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 | |
|---|---|---|---|---|---|---|
|
LTXB
651
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $92M | 0.04% |
2,303,447
+29,293
| +1% | +$1.1M |
|
652
Astec Industries
ASTE
$1.16B
| $91.8M | 0.04% |
1,639,082
+47,292
| +3% | +$2.41M |
|
653
National Beverage
FIZZ
$2.96B
| $91.7M | 0.04% |
1,478,922
-29,296
| -2% | -$1.62M |
|
654
Thor Industries
THO
$3.9B
| $91.7M | 0.04% |
728,321
+2,323
| +0.3% | +$250K |
|
655
Scotiabank
BNS
$107B
| $91.7M | 0.04% |
1,426,997
+3,019
| +0.2% | +$188K |
|
656
The Greenbrier Companies
GBX
$1.52B
| $91.7M | 0.04% |
1,904,119
-20,050
| -1% | -$889K |
|
657
SouthState Bank Corp
SSB
$10.2B
| $91.6M | 0.04% |
1,016,792
+58,525
| +6% | +$4.89M |
|
658
Constellation Brands
STZ
$22.2B
| $91.4M | 0.04% |
458,122
+5,295
| +1% | +$1.05M |
|
|
CUB
659
DELISTED
Cubic Corporation
CUB
| $91M | 0.04% |
1,783,929
+53,330
| +3% | +$2.43M |
|
|
AVX
660
DELISTED
AVX Corporation
AVX
| $90.6M | 0.04% |
4,968,542
+6,267
| +0.1% | +$109K |
|
661
Newell Brands
NWL
$2.38B
| $90.5M | 0.04% |
2,122,155
+489,138
| +30% | +$23.9M |
|
662
Helix Energy Solutions
HLX
$1.4B
| $90.4M | 0.04% |
12,235,888
-171,369
| -1% | -$1.08M |
|
663
Stryker
SYK
$125B
| $90.3M | 0.04% |
636,017
+5,267
| +0.8% | +$755K |
|
|
WCG
664
DELISTED
Wellcare Health Plans, Inc.
WCG
| $90.2M | 0.04% |
525,410
-53,555
| -9% | -$9.39M |
|
665
Omega Healthcare
OHI
$15.1B
| $90M | 0.04% |
2,821,799
+117,561
| +4% | +$3.77M |
|
666
Emergent Biosolutions
EBS
$373M
| $90M | 0.04% |
2,224,198
+18,486
| +0.8% | +$669K |
|
667
CarMax
KMX
$8.13B
| $89.8M | 0.04% |
1,184,080
+3,892
| +0.3% | +$259K |
|
668
Albany International
AIN
$2.11B
| $89.5M | 0.04% |
1,559,842
+27,610
| +2% | +$1.48M |
|
669
Northern Trust
NTRS
$33.3B
| $89.5M | 0.04% |
973,397
+12,322
| +1% | +$1.11M |
|
|
EVHC
670
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $89.3M | 0.04% |
1,986,612
+352,654
| +22% | +$18.8M |
|
|
AVTA
671
DELISTED
Avantax, Inc. Common Stock
AVTA
| $89.2M | 0.04% |
3,526,791
-612
| -0% | -$13.9K |
|
672
Adient
ADNT
$1.65B
| $89.1M | 0.04% |
1,060,611
+104,546
| +11% | +$7.41M |
|
673
Magna International
MGA
$18.7B
| $89M | 0.04% |
1,667,463
-43,611
| -3% | -$2.11M |
|
|
LHCG
674
DELISTED
LHC Group LLC
LHCG
| $88.9M | 0.04% |
1,253,944
-21,719
| -2% | -$1.39M |
|
675
Evercore
EVR
$12.4B
| $88.5M | 0.04% |
1,103,089
+6,727
| +0.6% | +$506K |
|
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.