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 | |
|---|---|---|---|---|---|---|
|
GXP
2051
DELISTED
Great Plains Energy Incorporated
GXP
| $20.1M | 0.01% |
663,035
-4,195
| -0.6% | -$128K |
|
|
MEET
2052
DELISTED
The Meet Group, Inc. Common Stock
MEET
| $20.1M | 0.01% |
5,515,304
-369,264
| -6% | -$1.57M |
|
2053
Ring Energy
REI
$315M
| $20M | 0.01% |
1,382,892
+491,423
| +55% | +$6.33M |
|
|
CUK
2054
DELISTED
Carnival PLC
CUK
| $20M | 0.01% |
310,699
-7,760
| -2% | -$522K |
|
|
TSC
2055
DELISTED
TriState Capital Holdings, Inc.
TSC
| $20M | 0.01% |
872,391
+104,343
| +14% | +$2.35M |
|
2056
James River Group Holdings
JRVR
$208M
| $20M | 0.01% |
481,318
+148,301
| +45% | +$5.92M |
|
2057
Horizon Bancorp
HBNC
$1.04B
| $19.8M | 0.01% |
1,018,077
+98,143
| +11% | +$1.73M |
|
|
SIGM
2058
DELISTED
Sigma Designs Inc
SIGM
| $19.8M | 0.01% |
3,139,590
-76,169
| -2% | -$469K |
|
|
SRDX
2059
DELISTED
Surmodics
SRDX
| $19.7M | 0.01% |
634,698
+3,921
| +0.6% | +$107K |
|
2060
Northrim BanCorp
NRIM
$590M
| $19.5M | 0.01% |
2,233,832
+143,552
| +7% | +$1.07M |
|
|
JKS
2061
JinkoSolar
JKS
$793M
| $19.5M | 0.01% |
780,309
-110,419
| -12% | -$2.87M |
|
|
EPAY
2062
DELISTED
Bottomline Technologies Inc
EPAY
| $19.4M | 0.01% |
610,204
-26,415
| -4% | -$770K |
|
2063
Yum China
YUMC
$16.5B
| $19.4M | 0.01% |
485,682
+478,910
| +7,072% | +$17.8M |
|
|
AAMI
2064
Acadian Asset Management
AAMI
$3.08B
| $19.4M | 0.01% |
1,300,826
+407,716
| +46% | +$5.82M |
|
2065
Sabre
SABR
$731M
| $19.3M | 0.01% |
1,065,820
+328,454
| +45% | +$6.37M |
|
2066
iShares MSCI India ETF
INDA
$6.89B
| $19.3M | 0.01% |
586,532
| – | – |
|
|
UNVR
2067
DELISTED
Univar Solutions Inc.
UNVR
| $19.3M | 0.01% |
665,609
+20,419
| +3% | +$586K |
|
|
BLUE
2068
DELISTED
bluebird bio
BLUE
| $19.2M | 0.01% |
10,808
+2,610
| +32% | +$3.65M |
|
2069
Mesa Laboratories
MLAB
$564M
| $19.2M | 0.01% |
128,657
-663
| -0.5% | -$93.5K |
|
2070
US Foods
USFD
$22.2B
| $19.2M | 0.01% |
+718,980
| New | +$19.7M |
|
2071
Saga Communications
SGA
$57M
| $19.2M | 0.01% |
420,941
-1,504
| -0.4% | -$63.4K |
|
2072
Hawkins
HWKN
$2.67B
| $19.2M | 0.01% |
940,498
+39,204
| +4% | +$807K |
|
2073
PENN Entertainment
PENN
$2.75B
| $19.2M | 0.01% |
818,866
+1,788
| +0.2% | +$38.3K |
|
2074
Banco Bilbao Vizcaya Argentaria
BBVA
$154B
| $19M | 0.01% |
2,135,346
+2,570
| +0.1% | +$22.7K |
|
2075
Oil-Dri
ODC
$1.44B
| $19M | 0.01% |
777,776
+2,110
| +0.3% | +$44.2K |
|
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.