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 | |
|---|---|---|---|---|---|---|
|
SFS
2251
DELISTED
Smart & Final Stores, Inc.
SFS
| $13.1M | 0.01% |
1,667,686
+545,814
| +49% | +$4.2M |
|
|
MNTA
2252
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $13M | 0.01% |
704,031
-42,366
| -6% | -$708K |
|
2253
Palo Alto Networks
PANW
$270B
| $13M | 0.01% |
541,152
+5,658
| +1% | +$129K |
|
2254
DMC Global
BOOM
$138M
| $13M | 0.01% |
768,522
+42,439
| +6% | +$587K |
|
|
EOCC
2255
DELISTED
Enel Generacion Chile S.A.
EOCC
| $12.9M | 0.01% |
491,421
| – | – |
|
2256
RELX
RELX
$61.8B
| $12.9M | 0.01% |
579,049
+3,196
| +0.6% | +$70.2K |
|
2257
Provident Financial
PROV
$111M
| $12.9M | 0.01% |
659,177
-4,239
| -0.6% | -$81.4K |
|
|
CTO
2258
CTO Realty Growth
CTO
$824M
| $12.9M | 0.01% |
792,086
+28,139
| +4% | +$425K |
|
2259
Houlihan Lokey
HLI
$8.77B
| $12.9M | 0.01% |
329,233
+171,153
| +108% | +$6.25M |
|
|
FDC
2260
DELISTED
First Data Corporation
FDC
| $12.8M | 0.01% |
707,902
+16,716
| +2% | +$305K |
|
2261
Shutterstock
SSTK
$198M
| $12.7M | 0.01% |
382,635
+25,002
| +7% | +$922K |
|
2262
IES Holdings
IESC
$14.8B
| $12.7M | 0.01% |
735,240
-5,062
| -0.7% | -$84.1K |
|
2263
National CineMedia
NCMI
$376M
| $12.6M | 0.01% |
181,019
-51,363
| -22% | -$3.32M |
|
2264
Compañía de Cervecerías Unidas
CCU
$2.12B
| $12.6M | 0.01% |
466,991
+90,116
| +24% | +$2.42M |
|
|
BSTC
2265
DELISTED
BioSpecifics Technologies Corp.
BSTC
| $12.5M | 0.01% |
269,554
+3,878
| +1% | +$186K |
|
2266
Heritage Insurance Holdings
HRTG
$889M
| $12.5M | 0.01% |
948,622
-38,578
| -4% | -$464K |
|
|
TGH
2267
DELISTED
Textainer Group Holdings limited
TGH
| $12.5M | 0.01% |
729,430
-33,199
| -4% | -$529K |
|
2268
Zillow
ZG
$7.94B
| $12.5M | 0.01% |
311,484
-1,634
| -0.5% | -$69.1K |
|
2269
SAP
SAP
$212B
| $12.5M | 0.01% |
113,969
+3,115
| +3% | +$331K |
|
2270
STRATTEC Security
STRT
$367M
| $12.5M | 0.01% |
305,559
+24,169
| +9% | +$872K |
|
|
GTY
2271
Getty Realty Corp
GTY
$2.11B
| $12.4M | 0.01% |
432,814
+29,991
| +7% | +$795K |
|
2272
Advanced Drainage Systems
WMS
$10.6B
| $12.4M | 0.01% |
611,249
+119,572
| +24% | +$2.41M |
|
|
PHIIK
2273
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $12.4M | 0.01% |
1,052,454
-23,715
| -2% | -$258K |
|
|
PR
2274
Permian Resources
PR
$17.8B
| $12.3M | 0.01% |
+686,709
| New | +$11.5M |
|
2275
Ultrapar
UGP
$6.95B
| $12.3M | 0.01% |
1,033,318
+156,804
| +18% | +$1.85M |
|
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.