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 | |
|---|---|---|---|---|---|---|
|
LMOS
2001
DELISTED
Lumos Networks Corp
LMOS
| $21.7M | 0.01% |
1,210,618
-4,931
| -0.4% | -$88.3K |
|
|
SYNT
2002
DELISTED
Syntel Inc
SYNT
| $21.7M | 0.01% |
1,103,778
+180,347
| +20% | +$3.29M |
|
2003
AMC Global Media
AMCX
$492M
| $21.6M | 0.01% |
370,000
+26,762
| +8% | +$1.59M |
|
2004
AES
AES
$10.5B
| $21.6M | 0.01% |
1,958,998
+100,214
| +5% | +$1.12M |
|
2005
Franklin Covey
FC
$242M
| $21.6M | 0.01% |
1,062,480
-38,611
| -4% | -$718K |
|
2006
Clearway Energy Class C
CWEN
$4.94B
| $21.5M | 0.01% |
1,115,596
+36,020
| +3% | +$666K |
|
2007
Bath & Body Works
BBWI
$4.06B
| $21.5M | 0.01% |
637,813
+45,208
| +8% | +$1.52M |
|
|
CSS
2008
DELISTED
CSS Industries, Inc.
CSS
| $21.4M | 0.01% |
742,806
-20,429
| -3% | -$552K |
|
2009
Seneca Foods Class A
SENEA
$1.12B
| $21.4M | 0.01% |
618,864
+15,404
| +3% | +$458K |
|
2010
Equinor
EQNR
$97.7B
| $21.3M | 0.01% |
1,062,278
-40,488
| -4% | -$748K |
|
2011
OGE Energy
OGE
$9.78B
| $21.3M | 0.01% |
591,943
-1,588
| -0.3% | -$56.6K |
|
2012
St. Joe Company
JOE
$3.54B
| $21.3M | 0.01% |
1,131,376
+197,196
| +21% | +$3.66M |
|
|
WCN
2013
Waste Connections
WCN
$42.2B
| $21.3M | 0.01% |
304,415
-207,246
| -41% | -$13.7M |
|
2014
IDT Corp
IDT
$1.64B
| $21.3M | 0.01% |
1,784,500
+123,760
| +7% | +$1.53M |
|
|
AMAG
2015
DELISTED
AMAG Pharmaceuticals
AMAG
| $21.2M | 0.01% |
1,151,226
-64,023
| -5% | -$1.19M |
|
|
GBNK
2016
DELISTED
Guaranty Bancorp
GBNK
| $21.2M | 0.01% |
763,698
+82,503
| +12% | +$2.18M |
|
2017
Alnylam Pharmaceuticals
ALNY
$27.5B
| $21.2M | 0.01% |
180,058
+629
| +0.4% | +$53.7K |
|
2018
Imperial Oil
IMO
$62.7B
| $21.1M | 0.01% |
661,665
+26,390
| +4% | +$784K |
|
|
PCBK
2019
DELISTED
Pacific Continental Corp
PCBK
| $21.1M | 0.01% |
783,848
-399
| -0.1% | -$9.87K |
|
2020
Sony
SONY
$137B
| $21M | 0.01% |
2,811,930
| – | – |
|
2021
SiriusXM
SIRI
$9.98B
| $21M | 0.01% |
380,450
-763
| -0.2% | -$42.2K |
|
2022
News Corp Class B
NWS
$16.9B
| $21M | 0.01% |
1,535,937
-33,406
| -2% | -$465K |
|
|
LDR
2023
DELISTED
Landauer Inc
LDR
| $20.9M | 0.01% |
311,225
+15,529
| +5% | +$939K |
|
2024
Tyler Technologies
TYL
$12.7B
| $20.9M | 0.01% |
120,018
-12,970
| -10% | -$2.23M |
|
2025
Park Aerospace
PKE
$737M
| $20.9M | 0.01% |
1,128,894
+20,598
| +2% | +$375K |
|
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.