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 | |
|---|---|---|---|---|---|---|
1976
Moelis & Co
MC
$4.97B
| $22.6M | 0.01% |
525,281
+33,068
| +7% | +$1.32M |
|
1977
Agilysys
AGYS
$2.97B
| $22.6M | 0.01% |
1,890,716
-1,868
| -0.1% | -$19.6K |
|
1978
Grupo Aeroportuario del Sureste
ASR
$8.27B
| $22.6M | 0.01% |
118,234
-156
| -0.1% | -$32.3K |
|
|
NVEE
1979
DELISTED
NV5 Global
NVEE
| $22.5M | 0.01% |
1,648,424
+255,556
| +18% | +$2.89M |
|
|
CBI
1980
DELISTED
Chicago Bridge & Iron Nv
CBI
| $22.5M | 0.01% |
1,339,199
-430,702
| -24% | -$6.6M |
|
|
ENZ
1981
DELISTED
Enzo Biochem, Inc.
ENZ
| $22.5M | 0.01% |
2,148,017
+121,370
| +6% | +$1.35M |
|
|
CSBK
1982
DELISTED
Clifton Bancorp Inc.
CSBK
| $22.4M | 0.01% |
1,341,986
+42,525
| +3% | +$689K |
|
1983
Rayonier Advanced Materials
RYAM
$604M
| $22.4M | 0.01% |
1,637,500
+109,644
| +7% | +$1.56M |
|
|
BREW
1984
DELISTED
Craft Brew Alliance, Inc.
BREW
| $22.4M | 0.01% |
1,275,791
+20,958
| +2% | +$372K |
|
1985
Winmark
WINA
$1.2B
| $22.4M | 0.01% |
169,666
+3,204
| +2% | +$420K |
|
1986
Travere Therapeutics
TVTX
$5.2B
| $22.3M | 0.01% |
896,815
+71,562
| +9% | +$1.58M |
|
1987
Chefs' Warehouse
CHEF
$4.71B
| $22.3M | 0.01% |
1,155,649
+146,794
| +15% | +$2.35M |
|
1988
ANI Pharmaceuticals
ANIP
$1.8B
| $22.3M | 0.01% |
424,797
+85,529
| +25% | +$4.08M |
|
1989
Vera Bradley
VRA
$97M
| $22.3M | 0.01% |
2,530,562
+303,858
| +14% | +$2.84M |
|
1990
Canadian National Railway
CNI
$76.9B
| $22.2M | 0.01% |
268,525
+7,946
| +3% | +$644K |
|
1991
Cass Information Systems
CASS
$714M
| $22.2M | 0.01% |
461,879
+25,488
| +6% | +$1.22M |
|
|
GOV
1992
DELISTED
Government Properties Income Trust
GOV
| $22.2M | 0.01% |
1,182,122
+122,334
| +12% | +$2.23M |
|
|
QCP
1993
DELISTED
Quality Care Properties, Inc.
QCP
| $22.1M | 0.01% |
1,424,709
+59,884
| +4% | +$951K |
|
|
VWTR
1994
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $22M | 0.01% |
1,319,903
+24,576
| +2% | +$408K |
|
|
YELL
1995
DELISTED
Yellow Corporation Common Stock
YELL
| $22M | 0.01% |
1,596,476
+13,354
| +0.8% | +$168K |
|
1996
Lifetime Brands
LCUT
$191M
| $22M | 0.01% |
1,202,294
-8,732
| -0.7% | -$157K |
|
|
CBL
1997
DELISTED
CBL& Associates Properties, Inc.
CBL
| $21.9M | 0.01% |
2,615,849
+139,145
| +6% | +$1.18M |
|
1998
Vipshop
VIPS
$7.37B
| $21.9M | 0.01% |
2,488,896
+136,734
| +6% | +$1.42M |
|
1999
NLI Holdings
NL
$281M
| $21.9M | 0.01% |
2,395,324
-29,730
| -1% | -$228K |
|
2000
Western New England Bancorp
WNEB
$259M
| $21.7M | 0.01% |
1,994,548
+57,988
| +3% | +$587K |
|
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.