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 | |
|---|---|---|---|---|---|---|
1726
MGIC Investment
MTG
$6.16B
| $32.3M | 0.01% |
2,580,168
-268,784
| -9% | -$3.13M |
|
|
CBB
1727
DELISTED
Cincinnati Bell Inc.
CBB
| $32.3M | 0.01% |
1,628,621
+31,489
| +2% | +$620K |
|
|
SCLN
1728
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $32.3M | 0.01% |
2,885,725
-807
| -0% | -$8.9K |
|
1729
Ligand Pharmaceuticals
LGND
$5.76B
| $32.3M | 0.01% |
380,119
-42,425
| -10% | -$3.36M |
|
1730
Repligen
RGEN
$7.96B
| $32.1M | 0.01% |
838,582
-57,290
| -6% | -$2.4M |
|
1731
Leggett & Platt
LEG
$1.34B
| $32.1M | 0.01% |
672,922
+50,533
| +8% | +$2.44M |
|
1732
Mercantile Bank Corp
MBWM
$1.04B
| $32.1M | 0.01% |
919,589
+21,408
| +2% | +$678K |
|
|
TOWR
1733
DELISTED
Tower International, Inc.
TOWR
| $32M | 0.01% |
1,176,238
+69,246
| +6% | +$1.61M |
|
1734
Toro Company
TTC
$8.75B
| $31.9M | 0.01% |
514,674
-3,304
| -0.6% | -$221K |
|
|
OPB
1735
DELISTED
Opus Bank Common Stock
OPB
| $31.9M | 0.01% |
1,327,792
+216,891
| +20% | +$5.02M |
|
1736
Sociedad Química y Minera de Chile
SQM
$19.2B
| $31.9M | 0.01% |
572,540
+15,482
| +3% | +$695K |
|
1737
HCI Group
HCI
$2.23B
| $31.8M | 0.01% |
832,371
+21,016
| +3% | +$863K |
|
1738
Preferred Bank
PFBC
$1.24B
| $31.7M | 0.01% |
525,325
+40,270
| +8% | +$2.22M |
|
|
DENN
1739
DELISTED
Denny's
DENN
| $31.7M | 0.01% |
2,546,247
+39,719
| +2% | +$471K |
|
1740
Lamar Advertising Co
LAMR
$16.2B
| $31.7M | 0.01% |
462,231
+245,913
| +114% | +$16.6M |
|
|
VAR
1741
DELISTED
Varian Medical Systems, Inc.
VAR
| $31.7M | 0.01% |
316,364
+3,291
| +1% | +$338K |
|
1742
NiSource
NI
$21.3B
| $31.6M | 0.01% |
1,236,357
+10
| +0% | +$263 |
|
|
DISH
1743
DELISTED
DISH Network Corp.
DISH
| $31.6M | 0.01% |
583,163
+4,659
| +0.8% | +$275K |
|
|
ROIC
1744
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $31.6M | 0.01% |
1,661,434
+68,855
| +4% | +$1.37M |
|
|
OME
1745
DELISTED
Omega Protein
OME
| $31.5M | 0.01% |
1,890,506
+6,523
| +0.3% | +$106K |
|
1746
Enbridge
ENB
$119B
| $31.5M | 0.01% |
752,114
+31,921
| +4% | +$1.3M |
|
1747
ASML
ASML
$626B
| $31.4M | 0.01% |
183,682
+58,325
| +47% | +$8.93M |
|
1748
Churchill Downs
CHDN
$5.88B
| $31.4M | 0.01% |
913,722
-44,190
| -5% | -$1.41M |
|
|
ASNA
1749
DELISTED
Ascena Retail Group, Inc.
ASNA
| $31.3M | 0.01% |
639,458
-105,537
| -14% | -$4.58M |
|
1750
Addus HomeCare
ADUS
$2.16B
| $31.3M | 0.01% |
887,121
+19,823
| +2% | +$698K |
|
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.