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 | |
|---|---|---|---|---|---|---|
2076
RH
RH
$3.13B
| $19M | 0.01% |
270,067
+1,406
| +0.5% | +$88.2K |
|
2077
Bristow Group
VTOL
$1.34B
| $19M | 0.01% |
848,488
-44,418
| -5% | -$847K |
|
2078
TripAdvisor
TRIP
$1.65B
| $19M | 0.01% |
468,150
+161,746
| +53% | +$6.57M |
|
2079
ServiceNow
NOW
$115B
| $18.9M | 0.01% |
804,550
+13,830
| +2% | +$308K |
|
|
ABB
2080
DELISTED
ABB Ltd
ABB
| $18.9M | 0.01% |
763,439
| – | – |
|
2081
United States Lime & Minerals
USLM
$3.16B
| $18.9M | 0.01% |
1,123,635
+47,765
| +4% | +$768K |
|
2082
Preformed Line Products
PLPC
$1.75B
| $18.8M | 0.01% |
280,019
+17,801
| +7% | +$935K |
|
2083
Harmonic Inc
HLIT
$1.25B
| $18.8M | 0.01% |
6,173,906
-455,536
| -7% | -$1.69M |
|
2084
Sonida Senior Living
SNDA
$1.91B
| $18.8M | 0.01% |
99,790
-9,354
| -9% | -$1.84M |
|
|
SRGA
2085
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $18.7M | 0.01% |
137,334
+2,103
| +2% | +$317K |
|
2086
CareTrust REIT
CTRE
$9.91B
| $18.7M | 0.01% |
983,245
+34,038
| +4% | +$637K |
|
|
TTM
2087
DELISTED
Tata Motors Limited
TTM
| $18.7M | 0.01% |
598,792
+9,849
| +2% | +$317K |
|
2088
Caesars Entertainment
CZR
$6.06B
| $18.7M | 0.01% |
728,741
+9,731
| +1% | +$216K |
|
2089
WPP
WPP
$4.36B
| $18.7M | 0.01% |
201,210
-92
| -0% | -$9.02K |
|
2090
Entravision Communication
EVC
$1.03B
| $18.6M | 0.01% |
3,271,338
+171,853
| +6% | +$1.04M |
|
|
SNCR
2091
DELISTED
Synchronoss Technologies
SNCR
| $18.6M | 0.01% |
222,015
-39,937
| -15% | -$5.56M |
|
2092
Arrow Financial
AROW
$659M
| $18.6M | 0.01% |
647,562
+39,864
| +7% | +$1.05M |
|
|
GHL
2093
DELISTED
Greenhill & Co., Inc.
GHL
| $18.6M | 0.01% |
1,122,060
-108,745
| -9% | -$1.84M |
|
|
PGEM
2094
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $18.6M | 0.01% |
1,091,632
+36,481
| +3% | +$600K |
|
|
DPLO
2095
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $18.5M | 0.01% |
894,669
+536,412
| +150% | +$9.07M |
|
2096
Chipotle Mexican Grill
CMG
$47.2B
| $18.5M | 0.01% |
3,000,700
-22,500
| -0.7% | -$152K |
|
2097
Capital City Bank Group
CCBG
$888M
| $18.5M | 0.01% |
769,157
+26,903
| +4% | +$568K |
|
|
AVP
2098
DELISTED
Avon Products, Inc.
AVP
| $18.4M | 0.01% |
7,899,310
+193,839
| +3% | +$575K |
|
2099
Timberland Bancorp
TSBK
$348M
| $18.3M | 0.01% |
584,752
+1,002
| +0.2% | +$27.6K |
|
|
CHUY
2100
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $18.3M | 0.01% |
870,210
+61,444
| +8% | +$1.3M |
|
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.