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 | |
|---|---|---|---|---|---|---|
|
AEL
176
DELISTED
American Equity Investment Life Holding Company
AEL
| $217M | 0.09% |
7,471,523
+13,510
| +0.2% | +$373K |
|
177
Vodafone
VOD
$37.2B
| $217M | 0.09% |
7,630,584
+386,931
| +5% | +$11.2M |
|
178
Realty Income
O
$60.1B
| $216M | 0.09% |
3,895,259
+84,305
| +2% | +$4.68M |
|
179
Whirlpool
WHR
$2.47B
| $216M | 0.09% |
1,169,044
+27,552
| +2% | +$4.93M |
|
180
Accenture
ACN
$99.9B
| $215M | 0.09% |
1,589,728
+329
| +0% | +$42.9K |
|
181
Toll Brothers
TOL
$14B
| $213M | 0.09% |
5,140,346
-135,169
| -3% | -$5.32M |
|
182
Labcorp
LH
$25.9B
| $213M | 0.09% |
1,641,171
+17,344
| +1% | +$2.31M |
|
183
Vishay Intertechnology
VSH
$5.18B
| $212M | 0.09% |
11,273,201
-34,457
| -0.3% | -$606K |
|
184
POSCO
PKX
$16.5B
| $211M | 0.09% |
3,043,763
+3,923
| +0.1% | +$282K |
|
185
XPO
XPO
$23.4B
| $211M | 0.09% |
9,008,257
+475,889
| +6% | +$9.97M |
|
|
CHL
186
DELISTED
China Mobile Limited
CHL
| $210M | 0.09% |
4,144,288
+195,614
| +5% | +$10.4M |
|
187
JetBlue
JBLU
$2.29B
| $209M | 0.09% |
11,295,104
+259,499
| +2% | +$5.44M |
|
188
Old National Bancorp
ONB
$10.1B
| $209M | 0.09% |
11,418,907
+65,187
| +0.6% | +$1.09M |
|
189
United Airlines
UAL
$40.1B
| $209M | 0.09% |
3,431,983
+269,219
| +9% | +$17.9M |
|
190
United Parcel Service
UPS
$89.5B
| $209M | 0.09% |
1,739,815
+2,145
| +0.1% | +$244K |
|
191
TE Connectivity
TEL
$59.9B
| $208M | 0.09% |
2,506,829
-9,340
| -0.4% | -$751K |
|
192
Telephone and Data Systems
TDS
$3.82B
| $208M | 0.09% |
7,459,690
+162,319
| +2% | +$4.59M |
|
193
Petrobras
PBR
$123B
| $207M | 0.09% |
20,614,037
+1,359,232
| +7% | +$12.3M |
|
194
Costco
COST
$423B
| $205M | 0.09% |
1,246,853
+10,682
| +0.9% | +$1.68M |
|
195
GATX Corp
GATX
$6.45B
| $204M | 0.09% |
3,317,655
-100,395
| -3% | -$6.18M |
|
|
AHL
196
DELISTED
ASPEN Insurance Holding Limited
AHL
| $204M | 0.09% |
5,047,317
+14,840
| +0.3% | +$686K |
|
|
CVG
197
DELISTED
Convergys
CVG
| $204M | 0.09% |
7,870,428
-171,643
| -2% | -$4.12M |
|
198
AGCO
AGCO
$7.76B
| $203M | 0.09% |
2,755,398
-48,788
| -2% | -$3.42M |
|
199
Assurant
AIZ
$14B
| $203M | 0.09% |
2,122,640
-11,988
| -0.6% | -$1.2M |
|
200
Eastman Chemical
EMN
$8.01B
| $203M | 0.09% |
2,238,187
+87,674
| +4% | +$7.46M |
|
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.