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 | |
|---|---|---|---|---|---|---|
776
Rockwell Automation
ROK
$53.4B
| $78.5M | 0.03% |
440,240
-11,189
| -2% | -$1.86M |
|
|
TEN
777
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $78.4M | 0.03% |
1,293,032
+12,930
| +1% | +$727K |
|
|
WIRE
778
DELISTED
Encore Wire Corp
WIRE
| $78.4M | 0.03% |
1,749,958
+7,650
| +0.4% | +$322K |
|
|
WGL
779
DELISTED
Wgl Holdings
WGL
| $78.3M | 0.03% |
930,460
+837
| +0.1% | +$70.7K |
|
|
KAMN
780
DELISTED
Kaman Corp
KAMN
| $78.3M | 0.03% |
1,403,863
+2,869
| +0.2% | +$145K |
|
781
Haemonetics
HAE
$3.89B
| $78.2M | 0.03% |
1,742,281
+2,547
| +0.1% | +$106K |
|
|
BIG
782
DELISTED
Big Lots, Inc.
BIG
| $78.2M | 0.03% |
1,458,840
+4,634
| +0.3% | +$228K |
|
783
Landstar System
LSTR
$5.93B
| $78M | 0.03% |
782,531
-59,895
| -7% | -$5.32M |
|
784
McGrath RentCorp
MGRC
$2.81B
| $77.9M | 0.03% |
1,781,300
+35,195
| +2% | +$1.35M |
|
|
IDTI
785
DELISTED
Integrated Device Technology I
IDTI
| $77.8M | 0.03% |
2,926,389
-21,518
| -0.7% | -$546K |
|
786
LCI Industries
LCII
$2.49B
| $77.8M | 0.03% |
671,293
+21,314
| +3% | +$2.17M |
|
|
AJRD
787
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $77.7M | 0.03% |
2,218,990
+34,676
| +2% | +$934K |
|
788
Gerdau
GGB
$9.74B
| $77.7M | 0.03% |
28,536,609
-1,325,551
| -4% | -$3.72M |
|
789
Jones Lang LaSalle
JLL
$16.3B
| $77.6M | 0.03% |
628,395
+55,020
| +10% | +$6.8M |
|
790
CVB Financial
CVBF
$3.94B
| $77.5M | 0.03% |
3,208,139
+8,238
| +0.3% | +$178K |
|
791
Carlisle Companies
CSL
$14.3B
| $77.5M | 0.03% |
772,976
+99,614
| +15% | +$9.65M |
|
792
Applied Industrial Technologies
AIT
$12.8B
| $77.5M | 0.03% |
1,178,032
+68,270
| +6% | +$3.96M |
|
793
Mitsubishi UFJ Financial
MUFG
$253B
| $77.3M | 0.03% |
12,010,760
+4,600
| +0% | +$29.1K |
|
794
Standard Motor Products
SMP
$851M
| $77.3M | 0.03% |
1,602,606
-719
| -0% | -$34.3K |
|
795
Highwoods Properties
HIW
$3.65B
| $77.1M | 0.03% |
1,480,027
+39,697
| +3% | +$2.03M |
|
796
Modine Manufacturing
MOD
$10.7B
| $77M | 0.03% |
3,997,909
+95,915
| +2% | +$1.61M |
|
|
PARA
797
DELISTED
Paramount Global Class B
PARA
| $77M | 0.03% |
1,326,923
-19,212
| -1% | -$1.21M |
|
798
Halliburton
HAL
$26.9B
| $76.8M | 0.03% |
1,668,447
-10,761
| -0.6% | -$451K |
|
|
HAWK
799
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $76.7M | 0.03% |
1,751,904
+40,322
| +2% | +$1.76M |
|
800
Super Micro Computer
SMCI
$18.4B
| $76.7M | 0.03% |
34,689,260
+1,590,490
| +5% | +$4.07M |
|
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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.