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 | |
|---|---|---|---|---|---|---|
|
CSW
2351
CSW Industrials
CSW
$5.2B
| $10.8M | ﹤0.01% |
242,438
+37,990
| +19% | +$1.54M |
|
|
TUES
2352
DELISTED
Tuesday Morning Corp
TUES
| $10.7M | ﹤0.01% |
3,357,812
-420,585
| -11% | -$857K |
|
|
CNBKA
2353
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $10.7M | ﹤0.01% |
133,337
+12,596
| +10% | +$850K |
|
|
KIN
2354
DELISTED
Kindred Biosciences, Inc.
KIN
| $10.6M | ﹤0.01% |
1,356,470
-12,754
| -0.9% | -$95.7K |
|
2355
Allient
ALNT
$1.49B
| $10.5M | ﹤0.01% |
622,394
+6,699
| +1% | +$117K |
|
2356
PTC Therapeutics
PTCT
$5.68B
| $10.5M | ﹤0.01% |
525,110
-3,476
| -0.7% | -$68.1K |
|
|
BV
2357
DELISTED
Bazaarvoice, Inc.
BV
| $10.4M | ﹤0.01% |
2,101,643
+282,252
| +16% | +$1.34M |
|
|
HIL
2358
DELISTED
Hill International, Inc. Common Stock
HIL
| $10.4M | ﹤0.01% |
2,188,976
+1,421
| +0.1% | +$6.9K |
|
2359
Alico
ALCO
$280M
| $10.4M | ﹤0.01% |
304,037
+15,210
| +5% | +$483K |
|
|
PKD
2360
DELISTED
Parker Drilling Company
PKD
| $10.4M | ﹤0.01% |
628,402
-59,861
| -9% | -$1.09M |
|
|
ANCX
2361
DELISTED
Access National Corp
ANCX
| $10.4M | ﹤0.01% |
361,449
+37,234
| +11% | +$975K |
|
|
AHT
2362
Ashford Hospitality Trust
AHT
$20.9M
| $10.4M | ﹤0.01% |
1,571
+26
| +2% | +$160K |
|
2363
Ionis Pharmaceuticals
IONS
$8.6B
| $10.3M | ﹤0.01% |
204,022
+7,210
| +4% | +$378K |
|
2364
The RMR Group
RMR
$325M
| $10.3M | ﹤0.01% |
200,400
+29,686
| +17% | +$1.47M |
|
|
GV
2365
DELISTED
Goldfield Corporation
GV
| $10.3M | ﹤0.01% |
1,630,275
+100,054
| +7% | +$510K |
|
|
RT
2366
DELISTED
Ruby Tuesday Georgia
RT
| $10.2M | ﹤0.01% |
4,761,877
-209,456
| -4% | -$433K |
|
2367
Gencor Industries
GENC
$209M
| $10.2M | ﹤0.01% |
577,269
+47,947
| +9% | +$773K |
|
2368
Telefônica Brasil
VIV
$20.6B
| $10.2M | ﹤0.01% |
642,233
+24,993
| +4% | +$379K |
|
2369
Eastern Company
EML
$143M
| $10.1M | ﹤0.01% |
353,450
+16,088
| +5% | +$447K |
|
2370
DigitalBridge
DBRG
$2.93B
| $10.1M | ﹤0.01% |
201,827
+2,334
| +1% | +$128K |
|
|
FPO
2371
DELISTED
First Potomac Realty Trust
FPO
| $10.1M | ﹤0.01% |
908,569
| – | – |
|
2372
Alkermes
ALKS
$8.22B
| $10.1M | ﹤0.01% |
198,135
+2,027
| +1% | +$108K |
|
|
MGP
2373
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $10M | ﹤0.01% |
332,463
+188,938
| +132% | +$5.66M |
|
2374
Brown-Forman Class A
BF.A
$13.4B
| $10M | ﹤0.01% |
225,201
+9,782
| +5% | +$413K |
|
|
TTPH
2375
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
| $10M | ﹤0.01% |
73,090
+18,027
| +33% | +$2.41M |
|
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.