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 | |
|---|---|---|---|---|---|---|
|
ELLI
1901
DELISTED
Ellie Mae Inc
ELLI
| $25.4M | 0.01% |
308,930
+111,311
| +56% | +$10.2M |
|
1902
Terreno Realty
TRNO
$7.57B
| $25.3M | 0.01% |
700,349
+16,026
| +2% | +$563K |
|
|
WW
1903
DELISTED
WW International
WW
| $25.3M | 0.01% |
580,953
+320,227
| +123% | +$13.3M |
|
|
HDS
1904
DELISTED
HD Supply Holdings, Inc.
HDS
| $25.2M | 0.01% |
698,824
+15,166
| +2% | +$488K |
|
1905
RPC Inc
RES
$1.24B
| $25.2M | 0.01% |
1,015,177
-269,211
| -21% | -$5.59M |
|
1906
Cato Corp
CATO
$68.3M
| $25.2M | 0.01% |
1,901,020
+55,286
| +3% | +$829K |
|
1907
Vishay Precision Group
VPG
$1.22B
| $25.1M | 0.01% |
1,028,857
-13,952
| -1% | -$277K |
|
|
REV
1908
DELISTED
Revlon, Inc.
REV
| $25.1M | 0.01% |
1,021,809
-27,867
| -3% | -$539K |
|
1909
EQT Corp
EQT
$33.3B
| $25.1M | 0.01% |
705,970
+20,923
| +3% | +$711K |
|
|
TARO
1910
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $25.1M | 0.01% |
222,310
+43,918
| +25% | +$4.78M |
|
|
VIVO
1911
DELISTED
Meridian Bioscience Inc
VIVO
| $25M | 0.01% |
1,748,848
+80,877
| +5% | +$1.16M |
|
|
GLDD
1912
DELISTED
Great Lakes Dredge & Dock
GLDD
| $24.9M | 0.01% |
5,129,356
-20,537
| -0.4% | -$85.7K |
|
1913
Superior Group of Companies
SGC
$185M
| $24.8M | 0.01% |
1,084,331
-378
| -0% | -$8.4K |
|
1914
Braskem
BAK
$928M
| $24.8M | 0.01% |
927,288
-3,415
| -0.4% | -$83.9K |
|
1915
Quad
QUAD
$536M
| $24.8M | 0.01% |
1,096,172
+123,449
| +13% | +$2.55M |
|
1916
TransUnion
TRU
$15.1B
| $24.6M | 0.01% |
521,080
+51,491
| +11% | +$2.35M |
|
1917
Enova International
ENVA
$6.33B
| $24.6M | 0.01% |
1,830,311
+13,209
| +0.7% | +$180K |
|
1918
American Public Education
APEI
$890M
| $24.6M | 0.01% |
1,167,178
+5,462
| +0.5% | +$111K |
|
1919
SiriusPoint
SPNT
$2.75B
| $24.5M | 0.01% |
1,573,099
+345,858
| +28% | +$4.97M |
|
|
ICON
1920
DELISTED
Iconix Brand Group, Inc.
ICON
| $24.4M | 0.01% |
429,115
-42,377
| -9% | -$2.52M |
|
|
MIK
1921
DELISTED
Michaels Stores, Inc
MIK
| $24.3M | 0.01% |
1,131,075
+330,115
| +41% | +$6.73M |
|
1922
The Bancorp
TBBK
$2.79B
| $24.3M | 0.01% |
2,936,235
+248,998
| +9% | +$1.93M |
|
|
CHSP
1923
DELISTED
Chesapeake Lodging Trust
CHSP
| $24.3M | 0.01% |
900,308
+19,777
| +2% | +$500K |
|
|
CARB
1924
DELISTED
Carbonite Inc
CARB
| $24.3M | 0.01% |
1,103,160
+46,260
| +4% | +$978K |
|
1925
MDU Resources
MDU
$4.17B
| $24.2M | 0.01% |
2,457,170
+19,561
| +0.8% | +$195K |
|
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.