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 | |
|---|---|---|---|---|---|---|
|
SVU
1776
DELISTED
SUPERVALU Inc.
SVU
| $30.4M | 0.01% |
1,397,401
+354,570
| +34% | +$7.85M |
|
1777
US Physical Therapy
USPH
$1.2B
| $30.4M | 0.01% |
493,972
+7,197
| +1% | +$438K |
|
1778
Factset
FDS
$9.36B
| $30.3M | 0.01% |
168,037
+432
| +0.3% | +$70.5K |
|
1779
H&R Block
HRB
$5.58B
| $30.2M | 0.01% |
1,141,280
+62,876
| +6% | +$1.83M |
|
|
GPX
1780
DELISTED
GP Strategies Corp.
GPX
| $30.2M | 0.01% |
979,414
+14,599
| +2% | +$412K |
|
1781
New Oriental
EDU
$9.37B
| $30.2M | 0.01% |
342,331
-9,884
| -3% | -$805K |
|
1782
Banco Santander
SAN
$201B
| $30.2M | 0.01% |
4,539,988
-137,875
| -3% | -$880K |
|
|
HSII
1783
DELISTED
Heidrick & Struggles
HSII
| $30.2M | 0.01% |
1,427,277
+48,761
| +4% | +$952K |
|
1784
Republic Bancorp
RBCAA
$1.95B
| $30.2M | 0.01% |
775,748
+5,820
| +0.8% | +$207K |
|
1785
Forrester Research
FORR
$223M
| $30.1M | 0.01% |
719,604
+8,216
| +1% | +$331K |
|
1786
Dolby
DLB
$5.51B
| $30.1M | 0.01% |
523,398
-13,259
| -2% | -$695K |
|
1787
CenterPoint Energy
CNP
$27.7B
| $30.1M | 0.01% |
1,030,558
+2,799
| +0.3% | +$80.8K |
|
1788
F5
FFIV
$22.9B
| $30M | 0.01% |
248,950
+8,444
| +4% | +$1.02M |
|
|
THR
1789
DELISTED
Thermon Group Holdings
THR
| $30M | 0.01% |
1,665,337
+148,173
| +10% | +$2.6M |
|
|
BUFF
1790
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $30M | 0.01% |
1,056,669
+83,623
| +9% | +$2.05M |
|
|
BFX
1791
DELISTED
BowFlex Inc.
BFX
| $29.9M | 0.01% |
1,770,938
+30,758
| +2% | +$531K |
|
1792
Morningstar
MORN
$7.22B
| $29.9M | 0.01% |
352,135
+36,914
| +12% | +$3.01M |
|
1793
Lifecore Biomedical
LFCR
$166M
| $29.9M | 0.01% |
2,310,744
+13,077
| +0.6% | +$172K |
|
1794
Erie Indemnity
ERIE
$12.7B
| $29.9M | 0.01% |
248,060
+1,876
| +0.8% | +$229K |
|
1795
FirstEnergy
FE
$28B
| $29.9M | 0.01% |
969,762
+13,090
| +1% | +$412K |
|
1796
First Community Bankshares
FCBC
$900M
| $29.9M | 0.01% |
1,025,503
+22,172
| +2% | +$593K |
|
1797
Financial Institutions
FISI
$816M
| $29.8M | 0.01% |
1,034,254
+66,983
| +7% | +$1.89M |
|
1798
Qualys
QLYS
$5.1B
| $29.8M | 0.01% |
574,972
-62,510
| -10% | -$2.87M |
|
|
MRLN
1799
DELISTED
Marlin Business Services Corp
MRLN
| $29.7M | 0.01% |
1,034,731
-21,276
| -2% | -$556K |
|
1800
Strategy Inc
MSTR
$34.1B
| $29.7M | 0.01% |
2,326,270
+323,750
| +16% | +$4.71M |
|
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.