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 | |
|---|---|---|---|---|---|---|
|
WFT
1801
DELISTED
Weatherford International plc
WFT
| $29.6M | 0.01% |
6,474,004
-647,449
| -9% | -$2.68M |
|
|
XCRA
1802
DELISTED
Xcerra Corporation
XCRA
| $29.6M | 0.01% |
3,006,589
-16,515
| -0.5% | -$160K |
|
|
PDLI
1803
DELISTED
PDL BioPharma, Inc.
PDLI
| $29.5M | 0.01% |
8,707,461
+1,279,431
| +17% | +$3.56M |
|
|
UCFC
1804
DELISTED
United Community Financial Corp
UCFC
| $29.5M | 0.01% |
3,068,196
+35,114
| +1% | +$316K |
|
1805
NewMarket
NEU
$7.82B
| $29.4M | 0.01% |
69,171
+316
| +0.5% | +$138K |
|
1806
Coca-Cola Femsa
KOF
$22.7B
| $29.4M | 0.01% |
381,013
-7,197
| -2% | -$600K |
|
|
SIX
1807
DELISTED
Six Flags Entertainment Corp.
SIX
| $29.3M | 0.01% |
480,848
+342
| +0.1% | +$19.2K |
|
1808
CRA International
CRAI
$1.16B
| $29.3M | 0.01% |
713,096
-7,593
| -1% | -$282K |
|
1809
Koppers
KOP
$943M
| $29.2M | 0.01% |
632,534
+8,357
| +1% | +$325K |
|
|
PIR
1810
DELISTED
Pier 1 Imports, Inc.
PIR
| $29.2M | 0.01% |
348,227
-9,248
| -3% | -$827K |
|
1811
Century Communities
CCS
$1.91B
| $29.1M | 0.01% |
1,178,696
+285,856
| +32% | +$6.93M |
|
1812
Herbalife
HLF
$1.29B
| $29.1M | 0.01% |
857,528
+11,864
| +1% | +$406K |
|
1813
DXP Enterprises
DXPE
$2.43B
| $29M | 0.01% |
921,040
+89,735
| +11% | +$2.67M |
|
|
TWNK
1814
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $29M | 0.01% |
2,122,205
+1,121,008
| +112% | +$16.2M |
|
1815
Sanofi
SNY
$103B
| $29M | 0.01% |
581,994
| – | – |
|
1816
HealthStream
HSTM
$819M
| $29M | 0.01% |
1,239,449
+51,900
| +4% | +$1.23M |
|
1817
Rollins
ROL
$18.3B
| $29M | 0.01% |
1,412,507
+5,647
| +0.4% | +$109K |
|
1818
SPX Corp
SPXC
$11B
| $28.9M | 0.01% |
985,674
+18,660
| +2% | +$490K |
|
|
FRGI
1819
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $28.9M | 0.01% |
1,520,565
+71,514
| +5% | +$1.28M |
|
|
TWTR
1820
DELISTED
Twitter, Inc.
TWTR
| $28.8M | 0.01% |
1,709,001
+102,413
| +6% | +$1.79M |
|
|
EXAC
1821
DELISTED
Exactech Inc
EXAC
| $28.8M | 0.01% |
874,161
+46,400
| +6% | +$1.4M |
|
1822
Burlington
BURL
$23.2B
| $28.8M | 0.01% |
301,349
+23,278
| +8% | +$2.04M |
|
|
JCP
1823
DELISTED
J.C. Penney Company, Inc.
JCP
| $28.7M | 0.01% |
7,532,772
-2,636,736
| -26% | -$11.7M |
|
1824
Kforce
KFRC
$1.02B
| $28.7M | 0.01% |
1,419,045
-16,566
| -1% | -$308K |
|
|
AFI
1825
DELISTED
Armstrong Flooring, Inc.
AFI
| $28.7M | 0.01% |
1,819,201
+166,504
| +10% | +$2.66M |
|
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.