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 | |
|---|---|---|---|---|---|---|
|
ITCI
2201
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $14.8M | 0.01% |
938,980
+291,793
| +45% | +$4.28M |
|
2202
KVH Industries
KVHI
$181M
| $14.8M | 0.01% |
1,237,751
+34,714
| +3% | +$379K |
|
|
ACHN
2203
DELISTED
Achillion Pharmaceuticals
ACHN
| $14.7M | 0.01% |
3,276,076
+1,407,108
| +75% | +$6.25M |
|
|
ULTI
2204
DELISTED
Ultimate Software Group Inc
ULTI
| $14.7M | 0.01% |
77,546
+5,484
| +8% | +$1.11M |
|
|
RFP
2205
DELISTED
Resolute Forest Products Inc.
RFP
| $14.7M | 0.01% |
2,903,907
+126,291
| +5% | +$595K |
|
|
AE
2206
DELISTED
Adams Resources & Energy Inc
AE
| $14.6M | 0.01% |
352,437
+1,046
| +0.3% | +$39.3K |
|
2207
Alto Ingredients
ALTO
$369M
| $14.6M | 0.01% |
2,629,229
+450,851
| +21% | +$2.46M |
|
2208
Distribution Solutions Group
DSGR
$1.6B
| $14.5M | 0.01% |
1,150,650
-45,782
| -4% | -$525K |
|
2209
Core Molding Technologies
CMT
$202M
| $14.4M | 0.01% |
658,280
| – | – |
|
2210
Reading International Class A
RDI
$33.2M
| $14.4M | 0.01% |
915,315
+32,645
| +4% | +$517K |
|
2211
Evolent Health
EVH
$348M
| $14.4M | 0.01% |
807,752
+692,872
| +603% | +$14.3M |
|
2212
Under Armour
UAA
$2.84B
| $14.3M | 0.01% |
867,567
+471,134
| +119% | +$8.65M |
|
|
PCMI
2213
DELISTED
PCM, Inc
PCMI
| $14.2M | 0.01% |
1,016,612
-34,941
| -3% | -$515K |
|
2214
Ecopetrol
EC
$34.5B
| $14.2M | 0.01% |
1,497,190
-29,803
| -2% | -$275K |
|
|
TBNK
2215
DELISTED
Territorial Bancorp Inc.
TBNK
| $14.1M | 0.01% |
447,359
+23,254
| +5% | +$701K |
|
|
AY
2216
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $14.1M | 0.01% |
715,324
+393,781
| +122% | +$8.18M |
|
|
SNBC
2217
DELISTED
Sun Bancorp Inc
SNBC
| $14.1M | 0.01% |
565,378
+534
| +0.1% | +$12.8K |
|
|
MGI
2218
DELISTED
MoneyGram International, Inc. New
MGI
| $14M | 0.01% |
871,844
-426
| -0% | -$6.89K |
|
|
PINC
2219
DELISTED
Premier
PINC
| $14M | 0.01% |
429,167
+77,500
| +22% | +$2.63M |
|
2220
Old Second Bancorp
OSBC
$1.29B
| $13.9M | 0.01% |
1,034,393
+3,487
| +0.3% | +$41K |
|
2221
Dime Commercial Bancshares
DCOM
$1.8B
| $13.9M | 0.01% |
408,778
+46,127
| +13% | +$1.48M |
|
2222
Intrepid Potash
IPI
$456M
| $13.9M | 0.01% |
318,106
+143,518
| +82% | +$4.84M |
|
2223
Innoviva
INVA
$1.55B
| $13.9M | 0.01% |
981,854
+179,860
| +22% | +$2.38M |
|
2224
Village Super Market
VLGEA
$651M
| $13.9M | 0.01% |
560,351
+30,442
| +6% | +$732K |
|
2225
Tilly's
TLYS
$116M
| $13.9M | 0.01% |
1,156,098
-3,896
| -0.3% | -$40.6K |
|
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.