Hotels & Resorts
XHR
$1.91B
| $32.5M | 0.01% |
1,542,547
+57,414
| +4% | +$1.15M |
|
1721
Brighthouse Financial
BHF
$3.56B
| $32.5M | 0.01% |
+533,906
| New | +$30.5M |
|
|
STAY
1722
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $32.4M | 0.01% |
1,619,437
+888,945
| +122% | +$17.3M |
|
1723
Seacoast Banking Corp of Florida
SBCF
$3.38B
| $32.4M | 0.01% |
1,355,098
+33,161
| +3% | +$768K |
|
1724
STAG Industrial
STAG
$7.34B
| $32.3M | 0.01% |
1,177,483
+17,605
| +2% | +$487K |
|
1725
West Pharmaceutical
WST
$24.2B
| $32.3M | 0.01% |
336,027
-5,770
| -2% | -$522K |
|
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.