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 | |
|---|---|---|---|---|---|---|
2376
Triumph Financial Inc
TFIN
$1.81B
| $9.99M | ﹤0.01% |
309,651
+99,641
| +47% | +$2.79M |
|
|
MR
2377
DELISTED
Montage Resources Corporation Common Stock
MR
| $9.97M | ﹤0.01% |
265,853
+63,326
| +31% | +$2.38M |
|
|
DEA
2378
Easterly Government Properties
DEA
$1.13B
| $9.96M | ﹤0.01% |
192,756
+16,833
| +10% | +$846K |
|
2379
Costamare
CMRE
$1.88B
| $9.88M | ﹤0.01% |
1,598,487
+729,015
| +84% | +$4.72M |
|
|
CRZO
2380
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $9.79M | ﹤0.01% |
+571,479
| New | +$8.35M |
|
2381
Lennar Class B
LEN.B
$19.4B
| $9.78M | ﹤0.01% |
232,789
-271
| -0.1% | -$11.2K |
|
|
VMW
2382
DELISTED
VMware, Inc
VMW
| $9.75M | ﹤0.01% |
89,298
-621
| -0.7% | -$61.3K |
|
|
ERF
2383
DELISTED
Enerplus Corporation
ERF
| $9.73M | ﹤0.01% |
985,852
+274,165
| +39% | +$2.44M |
|
|
TEF
2384
DELISTED
Telefonica
TEF
| $9.7M | ﹤0.01% |
1,112,064
-3,718
| -0.3% | -$32.6K |
|
|
NVTR
2385
DELISTED
Nuvectra Corporation Common Stock
NVTR
| $9.68M | ﹤0.01% |
730,117
+28,268
| +4% | +$335K |
|
2386
Biglari Holdings Class B
BH
$1.25B
| $9.68M | ﹤0.01% |
43,547
+6,639
| +18% | +$1.5M |
|
2387
Oppenheimer Holdings
OPY
$1.14B
| $9.61M | ﹤0.01% |
554,073
+8,318
| +2% | +$136K |
|
2388
Fortinet
FTNT
$119B
| $9.6M | ﹤0.01% |
1,338,860
+39,280
| +3% | +$298K |
|
2389
GoDaddy
GDDY
$11B
| $9.59M | ﹤0.01% |
220,456
+69,306
| +46% | +$2.99M |
|
|
EXAS
2390
DELISTED
Exact Sciences
EXAS
| $9.57M | ﹤0.01% |
203,145
+91,794
| +82% | +$3.69M |
|
|
MPX
2391
DELISTED
Marine Products Corp
MPX
| $9.49M | ﹤0.01% |
591,374
+21,526
| +4% | +$326K |
|
|
SHPG
2392
DELISTED
Shire pic
SHPG
| $9.47M | ﹤0.01% |
61,827
-28
| -0% | -$4.39K |
|
|
RYZ
2393
Ryerson Holding Corp
RYZ
$1.44B
| $9.46M | ﹤0.01% |
872,310
+89,892
| +11% | +$792K |
|
|
USAK
2394
DELISTED
USA Truck Inc
USAK
| $9.43M | ﹤0.01% |
671,342
-22,484
| -3% | -$228K |
|
|
PCTI
2395
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $9.41M | ﹤0.01% |
1,493,780
-12,115
| -0.8% | -$80.3K |
|
2396
Rogers Communications
RCI
$18.3B
| $9.39M | ﹤0.01% |
182,150
+5,774
| +3% | +$295K |
|
|
RAD
2397
DELISTED
Rite Aid Corporation
RAD
| $9.3M | ﹤0.01% |
237,262
+98,651
| +71% | +$4.68M |
|
|
ABCD
2398
DELISTED
Cambium Learning Group, Inc.
ABCD
| $9.29M | ﹤0.01% |
1,401,171
-24,765
| -2% | -$134K |
|
2399
Consumer Portfolio Services
CPSS
$202M
| $9.22M | ﹤0.01% |
2,021,946
-55,846
| -3% | -$237K |
|
2400
Smith & Nephew
SNN
$13.3B
| $9.22M | ﹤0.01% |
253,267
-58
| -0% | -$2.06K |
|
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.