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 | |
|---|---|---|---|---|---|---|
1126
TTEC Holdings
TTEC
$121M
| $57.7M | 0.03% |
1,382,533
-8,674
| -0.6% | -$351K |
|
1127
B&G Foods
BGS
$287M
| $57.6M | 0.03% |
1,809,327
+221,931
| +14% | +$7.29M |
|
1128
CDW
CDW
$18.9B
| $57.6M | 0.03% |
872,411
+1,518
| +0.2% | +$95K |
|
1129
MillerKnoll
MLKN
$1.53B
| $57.6M | 0.03% |
1,603,814
+40,467
| +3% | +$1.36M |
|
|
QEP
1130
DELISTED
QEP RESOURCES, INC.
QEP
| $57.5M | 0.03% |
6,715,171
+2,166,476
| +48% | +$17.7M |
|
|
TUP
1131
DELISTED
Tupperware Brands Corporation
TUP
| $57.4M | 0.03% |
929,056
+11,710
| +1% | +$722K |
|
1132
RLJ Lodging Trust
RLJ
$1.86B
| $57.4M | 0.03% |
2,608,169
+719,206
| +38% | +$14.8M |
|
1133
Avis
CAR
$4.86B
| $57.3M | 0.03% |
1,506,635
+28,250
| +2% | +$950K |
|
1134
Synopsys
SNPS
$74.4B
| $57.3M | 0.03% |
711,126
-34,732
| -5% | -$2.69M |
|
1135
Encore Capital Group
ECPG
$2.02B
| $57.2M | 0.03% |
1,291,569
+34,858
| +3% | +$1.41M |
|
1136
First Busey Corp
BUSE
$2.57B
| $57.2M | 0.03% |
1,823,493
+38,805
| +2% | +$1.13M |
|
1137
Darden Restaurants
DRI
$23.3B
| $57.1M | 0.02% |
724,512
+18,912
| +3% | +$1.59M |
|
1138
Mativ Holdings
MATV
$481M
| $57M | 0.02% |
1,374,763
+40,706
| +3% | +$1.56M |
|
1139
Eagle Bancorp
EGBN
$846M
| $57M | 0.02% |
849,889
+43,512
| +5% | +$2.73M |
|
1140
SLM Corp
SLM
$4.89B
| $57M | 0.02% |
4,965,254
-298,793
| -6% | -$3.24M |
|
1141
Las Vegas Sands
LVS
$31.7B
| $56.9M | 0.02% |
887,348
+767
| +0.1% | +$47.6K |
|
1142
Monro
MNRO
$383M
| $56.9M | 0.02% |
1,014,967
+127,704
| +14% | +$6M |
|
|
VG
1143
DELISTED
Vonage Holdings Corporation
VG
| $56.9M | 0.02% |
6,984,257
+22,698
| +0.3% | +$171K |
|
1144
American Vanguard Corp
AVD
$68.4M
| $56.8M | 0.02% |
2,481,563
+28,327
| +1% | +$561K |
|
1145
Patrick Industries
PATK
$2.74B
| $56.8M | 0.02% |
1,518,845
+4,687
| +0.3% | +$155K |
|
1146
Devon Energy
DVN
$52.1B
| $56.8M | 0.02% |
1,546,068
+610,468
| +65% | +$19.8M |
|
|
AFAM
1147
DELISTED
Almost Family Inc
AFAM
| $56.7M | 0.02% |
1,055,392
+66,316
| +7% | +$3.38M |
|
1148
Compass Minerals
CMP
$1.23B
| $56.6M | 0.02% |
871,464
+25,177
| +3% | +$1.68M |
|
|
KEM
1149
DELISTED
KEMET Corporation
KEM
| $56.5M | 0.02% |
2,672,662
-335,370
| -11% | -$6.34M |
|
1150
Northwest Natural Holdings
NWN
$2.06B
| $56.4M | 0.02% |
876,327
+14,342
| +2% | +$920K |
|
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.