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 | |
|---|---|---|---|---|---|---|
1926
Ribbon Communications
RBBN
$377M
| $24.2M | 0.01% |
3,166,756
+16,400
| +0.5% | +$117K |
|
1927
Citi Trends
CTRN
$555M
| $24.2M | 0.01% |
1,218,686
-30,631
| -2% | -$607K |
|
|
BELFB
1928
Bel Fuse Inc Class B
BELFB
$3.87B
| $24.2M | 0.01% |
775,341
+11,910
| +2% | +$314K |
|
|
SIR
1929
DELISTED
SELECT INCOME REIT
SIR
| $24.2M | 0.01% |
2,346,945
+77,780
| +3% | +$798K |
|
|
COWN
1930
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $24.1M | 0.01% |
1,353,093
+55,537
| +4% | +$909K |
|
|
BIVV
1931
DELISTED
Bioverativ Inc. Common Stock
BIVV
| $24.1M | 0.01% |
422,011
+13,613
| +3% | +$797K |
|
1932
Bio-Techne
TECH
$11.2B
| $24M | 0.01% |
795,644
+26,640
| +3% | +$791K |
|
|
RP
1933
DELISTED
RealPage, Inc.
RP
| $24M | 0.01% |
602,447
+139,404
| +30% | +$5.56M |
|
|
OMN
1934
DELISTED
OMNOVA Solutions Inc.
OMN
| $24M | 0.01% |
2,194,327
-14,757
| -0.7% | -$137K |
|
1935
WisdomTree
WT
$2.96B
| $24M | 0.01% |
2,359,211
-147,154
| -6% | -$1.42M |
|
|
BBG
1936
DELISTED
Bill Barrett Corp
BBG
| $24M | 0.01% |
5,596,020
-618,751
| -10% | -$2.05M |
|
|
AGU
1937
DELISTED
Agrium
AGU
| $24M | 0.01% |
223,875
+6,606
| +3% | +$659K |
|
1938
Mistras Group
MG
$484M
| $23.9M | 0.01% |
1,168,161
+57,126
| +5% | +$1.16M |
|
1939
Powell Industries
POWL
$7.6B
| $23.9M | 0.01% |
2,393,163
+123,015
| +5% | +$1.25M |
|
|
DSPG
1940
DELISTED
DSP Group Inc
DSPG
| $23.9M | 0.01% |
1,837,910
-26,342
| -1% | -$318K |
|
|
ABMD
1941
DELISTED
Abiomed Inc
ABMD
| $23.9M | 0.01% |
141,730
-240
| -0.2% | -$36.3K |
|
1942
National Grid
NGG
$80.4B
| $23.9M | 0.01% |
430,718
+3,791
| +0.9% | +$212K |
|
|
WR
1943
DELISTED
Westar Energy Inc
WR
| $23.9M | 0.01% |
481,547
+1,838
| +0.4% | +$93.4K |
|
|
TAST
1944
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $23.8M | 0.01% |
2,187,556
+131,673
| +6% | +$1.53M |
|
1945
lululemon athletica
LULU
$13.5B
| $23.8M | 0.01% |
382,282
+67,878
| +22% | +$4.09M |
|
1946
Culp Inc
CULP
$44.1M
| $23.8M | 0.01% |
725,564
+7,961
| +1% | +$241K |
|
|
ATHN
1947
DELISTED
Athenahealth, Inc.
ATHN
| $23.7M | 0.01% |
190,676
+17,570
| +10% | +$2.42M |
|
1948
Mattel
MAT
$4.38B
| $23.7M | 0.01% |
1,529,395
+101,022
| +7% | +$1.81M |
|
|
TI
1949
DELISTED
Telecom Italia
TI
| $23.7M | 0.01% |
2,517,413
-5,575
| -0.2% | -$54.1K |
|
1950
Sterling Infrastructure
STRL
$18.3B
| $23.7M | 0.01% |
1,553,682
+70,860
| +5% | +$895K |
|
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.