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 | |
|---|---|---|---|---|---|---|
951
KB Home
KBH
$3.37B
| $66.9M | 0.03% |
2,775,430
-27,944
| -1% | -$629K |
|
952
Tapestry
TPR
$30.8B
| $66.8M | 0.03% |
1,659,329
+333,924
| +25% | +$14.7M |
|
|
GWB
953
DELISTED
Great Western Bancorp, Inc.
GWB
| $66.8M | 0.03% |
1,618,372
+302,290
| +23% | +$11.5M |
|
954
Matador Resources
MTDR
$6.2B
| $66.8M | 0.03% |
2,460,532
+1,682,663
| +216% | +$40M |
|
|
TRK
955
DELISTED
Speedway Motorsports, Inc.
TRK
| $66.7M | 0.03% |
3,132,218
-27,083
| -0.9% | -$546K |
|
|
TXNM
956
TXNM Energy Inc
TXNM
$6.41B
| $66.7M | 0.03% |
1,654,345
+19,828
| +1% | +$806K |
|
|
UBNK
957
DELISTED
United Financial Bancorp, Inc.
UBNK
| $66.6M | 0.03% |
3,642,263
+139,975
| +4% | +$2.43M |
|
958
Sinclair Inc
SBGI
$992M
| $66.6M | 0.03% |
2,078,562
+140,286
| +7% | +$4.4M |
|
959
Clearwater Paper
CLW
$339M
| $66.6M | 0.03% |
1,351,987
+35,387
| +3% | +$1.66M |
|
960
Brady Corp
BRC
$4.44B
| $66.5M | 0.03% |
1,753,034
+38,340
| +2% | +$1.31M |
|
961
Quanex
NX
$819M
| $66.4M | 0.03% |
2,891,182
+31,873
| +1% | +$660K |
|
962
Knowles
KN
$3.13B
| $66.3M | 0.03% |
4,343,949
+725,486
| +20% | +$11.1M |
|
|
AEGN
963
DELISTED
Aegion Corp
AEGN
| $66.3M | 0.03% |
2,847,379
-142,654
| -5% | -$3.14M |
|
|
AMED
964
DELISTED
Amedisys
AMED
| $66.3M | 0.03% |
1,184,424
+59,481
| +5% | +$3.15M |
|
965
CTS Corp
CTS
$1.83B
| $66.2M | 0.03% |
2,747,389
-12,179
| -0.4% | -$273K |
|
966
Antero Resources
AR
$11.1B
| $66.2M | 0.03% |
3,325,460
+1,254,460
| +61% | +$25.3M |
|
|
STFC
967
DELISTED
State Auto Financial Corp
STFC
| $66.1M | 0.03% |
2,521,249
-21,175
| -0.8% | -$527K |
|
968
DNOW Inc
DNOW
$2.58B
| $66.1M | 0.03% |
4,788,397
+272,430
| +6% | +$3.71M |
|
969
Insperity
NSP
$1.93B
| $66M | 0.03% |
1,498,910
-17,190
| -1% | -$680K |
|
|
CONE
970
DELISTED
CyrusOne Inc Common Stock
CONE
| $65.9M | 0.03% |
1,119,067
+39,928
| +4% | +$2.38M |
|
971
Primoris Services
PRIM
$4.58B
| $65.9M | 0.03% |
2,241,073
+94,279
| +4% | +$2.51M |
|
972
Aptiv
APTV
$12B
| $65.8M | 0.03% |
668,331
+2,221
| +0.3% | +$210K |
|
|
BBL
973
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $65.7M | 0.03% |
1,854,701
-35,775
| -2% | -$1.28M |
|
974
Saic
SAIC
$4.95B
| $65.7M | 0.03% |
983,486
-9,360
| -0.9% | -$650K |
|
|
MPT
975
Medical Properties Trust
MPT
$2.77B
| $65.6M | 0.03% |
4,997,762
+187,314
| +4% | +$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.